| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 19.0% | 243.19% |
| Max Drawdown | -30.27% | -67.18% |
| Sharpe | 0.18 | 0.47 |
| Sortino | 0.26 | 0.68 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 38.37 | 3.28 |
| Outlier Loss Ratio | 4.42 | 3.31 |
| Volatility (ann.) | 9.5% | 26.17% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.17 | 0.64 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 58.07 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.91% |
| Expected Yearly % | 4.44% | 36.11% |
| Kelly Criterion | -0.64% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11376262:BTCUSD | 11376262:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 28.19 | -0.53 | + |
| 2023 | 155.54 | 12.30 | 0.08 | - |
| 2024 | 121.00 | -12.38 | -0.10 | - |
| 2025 | 30.14 | -5.66 | -0.19 | - |
| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| MTD | 0.95% | 13.36% |
| 3M | 6.67% | 45.08% |
| 6M | -6.5% | 28.47% |
| YTD | -5.66% | 30.14% |
| 1Y | -5.18% | 105.13% |
| 3Y (ann.) | 1.65% | 81.7% |
| 5Y (ann.) | 5.14% | 42.69% |
| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| Max Drawdown | -30.27% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -3.93% | -6.09% |
| Avg. Drawdown Days | 42.0 | 30.0 |
| Recovery Factor | 0.63 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-07-14 | -30.27 | 468 |
| 2022-06-06 | 2022-11-23 | -19.64 | 169 |
| 2023-01-21 | 2023-08-29 | -7.82 | 219 |
| 2023-12-03 | 2024-01-08 | -6.24 | 36 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2024-02-19 | 2024-03-06 | -5.00 | 15 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-02-12 | 2022-03-24 | -4.37 | 39 |
| 2024-01-09 | 2024-02-07 | -3.66 | 29 |
| 2023-09-04 | 2023-12-02 | -3.61 | 89 |
| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 11.18% | 43.77% |
| Worst Month | -11.51% | -37.12% |
| Best Year | 28.19% | 155.54% |
| Worst Year | -12.38% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.11% | 5.18% |
| Avg. Down Week | -1.98% | -3.4% |
| Avg. Up Month | 4.15% | 14.82% |
| Avg. Down Month | -4.15% | -10.93% |
| Win Days % | 46.39% | 51.3% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 43.64% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |