| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 36.13% | 228.52% |
| Max Drawdown | -25.68% | -67.18% |
| Sharpe | 0.26 | 0.46 |
| Sortino | 0.4 | 0.67 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 31.89 | 3.43 |
| Outlier Loss Ratio | 4.28 | 3.35 |
| Volatility (ann.) | 10.56% | 26.15% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.36 | 0.61 |
| Skew | 1.93 | 0.2 |
| Kurtosis | 56.28 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.8% |
| Expected Yearly % | 8.02% | 34.63% |
| Kelly Criterion | 0.84% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11371903:BTCUSD | 11371903:btcusd:triple_med_gx:lsma95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 5.48 | -0.10 | + |
| 2023 | 155.54 | 35.11 | 0.23 | - |
| 2024 | 121.00 | -2.75 | -0.02 | - |
| 2025 | 30.14 | -1.77 | -0.06 | - |
| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 0.22% | 45.08% |
| 6M | -5.48% | 28.47% |
| YTD | -1.77% | 30.14% |
| 1Y | 3.01% | 105.13% |
| 3Y (ann.) | 2.29% | 81.7% |
| 5Y (ann.) | 9.31% | 40.94% |
| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| Max Drawdown | -25.68% | -67.18% |
| Longest DD Days | 482.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.34% |
| Avg. Drawdown Days | 48.0 | 31.0 |
| Recovery Factor | 1.41 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-10-21 | -25.68 | 482 |
| 2024-04-01 | 2025-07-14 | -22.54 | 469 |
| 2024-01-11 | 2024-02-28 | -7.70 | 48 |
| 2022-03-02 | 2022-03-24 | -6.33 | 22 |
| 2022-04-21 | 2022-06-07 | -5.86 | 47 |
| 2022-06-08 | 2022-06-24 | -5.65 | 16 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-05 | 2022-02-28 | -5.18 | 23 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -7.19% | -29.64% |
| Best Month | 17.37% | 43.77% |
| Worst Month | -12.82% | -37.12% |
| Best Year | 35.11% | 155.54% |
| Worst Year | -2.75% | -55.3% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.34% | 7.49% |
| Avg. Down Week | -1.91% | -2.38% |
| Avg. Up Month | 5.59% | 15.68% |
| Avg. Down Month | -4.13% | -11.06% |
| Win Days % | 47.58% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 45.0% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |