| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.31% | 228.52% |
| Max Drawdown | -26.07% | -67.18% |
| Sharpe | 0.2 | 0.46 |
| Sortino | 0.3 | 0.67 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 35.5 | 3.41 |
| Outlier Loss Ratio | 4.36 | 3.27 |
| Volatility (ann.) | 9.8% | 26.15% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.24 | 0.61 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 54.6 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.8% |
| Expected Yearly % | 5.38% | 34.63% |
| Kelly Criterion | -0.02% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11373609:BTCUSD | 11373609:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 19.24 | -0.35 | + |
| 2023 | 155.54 | 23.71 | 0.15 | - |
| 2024 | 121.00 | -15.33 | -0.13 | - |
| 2025 | 30.14 | -1.28 | -0.04 | - |
| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.14% | 45.08% |
| 6M | -4.77% | 28.47% |
| YTD | -1.28% | 30.14% |
| 1Y | 0.72% | 105.13% |
| 3Y (ann.) | -1.48% | 81.7% |
| 5Y (ann.) | 6.23% | 40.94% |
| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| Max Drawdown | -26.07% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.14% | -6.34% |
| Avg. Drawdown Days | 48.0 | 31.0 |
| Recovery Factor | 0.89 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -26.07 | 469 |
| 2022-06-26 | 2023-08-29 | -20.17 | 429 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2023-12-03 | 2024-03-04 | -8.03 | 92 |
| 2022-03-02 | 2022-03-22 | -6.02 | 20 |
| 2022-05-17 | 2022-06-23 | -5.81 | 37 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-04-21 | 2022-05-17 | -4.68 | 25 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.78% | -29.64% |
| Best Month | 22.53% | 43.77% |
| Worst Month | -12.41% | -37.12% |
| Best Year | 23.71% | 155.54% |
| Worst Year | -15.33% | -55.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.09% | 7.22% |
| Avg. Down Week | -2.13% | -2.32% |
| Avg. Up Month | 5.86% | 15.49% |
| Avg. Down Month | -3.39% | -11.32% |
| Win Days % | 46.84% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 43.62% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |