| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 8.29% | 220.31% |
| Max Drawdown | -31.24% | -67.18% |
| Sharpe | 0.11 | 0.45 |
| Sortino | 0.16 | 0.66 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 34.48 | 3.38 |
| Outlier Loss Ratio | 3.98 | 3.4 |
| Volatility (ann.) | 10.28% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.07 | 0.6 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 54.25 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.74% |
| Expected Yearly % | 2.01% | 33.78% |
| Kelly Criterion | -1.22% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11371198:BTCUSD | 11371198:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -8.93 | 0.16 | + |
| 2023 | 155.54 | 23.34 | 0.15 | - |
| 2024 | 121.00 | 28.92 | 0.24 | - |
| 2025 | 30.14 | -25.22 | -0.84 | - |
| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -5.32% | 45.08% |
| 6M | -22.32% | 28.47% |
| YTD | -25.22% | 30.14% |
| 1Y | -4.1% | 105.13% |
| 3Y (ann.) | 6.52% | 81.7% |
| 5Y (ann.) | 2.33% | 40.11% |
| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| Max Drawdown | -31.24% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -4.0% | -6.34% |
| Avg. Drawdown Days | 48.0 | 32.0 |
| Recovery Factor | 0.27 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.24 | 188 |
| 2022-03-02 | 2023-12-04 | -25.41 | 642 |
| 2024-03-05 | 2024-10-18 | -17.23 | 227 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-01-31 | 2024-03-03 | -3.81 | 32 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-01-11 | 2024-01-28 | -1.80 | 16 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.42% | 35.75% |
| Worst Week | -12.99% | -29.64% |
| Best Month | 12.42% | 43.77% |
| Worst Month | -14.77% | -37.12% |
| Best Year | 28.92% | 155.54% |
| Worst Year | -25.22% | -56.42% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.56% | 8.3% |
| Avg. Down Week | -3.03% | -3.57% |
| Avg. Up Month | 4.92% | 16.79% |
| Avg. Down Month | -5.31% | -12.17% |
| Win Days % | 48.54% | 51.32% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 46.59% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |