| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 23.92% | 182.99% |
| Max Drawdown | -15.01% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.44 | 0.62 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 72.26 | 3.11 |
| Outlier Loss Ratio | 4.23 | 2.95 |
| Volatility (ann.) | 6.35% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.44 | 0.54 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 72.56 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.57% |
| Expected Yearly % | 5.51% | 29.7% |
| Kelly Criterion | 2.32% | 8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11399828:BTCUSD | 11399828:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 13.77 | -0.24 | + |
| 2023 | 155.54 | -7.55 | -0.05 | - |
| 2024 | 121.00 | 17.05 | 0.14 | - |
| 2025 | 16.76 | 0.65 | 0.04 | - |
| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| MTD | -0.36% | 4.16% |
| 3M | -0.58% | 31.46% |
| 6M | 6.16% | 12.77% |
| YTD | 0.65% | 16.76% |
| 1Y | 14.28% | 56.84% |
| 3Y (ann.) | 3.85% | 55.31% |
| 5Y (ann.) | 6.6% | 36.34% |
| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| Max Drawdown | -15.01% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -2.78% | -6.9% |
| Avg. Drawdown Days | 65.0 | 35.0 |
| Recovery Factor | 1.59 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2024-12-16 | -15.01 | 642 |
| 2022-11-20 | 2023-03-14 | -7.21 | 114 |
| 2022-04-21 | 2022-06-23 | -5.49 | 63 |
| 2025-02-14 | 2025-06-11 | -4.73 | 116 |
| 2022-08-31 | 2022-10-25 | -4.28 | 55 |
| 2022-06-25 | 2022-08-13 | -4.03 | 49 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-08-13 | 2022-08-31 | -1.14 | 17 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 7.25% | 35.75% |
| Worst Week | -5.43% | -29.64% |
| Best Month | 5.79% | 43.77% |
| Worst Month | -5.8% | -37.12% |
| Best Year | 17.05% | 155.54% |
| Worst Year | -7.55% | -57.08% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 2.38% | 7.37% |
| Avg. Down Week | -1.39% | -2.84% |
| Avg. Up Month | 2.42% | 13.64% |
| Avg. Down Month | -2.46% | -7.99% |
| Win Days % | 47.5% | 51.31% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 44.07% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |