| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -12.13% | 243.19% |
| Max Drawdown | -29.67% | -67.18% |
| Sharpe | -0.05 | 0.47 |
| Sortino | -0.07 | 0.68 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 0.98 | 1.08 |
| Common Sense Ratio | 0.97 | 1.08 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.98 | 1.0 |
| Outlier Win Ratio | 37.33 | 3.34 |
| Outlier Loss Ratio | 4.38 | 3.31 |
| Volatility (ann.) | 9.82% | 26.17% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.12 | 0.64 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 49.31 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.3% | 2.91% |
| Expected Yearly % | -3.18% | 36.11% |
| Kelly Criterion | -3.62% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11375116:BTCUSD | 11375116:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -4.75 | 0.09 | + |
| 2023 | 155.54 | -3.23 | -0.02 | - |
| 2024 | 121.00 | 2.61 | 0.02 | - |
| 2025 | 30.14 | -7.09 | -0.24 | - |
| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 3.38% | 45.08% |
| 6M | -2.48% | 28.47% |
| YTD | -7.09% | 30.14% |
| 1Y | -9.06% | 105.13% |
| 3Y (ann.) | -0.57% | 81.7% |
| 5Y (ann.) | -3.66% | 42.69% |
| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| Max Drawdown | -29.67% | -67.18% |
| Longest DD Days | 752.0 | 683.0 |
| Avg. Drawdown | -7.92% | -6.09% |
| Avg. Drawdown Days | 139.0 | 30.0 |
| Recovery Factor | -0.41 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -29.67 | 469 |
| 2022-02-10 | 2024-03-04 | -26.95 | 752 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-03-10 | 2024-03-31 | -1.97 | 21 |
| 2022-02-05 | 2022-02-10 | -0.47 | 5 |
| 2024-03-08 | 2024-03-09 | -0.26 | 1 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 11.39% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 13.07% | 43.77% |
| Worst Month | -15.05% | -37.12% |
| Best Year | 2.61% | 155.54% |
| Worst Year | -7.09% | -53.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 2.46% | 5.99% |
| Avg. Down Week | -2.47% | -3.91% |
| Avg. Up Month | 4.39% | 17.32% |
| Avg. Down Month | -6.09% | -10.13% |
| Win Days % | 44.61% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 45.54% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |