| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 6.25% | 243.19% |
| Max Drawdown | -23.93% | -67.18% |
| Sharpe | 0.09 | 0.47 |
| Sortino | 0.14 | 0.68 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.04 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 40.5 | 3.28 |
| Outlier Loss Ratio | 4.49 | 3.24 |
| Volatility (ann.) | 9.16% | 26.17% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.07 | 0.64 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 58.01 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.91% |
| Expected Yearly % | 1.53% | 36.11% |
| Kelly Criterion | -1.66% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11376095:BTCUSD | 11376095:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 14.59 | -0.27 | + |
| 2023 | 155.54 | -4.19 | -0.03 | - |
| 2024 | 121.00 | 3.71 | 0.03 | - |
| 2025 | 30.14 | -6.68 | -0.22 | - |
| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| MTD | 0.02% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -2.52% | 28.47% |
| YTD | -6.68% | 30.14% |
| 1Y | -12.85% | 105.13% |
| 3Y (ann.) | 0.13% | 81.7% |
| 5Y (ann.) | 1.76% | 42.69% |
| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| Max Drawdown | -23.93% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.11% | -6.09% |
| Avg. Drawdown Days | 72.0 | 30.0 |
| Recovery Factor | 0.26 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -23.93 | 469 |
| 2022-06-03 | 2022-11-30 | -14.32 | 180 |
| 2022-12-05 | 2024-02-07 | -13.03 | 429 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-25 | 2022-04-26 | -4.00 | 32 |
| 2022-02-05 | 2022-03-22 | -3.27 | 45 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 13.14% | 43.77% |
| Worst Month | -13.78% | -37.12% |
| Best Year | 14.59% | 155.54% |
| Worst Year | -6.68% | -53.3% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.67% | -0.75% |
| Avg. Up Week | 2.61% | 5.34% |
| Avg. Down Week | -2.18% | -3.99% |
| Avg. Up Month | 4.17% | 16.21% |
| Avg. Down Month | -4.54% | -11.24% |
| Win Days % | 45.35% | 51.3% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 44.44% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |