| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 49.16% | 237.48% |
| Max Drawdown | -26.35% | -67.18% |
| Sharpe | 0.32 | 0.47 |
| Sortino | 0.47 | 0.68 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 30.06 | 3.53 |
| Outlier Loss Ratio | 4.14 | 3.42 |
| Volatility (ann.) | 11.1% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.46 | 0.63 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 46.74 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.87% |
| Expected Yearly % | 10.51% | 35.54% |
| Kelly Criterion | 2.03% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11370421:BTCUSD | 11370421:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -4.23 | 0.08 | + |
| 2023 | 155.54 | 56.41 | 0.36 | - |
| 2024 | 121.00 | 9.67 | 0.08 | - |
| 2025 | 30.14 | -9.20 | -0.31 | - |
| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| MTD | 0.91% | 13.36% |
| 3M | -1.01% | 45.08% |
| 6M | -9.88% | 28.47% |
| YTD | -9.2% | 30.14% |
| 1Y | -0.53% | 105.13% |
| 3Y (ann.) | 15.53% | 81.7% |
| 5Y (ann.) | 12.24% | 42.08% |
| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| Max Drawdown | -26.35% | -67.18% |
| Longest DD Days | 327.0 | 683.0 |
| Avg. Drawdown | -4.97% | -5.84% |
| Avg. Drawdown Days | 41.0 | 29.0 |
| Recovery Factor | 1.87 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-14 | -26.35 | 327 |
| 2025-01-07 | 2025-07-14 | -24.19 | 188 |
| 2024-04-01 | 2025-01-06 | -17.76 | 280 |
| 2024-01-06 | 2024-02-28 | -9.87 | 53 |
| 2022-03-02 | 2022-04-19 | -9.28 | 48 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2023-04-30 | 2023-06-20 | -7.51 | 51 |
| 2023-06-21 | 2023-08-29 | -6.34 | 68 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-03-14 | 2023-04-27 | -3.66 | 43 |
| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.17% | 35.75% |
| Worst Week | -13.7% | -29.64% |
| Best Month | 13.81% | 43.77% |
| Worst Month | -14.34% | -37.12% |
| Best Year | 56.41% | 155.54% |
| Worst Year | -9.2% | -54.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.27% | 7.86% |
| Avg. Down Week | -2.73% | -2.8% |
| Avg. Up Month | 6.1% | 15.15% |
| Avg. Down Month | -4.77% | -11.74% |
| Win Days % | 49.08% | 51.31% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 49.0% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |