| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -9.96% | 243.19% |
| Max Drawdown | -38.05% | -67.18% |
| Sharpe | -0.03 | 0.47 |
| Sortino | -0.05 | 0.68 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 40.95 | 3.25 |
| Outlier Loss Ratio | 4.37 | 3.32 |
| Volatility (ann.) | 9.35% | 26.17% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.08 | 0.64 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 62.39 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.24% | 2.91% |
| Expected Yearly % | -2.59% | 36.11% |
| Kelly Criterion | -4.63% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11376206:BTCUSD | 11376206:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 16.63 | -0.31 | + |
| 2023 | 155.54 | 6.99 | 0.04 | - |
| 2024 | 121.00 | -21.05 | -0.17 | - |
| 2025 | 30.14 | -8.61 | -0.29 | - |
| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | 4.14% | 45.08% |
| 6M | -9.14% | 28.47% |
| YTD | -8.61% | 30.14% |
| 1Y | -14.03% | 105.13% |
| 3Y (ann.) | -4.5% | 81.7% |
| 5Y (ann.) | -2.98% | 42.69% |
| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| Max Drawdown | -38.05% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.09% |
| Avg. Drawdown Days | 52.0 | 30.0 |
| Recovery Factor | -0.26 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-30 | 2025-07-14 | -38.05 | 622 |
| 2022-06-05 | 2022-10-03 | -11.84 | 120 |
| 2023-01-21 | 2023-08-29 | -11.01 | 219 |
| 2022-04-26 | 2022-05-30 | -6.20 | 33 |
| 2022-02-05 | 2022-04-01 | -6.00 | 55 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2022-10-09 | 2022-11-23 | -4.31 | 44 |
| 2023-09-20 | 2023-10-23 | -3.31 | 33 |
| 2022-11-24 | 2023-01-20 | -2.81 | 57 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.88% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 8.8% | 43.77% |
| Worst Month | -11.9% | -37.12% |
| Best Year | 16.63% | 155.54% |
| Worst Year | -21.05% | -53.3% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 2.79% | 5.38% |
| Avg. Down Week | -2.4% | -3.81% |
| Avg. Up Month | 3.35% | 18.21% |
| Avg. Down Month | -4.13% | -11.69% |
| Win Days % | 45.55% | 51.3% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 43.93% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |