| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 31.42% | 228.52% |
| Max Drawdown | -30.31% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.36 | 0.67 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 30.57 | 3.5 |
| Outlier Loss Ratio | 4.21 | 3.39 |
| Volatility (ann.) | 11.1% | 26.15% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.27 | 0.61 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 51.71 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.8% |
| Expected Yearly % | 7.07% | 34.63% |
| Kelly Criterion | -0.01% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11371126:BTCUSD | 11371126:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 4.61 | -0.08 | + |
| 2023 | 155.54 | 34.36 | 0.22 | - |
| 2024 | 121.00 | -12.44 | -0.10 | - |
| 2025 | 30.14 | 6.79 | 0.23 | - |
| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 2.9% | 45.08% |
| 6M | 2.71% | 28.47% |
| YTD | 6.79% | 30.14% |
| 1Y | 7.55% | 105.13% |
| 3Y (ann.) | 1.04% | 81.7% |
| 5Y (ann.) | 8.2% | 40.94% |
| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| Max Drawdown | -30.31% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.34% |
| Avg. Drawdown Days | 60.0 | 31.0 |
| Recovery Factor | 1.04 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -30.31 | 469 |
| 2022-06-08 | 2023-10-21 | -24.48 | 500 |
| 2023-12-03 | 2024-02-28 | -8.66 | 87 |
| 2022-05-16 | 2022-06-07 | -8.39 | 22 |
| 2022-03-02 | 2022-03-24 | -6.43 | 22 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-04-21 | 2022-05-15 | -4.68 | 24 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-11-10 | 2023-12-02 | -3.15 | 22 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 20.09% | 43.77% |
| Worst Month | -13.76% | -37.12% |
| Best Year | 34.36% | 155.54% |
| Worst Year | -12.44% | -55.3% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 3.73% | 7.68% |
| Avg. Down Week | -2.19% | -2.33% |
| Avg. Up Month | 6.1% | 14.86% |
| Avg. Down Month | -5.4% | -10.74% |
| Win Days % | 47.16% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 42.57% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |