| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 36.16% | 233.23% |
| Max Drawdown | -22.48% | -67.18% |
| Sharpe | 0.27 | 0.46 |
| Sortino | 0.41 | 0.67 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 35.07 | 3.43 |
| Outlier Loss Ratio | 4.1 | 3.34 |
| Volatility (ann.) | 10.04% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.42 | 0.62 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 44.95 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.84% |
| Expected Yearly % | 8.02% | 35.11% |
| Kelly Criterion | 1.7% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11372765:BTCUSD | 11372765:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -2.55 | 0.05 | + |
| 2023 | 155.54 | 41.57 | 0.27 | - |
| 2024 | 121.00 | 16.73 | 0.14 | - |
| 2025 | 30.14 | -15.45 | -0.51 | - |
| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -3.7% | 45.08% |
| 6M | -13.52% | 28.47% |
| YTD | -15.45% | 30.14% |
| 1Y | -8.5% | 105.13% |
| 3Y (ann.) | 13.39% | 81.7% |
| 5Y (ann.) | 9.33% | 41.6% |
| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| Max Drawdown | -22.48% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.05% |
| Avg. Drawdown Days | 49.0 | 31.0 |
| Recovery Factor | 1.61 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -22.48 | 188 |
| 2022-03-02 | 2023-08-29 | -19.94 | 545 |
| 2024-03-05 | 2024-09-13 | -10.49 | 192 |
| 2024-01-08 | 2024-02-28 | -10.46 | 51 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-12-09 | 2025-01-06 | -4.86 | 28 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 14.28% | 35.75% |
| Worst Week | -10.28% | -29.64% |
| Best Month | 21.24% | 43.77% |
| Worst Month | -8.05% | -37.12% |
| Best Year | 41.57% | 155.54% |
| Worst Year | -15.45% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.77% | 8.11% |
| Avg. Down Week | -3.21% | -2.97% |
| Avg. Up Month | 5.92% | 17.35% |
| Avg. Down Month | -3.24% | -12.06% |
| Win Days % | 48.63% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 52.33% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |