| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 114.24% | 182.99% |
| Max Drawdown | -44.37% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.66 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 16.66 | 3.95 |
| Outlier Loss Ratio | 4.31 | 4.0 |
| Volatility (ann.) | 16.03% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.57 | 0.54 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 26.56 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.88% | 2.57% |
| Expected Yearly % | 20.98% | 29.7% |
| Kelly Criterion | 4.05% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11400713:BTCUSD | 11400713:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -30.01 | 0.53 | + |
| 2023 | 155.54 | 59.41 | 0.38 | - |
| 2024 | 121.00 | 66.87 | 0.55 | - |
| 2025 | 16.76 | 15.08 | 0.90 | - |
| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.21% | 31.46% |
| 6M | 22.13% | 12.77% |
| YTD | 15.08% | 16.76% |
| 1Y | 56.29% | 56.84% |
| 3Y (ann.) | 32.68% | 55.31% |
| 5Y (ann.) | 25.49% | 36.34% |
| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| Max Drawdown | -44.37% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.3% | -6.9% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 2.57 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -44.37 | 476 |
| 2024-06-10 | 2024-09-10 | -17.16 | 92 |
| 2025-03-06 | 2025-06-01 | -15.46 | 87 |
| 2023-07-14 | 2024-01-02 | -13.88 | 172 |
| 2025-01-07 | 2025-03-06 | -12.02 | 58 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-09-17 | 2024-10-14 | -8.76 | 26 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-04-23 | 2024-05-16 | -7.23 | 23 |
| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 27.25% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 19.68% | 43.77% |
| Worst Month | -19.7% | -37.12% |
| Best Year | 66.87% | 155.54% |
| Worst Year | -30.01% | -57.08% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.67% | 5.8% |
| Avg. Down Week | -2.97% | -4.88% |
| Avg. Up Month | 8.19% | 14.4% |
| Avg. Down Month | -6.01% | -12.8% |
| Win Days % | 50.43% | 51.31% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 50.91% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |