| Metric | 11371916:btcusd:triple_med_gx:lsma85_20 | 11371916:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 27.61% | 237.48% |
| Max Drawdown | -21.53% | -67.18% |
| Sharpe | 0.23 | 0.47 |
| Sortino | 0.35 | 0.68 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 37.99 | 3.38 |
| Outlier Loss Ratio | 4.11 | 3.26 |
| Volatility (ann.) | 9.6% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.34 | 0.63 |
| Skew | 1.57 | 0.2 |
| Kurtosis | 58.42 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.87% |
| Expected Yearly % | 6.29% | 35.54% |
| Kelly Criterion | 1.29% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11371916:BTCUSD | 11371916:btcusd:triple_med_gx:lsma85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 8.03 | -0.15 | + |
| 2023 | 155.54 | 16.77 | 0.11 | - |
| 2024 | 121.00 | 8.18 | 0.07 | - |
| 2025 | 30.14 | -6.49 | -0.22 | - |
| Metric | 11371916:btcusd:triple_med_gx:lsma85_20 | 11371916:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -3.75% | 45.08% |
| 6M | -10.93% | 28.47% |
| YTD | -6.49% | 30.14% |
| 1Y | -1.03% | 105.13% |
| 3Y (ann.) | 3.03% | 81.7% |
| 5Y (ann.) | 7.3% | 42.08% |
| Metric | 11371916:btcusd:triple_med_gx:lsma85_20 | 11371916:BTCUSD |
|---|---|---|
| Max Drawdown | -21.53% | -67.18% |
| Longest DD Days | 627.0 | 683.0 |
| Avg. Drawdown | -4.89% | -5.84% |
| Avg. Drawdown Days | 80.0 | 29.0 |
| Recovery Factor | 1.28 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -21.53 | 469 |
| 2022-04-21 | 2024-01-08 | -21.37 | 627 |
| 2022-03-02 | 2022-04-20 | -6.48 | 49 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-27 | -3.13 | 18 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-01-30 | 2024-02-28 | -2.47 | 28 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11371916:btcusd:triple_med_gx:lsma85_20 | 11371916:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.0% | 35.75% |
| Worst Week | -6.59% | -29.64% |
| Best Month | 23.34% | 43.77% |
| Worst Month | -15.7% | -37.12% |
| Best Year | 16.77% | 155.54% |
| Worst Year | -6.49% | -54.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.89% | 8.25% |
| Avg. Down Week | -2.21% | -2.67% |
| Avg. Up Month | 5.57% | 15.81% |
| Avg. Down Month | -3.94% | -9.17% |
| Win Days % | 47.89% | 51.31% |
| Win Month % | 46.51% | 62.79% |
| Win Week % | 47.13% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |