| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 49.88% | 233.23% |
| Max Drawdown | -30.67% | -67.18% |
| Sharpe | 0.33 | 0.46 |
| Sortino | 0.49 | 0.67 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 32.31 | 3.53 |
| Outlier Loss Ratio | 4.04 | 3.37 |
| Volatility (ann.) | 10.78% | 26.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.4 | 0.62 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 49.99 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.84% |
| Expected Yearly % | 10.65% | 35.11% |
| Kelly Criterion | 2.68% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11371159:BTCUSD | 11371159:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -19.11 | 0.35 | + |
| 2023 | 155.54 | 58.62 | 0.38 | - |
| 2024 | 121.00 | 34.62 | 0.29 | - |
| 2025 | 30.14 | -13.24 | -0.44 | - |
| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | 0.99% | 45.08% |
| 6M | -11.51% | 28.47% |
| YTD | -13.24% | 30.14% |
| 1Y | 1.19% | 105.13% |
| 3Y (ann.) | 20.75% | 81.7% |
| 5Y (ann.) | 12.41% | 41.6% |
| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| Max Drawdown | -30.67% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.05% |
| Avg. Drawdown Days | 43.0 | 31.0 |
| Recovery Factor | 1.63 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-21 | -30.67 | 622 |
| 2025-01-07 | 2025-07-14 | -24.24 | 188 |
| 2024-01-09 | 2024-02-28 | -10.41 | 50 |
| 2024-03-05 | 2024-07-10 | -9.69 | 127 |
| 2024-07-10 | 2024-09-13 | -7.69 | 65 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-25 | 2023-12-01 | -2.22 | 6 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.78% | 35.75% |
| Worst Week | -13.61% | -29.64% |
| Best Month | 20.4% | 43.77% |
| Worst Month | -10.91% | -37.12% |
| Best Year | 58.62% | 155.54% |
| Worst Year | -19.11% | -54.66% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.82% | 8.08% |
| Avg. Down Week | -2.89% | -2.58% |
| Avg. Up Month | 5.67% | 13.84% |
| Avg. Down Month | -4.39% | -12.89% |
| Win Days % | 49.1% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 53.41% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |