| Metric | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 34.77% | 222.44% |
| Max Drawdown | -27.09% | -67.18% |
| Sharpe | 0.26 | 0.45 |
| Sortino | 0.39 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 32.71 | 3.42 |
| Outlier Loss Ratio | 4.02 | 3.4 |
| Volatility (ann.) | 10.63% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.33 | 0.6 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 52.06 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.76% |
| Expected Yearly % | 7.75% | 34.0% |
| Kelly Criterion | 1.37% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11371178:BTCUSD | 11371178:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -17.08 | 0.30 | + |
| 2023 | 155.54 | 47.59 | 0.31 | - |
| 2024 | 121.00 | 34.83 | 0.29 | - |
| 2025 | 30.14 | -18.33 | -0.61 | - |
| Metric | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -2.43% | 45.08% |
| 6M | -16.61% | 28.47% |
| YTD | -18.33% | 30.14% |
| 1Y | 2.75% | 105.13% |
| 3Y (ann.) | 14.91% | 81.7% |
| 5Y (ann.) | 9.02% | 40.34% |
| Metric | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| Max Drawdown | -27.09% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.36% |
| Avg. Drawdown Days | 46.0 | 32.0 |
| Recovery Factor | 1.28 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-23 | -27.09 | 625 |
| 2025-01-07 | 2025-07-14 | -24.90 | 188 |
| 2024-03-05 | 2024-10-14 | -12.52 | 223 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-04 | -4.07 | 32 |
| 2023-11-21 | 2023-12-02 | -2.96 | 11 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-12-16 | 2025-01-03 | -1.32 | 17 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| Metric | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.42% | 35.75% |
| Worst Week | -13.13% | -29.64% |
| Best Month | 19.73% | 43.77% |
| Worst Month | -12.72% | -37.12% |
| Best Year | 47.59% | 155.54% |
| Worst Year | -18.33% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.6% | 7.41% |
| Avg. Down Week | -3.22% | -2.4% |
| Avg. Up Month | 5.49% | 13.57% |
| Avg. Down Month | -5.05% | -12.48% |
| Win Days % | 49.12% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 52.33% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |