| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 24.38% | 208.61% |
| Max Drawdown | -13.94% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.44 | 0.65 |
| Payoff Ratio | 1.21 | 1.08 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 74.32 | 3.0 |
| Outlier Loss Ratio | 4.37 | 2.87 |
| Volatility (ann.) | 6.16% | 26.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.48 | 0.59 |
| Skew | 0.48 | 0.2 |
| Kurtosis | 89.81 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.72% |
| Expected Yearly % | 5.6% | 32.54% |
| Kelly Criterion | 0.58% | 6.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11381890:BTCUSD | 11381890:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 17.54 | -0.33 | + |
| 2023 | 155.54 | -7.85 | -0.05 | - |
| 2024 | 121.00 | 18.28 | 0.15 | - |
| 2025 | 17.02 | -2.92 | -0.17 | - |
| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.07% | 31.76% |
| 6M | -1.65% | 12.25% |
| YTD | -2.92% | 17.02% |
| 1Y | -1.66% | 57.19% |
| 3Y (ann.) | 5.68% | 55.42% |
| 5Y (ann.) | 6.67% | 39.6% |
| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| Max Drawdown | -13.94% | -67.18% |
| Longest DD Days | 414.0 | 683.0 |
| Avg. Drawdown | -4.25% | -6.33% |
| Avg. Drawdown Days | 68.0 | 31.0 |
| Recovery Factor | 1.75 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -13.94 | 151 |
| 2023-01-21 | 2024-03-11 | -13.43 | 414 |
| 2024-04-30 | 2024-05-25 | -8.53 | 25 |
| 2022-06-06 | 2022-07-13 | -8.37 | 37 |
| 2024-05-26 | 2024-09-26 | -6.02 | 123 |
| 2022-08-11 | 2023-01-21 | -5.38 | 163 |
| 2022-04-28 | 2022-05-30 | -4.26 | 31 |
| 2024-09-26 | 2025-01-10 | -3.91 | 105 |
| 2022-07-14 | 2022-07-18 | -3.38 | 4 |
| 2022-02-13 | 2022-04-27 | -1.98 | 72 |
| Metric | 11381890:btcusd:triple_med_gx:lsma95_70 | 11381890:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -7.32% | -29.64% |
| Best Month | 11.73% | 43.77% |
| Worst Month | -7.17% | -37.12% |
| Best Year | 18.28% | 155.54% |
| Worst Year | -7.85% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.66% | -0.76% |
| Avg. Up Week | 4.54% | 6.25% |
| Avg. Down Week | -2.17% | -4.56% |
| Avg. Up Month | 4.43% | 19.43% |
| Avg. Down Month | -2.5% | -14.56% |
| Win Days % | 45.55% | 51.28% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 43.42% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |