| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 38.19% | 237.48% |
| Max Drawdown | -19.15% | -67.18% |
| Sharpe | 0.28 | 0.47 |
| Sortino | 0.41 | 0.68 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 33.68 | 3.43 |
| Outlier Loss Ratio | 4.12 | 3.35 |
| Volatility (ann.) | 10.26% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.51 | 0.63 |
| Skew | 0.22 | 0.2 |
| Kurtosis | 44.43 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.87% |
| Expected Yearly % | 8.42% | 35.54% |
| Kelly Criterion | 1.45% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11372749:BTCUSD | 11372749:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 6.53 | -0.12 | + |
| 2023 | 155.54 | 30.53 | 0.20 | - |
| 2024 | 121.00 | 11.30 | 0.09 | - |
| 2025 | 30.14 | -10.71 | -0.36 | - |
| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -2.59% | 45.08% |
| 6M | -10.2% | 28.47% |
| YTD | -10.71% | 30.14% |
| 1Y | -2.85% | 105.13% |
| 3Y (ann.) | 7.35% | 81.7% |
| 5Y (ann.) | 9.79% | 42.08% |
| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -67.18% |
| Longest DD Days | 480.0 | 683.0 |
| Avg. Drawdown | -4.34% | -5.84% |
| Avg. Drawdown Days | 45.0 | 29.0 |
| Recovery Factor | 1.99 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-10-20 | -19.15 | 480 |
| 2025-02-14 | 2025-07-14 | -18.91 | 149 |
| 2024-04-01 | 2025-01-06 | -15.73 | 280 |
| 2022-04-21 | 2022-06-26 | -10.06 | 65 |
| 2024-01-11 | 2024-02-28 | -9.49 | 48 |
| 2022-03-02 | 2022-04-19 | -9.28 | 48 |
| 2025-01-07 | 2025-02-12 | -6.01 | 36 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.16% | 35.75% |
| Worst Week | -9.17% | -29.64% |
| Best Month | 15.11% | 43.77% |
| Worst Month | -10.95% | -37.12% |
| Best Year | 30.53% | 155.54% |
| Worst Year | -10.71% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 4.09% | 8.18% |
| Avg. Down Week | -2.41% | -2.91% |
| Avg. Up Month | 5.61% | 16.31% |
| Avg. Down Month | -3.58% | -9.44% |
| Win Days % | 48.68% | 51.31% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 43.62% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |