| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 10.75% | 237.48% |
| Max Drawdown | -24.89% | -67.18% |
| Sharpe | 0.13 | 0.47 |
| Sortino | 0.18 | 0.68 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 38.76 | 3.34 |
| Outlier Loss Ratio | 4.08 | 3.26 |
| Volatility (ann.) | 9.49% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.12 | 0.63 |
| Skew | 0.16 | 0.2 |
| Kurtosis | 53.22 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.87% |
| Expected Yearly % | 2.59% | 35.54% |
| Kelly Criterion | -0.98% | 4.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11375532:BTCUSD | 11375532:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 1.60 | -0.03 | + |
| 2023 | 155.54 | 33.32 | 0.21 | - |
| 2024 | 121.00 | -6.23 | -0.05 | - |
| 2025 | 30.14 | -12.81 | -0.43 | - |
| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -2.04% | 45.08% |
| 6M | -10.99% | 28.47% |
| YTD | -12.81% | 30.14% |
| 1Y | -5.3% | 105.13% |
| 3Y (ann.) | 3.13% | 81.7% |
| 5Y (ann.) | 2.99% | 42.08% |
| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| Max Drawdown | -24.89% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.4% | -5.84% |
| Avg. Drawdown Days | 68.0 | 29.0 |
| Recovery Factor | 0.43 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -24.89 | 469 |
| 2022-03-02 | 2023-06-21 | -16.97 | 476 |
| 2024-01-06 | 2024-03-04 | -9.92 | 58 |
| 2023-08-29 | 2023-10-21 | -8.76 | 52 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-06-21 | 2023-08-29 | -4.05 | 68 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| 2022-02-05 | 2022-03-01 | -0.33 | 24 |
| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.81% | 35.75% |
| Worst Week | -9.24% | -29.64% |
| Best Month | 15.17% | 43.77% |
| Worst Month | -15.53% | -37.12% |
| Best Year | 33.32% | 155.54% |
| Worst Year | -12.81% | -54.08% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.57% | 7.08% |
| Avg. Down Week | -2.89% | -3.0% |
| Avg. Up Month | 5.65% | 14.3% |
| Avg. Down Month | -4.62% | -12.52% |
| Win Days % | 47.83% | 51.31% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 44.94% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |