| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 43.98% | 222.44% |
| Max Drawdown | -21.27% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.47 | 0.66 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.44 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 33.95 | 3.45 |
| Outlier Loss Ratio | 4.02 | 3.36 |
| Volatility (ann.) | 10.16% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.52 | 0.6 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 42.22 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.76% |
| Expected Yearly % | 9.54% | 34.0% |
| Kelly Criterion | 2.45% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11371955:BTCUSD | 11371955:btcusd:triple_med_gx:lsma95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.48 | -0.01 | + |
| 2023 | 155.54 | 25.83 | 0.17 | - |
| 2024 | 121.00 | 33.12 | 0.27 | - |
| 2025 | 30.14 | -14.46 | -0.48 | - |
| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -12.47% | 28.47% |
| YTD | -14.46% | 30.14% |
| 1Y | 6.24% | 105.13% |
| 3Y (ann.) | 15.38% | 81.7% |
| 5Y (ann.) | 11.13% | 40.34% |
| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| Max Drawdown | -21.27% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -3.38% | -6.36% |
| Avg. Drawdown Days | 48.0 | 32.0 |
| Recovery Factor | 2.07 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -21.27 | 188 |
| 2022-03-02 | 2023-10-23 | -19.89 | 600 |
| 2024-03-05 | 2024-10-14 | -12.97 | 223 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-04 | -4.07 | 32 |
| 2024-10-16 | 2024-11-08 | -2.27 | 23 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2023-11-25 | 2023-12-02 | -1.87 | 7 |
| 2024-12-16 | 2025-01-04 | -1.54 | 19 |
| 2023-12-22 | 2024-01-08 | -1.38 | 16 |
| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 12.91% | 35.75% |
| Worst Week | -10.26% | -29.64% |
| Best Month | 19.48% | 43.77% |
| Worst Month | -10.87% | -37.12% |
| Best Year | 33.12% | 155.54% |
| Worst Year | -14.46% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.47% | 7.45% |
| Avg. Down Week | -3.1% | -2.65% |
| Avg. Up Month | 5.2% | 13.57% |
| Avg. Down Month | -4.37% | -12.48% |
| Win Days % | 49.6% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 52.33% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |