| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 15.88% | 228.52% |
| Max Drawdown | -28.21% | -67.18% |
| Sharpe | 0.15 | 0.46 |
| Sortino | 0.23 | 0.67 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 33.74 | 3.44 |
| Outlier Loss Ratio | 4.24 | 3.35 |
| Volatility (ann.) | 10.39% | 26.15% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.15 | 0.61 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 50.21 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.8% |
| Expected Yearly % | 3.75% | 34.63% |
| Kelly Criterion | -0.74% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11372731:BTCUSD | 11372731:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 13.78 | -0.25 | + |
| 2023 | 155.54 | 18.93 | 0.12 | - |
| 2024 | 121.00 | -9.80 | -0.08 | - |
| 2025 | 30.14 | -5.06 | -0.17 | - |
| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.67% | 45.08% |
| 6M | -8.64% | 28.47% |
| YTD | -5.06% | 30.14% |
| 1Y | -0.58% | 105.13% |
| 3Y (ann.) | -3.86% | 81.7% |
| 5Y (ann.) | 4.34% | 40.94% |
| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| Max Drawdown | -28.21% | -67.18% |
| Longest DD Days | 616.0 | 683.0 |
| Avg. Drawdown | -4.61% | -6.34% |
| Avg. Drawdown Days | 58.0 | 31.0 |
| Recovery Factor | 0.56 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -28.21 | 469 |
| 2022-06-26 | 2024-03-03 | -24.57 | 616 |
| 2022-05-17 | 2022-06-07 | -5.81 | 21 |
| 2022-03-02 | 2022-03-22 | -5.68 | 20 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-04-21 | 2022-05-17 | -4.68 | 25 |
| 2022-06-08 | 2022-06-23 | -4.07 | 15 |
| 2022-02-05 | 2022-02-28 | -3.92 | 23 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.17% | -29.64% |
| Best Month | 18.94% | 43.77% |
| Worst Month | -14.95% | -37.12% |
| Best Year | 18.93% | 155.54% |
| Worst Year | -9.8% | -55.3% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.79% | 8.24% |
| Avg. Down Week | -2.4% | -2.52% |
| Avg. Up Month | 6.41% | 15.99% |
| Avg. Down Month | -4.57% | -8.71% |
| Win Days % | 47.08% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 40.43% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |