| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 28.91% | 208.61% |
| Max Drawdown | -27.42% | -67.18% |
| Sharpe | 0.28 | 0.45 |
| Sortino | 0.42 | 0.65 |
| Payoff Ratio | 1.24 | 1.08 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 50.79 | 3.16 |
| Outlier Loss Ratio | 4.43 | 3.07 |
| Volatility (ann.) | 7.97% | 26.38% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.28 | 0.59 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 66.74 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.72% |
| Expected Yearly % | 6.55% | 32.54% |
| Kelly Criterion | 0.29% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11382224:BTCUSD | 11382224:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -0.12 | 0.00 | + |
| 2023 | 155.54 | -11.04 | -0.07 | - |
| 2024 | 121.00 | 46.46 | 0.38 | - |
| 2025 | 17.02 | -0.93 | -0.05 | - |
| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.02% | 31.76% |
| 6M | -3.06% | 12.25% |
| YTD | -0.93% | 17.02% |
| 1Y | 14.07% | 57.19% |
| 3Y (ann.) | 6.8% | 55.42% |
| 5Y (ann.) | 7.81% | 39.6% |
| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| Max Drawdown | -27.42% | -67.18% |
| Longest DD Days | 765.0 | 683.0 |
| Avg. Drawdown | -3.33% | -6.33% |
| Avg. Drawdown Days | 49.0 | 31.0 |
| Recovery Factor | 1.05 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-08-23 | -27.42 | 765 |
| 2025-02-25 | 2025-06-11 | -12.00 | 106 |
| 2024-12-19 | 2025-01-14 | -6.97 | 26 |
| 2022-05-31 | 2022-07-18 | -5.89 | 47 |
| 2022-04-03 | 2022-05-30 | -5.15 | 56 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2022-02-16 | 2022-03-25 | -3.72 | 37 |
| 2024-08-25 | 2024-09-26 | -2.54 | 32 |
| 2022-03-31 | 2022-04-01 | -2.11 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 9.72% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 12.06% | 43.77% |
| Worst Month | -9.11% | -37.12% |
| Best Year | 46.46% | 155.54% |
| Worst Year | -11.04% | -53.3% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.68% | -0.8% |
| Avg. Up Week | 3.17% | 7.13% |
| Avg. Down Week | -2.08% | -6.24% |
| Avg. Up Month | 3.59% | 16.97% |
| Avg. Down Month | -3.76% | -13.0% |
| Win Days % | 44.86% | 51.28% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 46.74% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |