| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 1.5% | 228.52% |
| Max Drawdown | -38.24% | -67.18% |
| Sharpe | 0.06 | 0.46 |
| Sortino | 0.08 | 0.67 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 36.95 | 3.35 |
| Outlier Loss Ratio | 4.28 | 3.28 |
| Volatility (ann.) | 9.49% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.01 | 0.61 |
| Skew | 0.55 | 0.2 |
| Kurtosis | 48.87 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.8% |
| Expected Yearly % | 0.37% | 34.63% |
| Kelly Criterion | -1.97% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11374538:BTCUSD | 11374538:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 19.35 | -0.35 | + |
| 2023 | 155.54 | 26.31 | 0.17 | - |
| 2024 | 121.00 | -25.29 | -0.21 | - |
| 2025 | 30.14 | -9.88 | -0.33 | - |
| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -1.88% | 45.08% |
| 6M | -13.27% | 28.47% |
| YTD | -9.88% | 30.14% |
| 1Y | -14.2% | 105.13% |
| 3Y (ann.) | -7.07% | 81.7% |
| 5Y (ann.) | 0.43% | 40.94% |
| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| Max Drawdown | -38.24% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.8% | -6.34% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 0.04 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -38.24 | 469 |
| 2022-06-26 | 2023-06-21 | -15.15 | 359 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2023-12-03 | 2024-03-04 | -8.40 | 92 |
| 2022-03-02 | 2022-03-24 | -6.44 | 22 |
| 2022-04-21 | 2022-06-06 | -5.96 | 45 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-08-02 | 2023-08-29 | -3.31 | 27 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.05% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 13.05% | 43.77% |
| Worst Month | -15.84% | -37.12% |
| Best Year | 26.31% | 155.54% |
| Worst Year | -25.29% | -55.3% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.41% | 6.88% |
| Avg. Down Week | -2.6% | -2.4% |
| Avg. Up Month | 5.5% | 12.02% |
| Avg. Down Month | -5.0% | -9.89% |
| Win Days % | 46.77% | 51.3% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 42.39% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |