| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 3.23% | 237.48% |
| Max Drawdown | -26.53% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.1 | 0.68 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 37.89 | 3.33 |
| Outlier Loss Ratio | 4.16 | 3.34 |
| Volatility (ann.) | 9.57% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.03 | 0.63 |
| Skew | 0.05 | 0.2 |
| Kurtosis | 51.45 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.87% |
| Expected Yearly % | 0.8% | 35.54% |
| Kelly Criterion | -2.4% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11374552:BTCUSD | 11374552:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 1.01 | -0.02 | + |
| 2023 | 155.54 | 29.10 | 0.19 | - |
| 2024 | 121.00 | -8.68 | -0.07 | - |
| 2025 | 30.14 | -13.31 | -0.44 | - |
| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -0.87% | 45.08% |
| 6M | -12.81% | 28.47% |
| YTD | -13.31% | 30.14% |
| 1Y | -13.41% | 105.13% |
| 3Y (ann.) | 2.02% | 81.7% |
| 5Y (ann.) | 0.92% | 42.08% |
| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| Max Drawdown | -26.53% | -67.18% |
| Longest DD Days | 566.0 | 683.0 |
| Avg. Drawdown | -5.76% | -5.84% |
| Avg. Drawdown Days | 92.0 | 29.0 |
| Recovery Factor | 0.12 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-25 | 2025-07-14 | -26.53 | 566 |
| 2022-04-21 | 2023-06-21 | -19.34 | 426 |
| 2022-03-02 | 2022-04-21 | -10.01 | 50 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-08-02 | 2023-08-29 | -2.73 | 27 |
| 2023-06-21 | 2023-08-01 | -0.62 | 41 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| 2022-02-05 | 2022-03-01 | -0.33 | 24 |
| 2023-12-02 | 2023-12-02 | -0.21 | 0 |
| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.65% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 12.65% | 43.77% |
| Worst Month | -11.14% | -37.12% |
| Best Year | 29.1% | 155.54% |
| Worst Year | -13.31% | -54.08% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.72% | 7.22% |
| Avg. Down Week | -3.07% | -3.12% |
| Avg. Up Month | 4.45% | 13.63% |
| Avg. Down Month | -4.76% | -12.92% |
| Win Days % | 47.68% | 51.31% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 45.05% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |