| Metric | 11371920:btcusd:triple_med_gx:lsma95_20 | 11371920:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 64.01% | 237.48% |
| Max Drawdown | -20.57% | -67.18% |
| Sharpe | 0.39 | 0.47 |
| Sortino | 0.59 | 0.68 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 31.88 | 3.43 |
| Outlier Loss Ratio | 4.14 | 3.35 |
| Volatility (ann.) | 10.49% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.75 | 0.63 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 47.85 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.87% |
| Expected Yearly % | 13.17% | 35.54% |
| Kelly Criterion | 3.67% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11371920:BTCUSD | 11371920:btcusd:triple_med_gx:lsma95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 15.10 | -0.28 | + |
| 2023 | 155.54 | 33.25 | 0.21 | - |
| 2024 | 121.00 | 13.04 | 0.11 | - |
| 2025 | 30.14 | -5.40 | -0.18 | - |
| Metric | 11371920:btcusd:triple_med_gx:lsma95_20 | 11371920:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | 0.11% | 45.08% |
| 6M | -4.86% | 28.47% |
| YTD | -5.4% | 30.14% |
| 1Y | 2.22% | 105.13% |
| 3Y (ann.) | 11.13% | 81.7% |
| 5Y (ann.) | 15.36% | 42.08% |
| Metric | 11371920:btcusd:triple_med_gx:lsma95_20 | 11371920:BTCUSD |
|---|---|---|
| Max Drawdown | -20.57% | -67.18% |
| Longest DD Days | 495.0 | 683.0 |
| Avg. Drawdown | -4.6% | -5.84% |
| Avg. Drawdown Days | 47.0 | 29.0 |
| Recovery Factor | 3.11 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-08-29 | -20.57 | 495 |
| 2025-02-14 | 2025-07-14 | -16.52 | 149 |
| 2024-04-01 | 2024-10-16 | -15.97 | 198 |
| 2023-12-23 | 2024-02-28 | -10.11 | 67 |
| 2022-03-02 | 2022-04-19 | -9.28 | 48 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2025-01-07 | 2025-02-14 | -6.01 | 38 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-12-09 | 2025-01-03 | -4.19 | 25 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11371920:btcusd:triple_med_gx:lsma95_20 | 11371920:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.16% | 35.75% |
| Worst Week | -9.99% | -29.64% |
| Best Month | 23.38% | 43.77% |
| Worst Month | -13.71% | -37.12% |
| Best Year | 33.25% | 155.54% |
| Worst Year | -5.4% | -54.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.59% | 7.67% |
| Avg. Down Week | -2.41% | -3.15% |
| Avg. Up Month | 5.34% | 14.39% |
| Avg. Down Month | -3.99% | -12.22% |
| Win Days % | 49.34% | 51.31% |
| Win Month % | 60.47% | 62.79% |
| Win Week % | 51.04% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |