| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 26.09% | 208.61% |
| Max Drawdown | -21.44% | -67.18% |
| Sharpe | 0.3 | 0.45 |
| Sortino | 0.49 | 0.65 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.86 | 2.98 |
| Outlier Loss Ratio | 4.38 | 2.93 |
| Volatility (ann.) | 6.33% | 26.38% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.33 | 0.59 |
| Skew | 3.71 | 0.2 |
| Kurtosis | 92.15 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.72% |
| Expected Yearly % | 5.97% | 32.54% |
| Kelly Criterion | 1.8% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11381945:BTCUSD | 11381945:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 14.89 | -0.28 | + |
| 2023 | 155.54 | -14.85 | -0.10 | - |
| 2024 | 121.00 | 34.21 | 0.28 | - |
| 2025 | 17.02 | -3.96 | -0.23 | - |
| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.21% | 31.76% |
| 6M | -1.24% | 12.25% |
| YTD | -3.96% | 17.02% |
| 1Y | 9.89% | 57.19% |
| 3Y (ann.) | 5.47% | 55.42% |
| 5Y (ann.) | 7.1% | 39.6% |
| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| Max Drawdown | -21.44% | -67.18% |
| Longest DD Days | 788.0 | 683.0 |
| Avg. Drawdown | -3.16% | -6.33% |
| Avg. Drawdown Days | 55.0 | 31.0 |
| Recovery Factor | 1.22 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2024-09-26 | -21.44 | 788 |
| 2025-01-26 | 2025-06-11 | -10.87 | 136 |
| 2022-06-08 | 2022-07-04 | -4.29 | 26 |
| 2022-04-28 | 2022-05-30 | -4.26 | 31 |
| 2022-07-05 | 2022-07-14 | -3.83 | 9 |
| 2022-03-08 | 2022-04-28 | -3.18 | 50 |
| 2022-02-13 | 2022-03-08 | -2.58 | 23 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-07-15 | 2022-07-18 | -1.46 | 3 |
| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -6.41% | -29.64% |
| Best Month | 11.55% | 43.77% |
| Worst Month | -6.05% | -37.12% |
| Best Year | 34.21% | 155.54% |
| Worst Year | -14.85% | -53.3% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.66% | -0.74% |
| Avg. Up Week | 3.19% | 6.31% |
| Avg. Down Week | -1.73% | -4.42% |
| Avg. Up Month | 5.02% | 21.39% |
| Avg. Down Month | -2.2% | -12.57% |
| Win Days % | 45.99% | 51.28% |
| Win Month % | 41.03% | 61.9% |
| Win Week % | 46.58% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |