| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 31.83% | 208.61% |
| Max Drawdown | -26.05% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.34 | 0.65 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 26.79 | 3.69 |
| Outlier Loss Ratio | 4.57 | 3.74 |
| Volatility (ann.) | 12.75% | 26.38% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.33 | 0.59 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 41.32 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.72% |
| Expected Yearly % | 7.15% | 32.54% |
| Kelly Criterion | -2.16% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.24% |
| Expected Shortfall (cVaR) | -1.09% | -2.24% |
| Year | 11388454:BTCUSD | 11388454:btcusd:triple_med_gx:lsma25_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -4.46 | 0.08 | + |
| 2023 | 155.54 | -3.89 | -0.03 | - |
| 2024 | 121.00 | 30.44 | 0.25 | - |
| 2025 | 17.02 | 10.07 | 0.59 | - |
| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| MTD | -3.29% | 4.4% |
| 3M | 1.35% | 31.76% |
| 6M | 8.31% | 12.25% |
| YTD | 10.07% | 17.02% |
| 1Y | 22.47% | 57.19% |
| 3Y (ann.) | 9.75% | 55.42% |
| 5Y (ann.) | 8.52% | 39.6% |
| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| Max Drawdown | -26.05% | -67.18% |
| Longest DD Days | 938.0 | 683.0 |
| Avg. Drawdown | -3.83% | -6.33% |
| Avg. Drawdown Days | 57.0 | 31.0 |
| Recovery Factor | 1.22 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-10-29 | -26.05 | 938 |
| 2022-02-16 | 2022-03-09 | -18.26 | 21 |
| 2024-11-30 | 2025-03-02 | -8.15 | 92 |
| 2025-03-03 | 2025-05-08 | -7.27 | 66 |
| 2025-05-27 | 2025-06-11 | -5.98 | 14 |
| 2022-03-14 | 2022-03-16 | -2.73 | 1 |
| 2022-03-17 | 2022-04-04 | -2.58 | 18 |
| 2025-05-09 | 2025-05-19 | -1.49 | 10 |
| 2022-01-26 | 2022-02-15 | -1.08 | 20 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -9.77% | -29.64% |
| Best Month | 14.56% | 43.77% |
| Worst Month | -10.74% | -37.12% |
| Best Year | 30.44% | 155.54% |
| Worst Year | -4.46% | -53.3% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.76% | 7.0% |
| Avg. Down Week | -2.74% | -4.86% |
| Avg. Up Month | 5.77% | 15.06% |
| Avg. Down Month | -5.11% | -10.29% |
| Win Days % | 45.02% | 51.28% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 47.15% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |