| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 17.11% | 228.52% |
| Max Drawdown | -30.32% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.25 | 0.67 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 37.16 | 3.38 |
| Outlier Loss Ratio | 4.28 | 3.27 |
| Volatility (ann.) | 9.53% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.15 | 0.61 |
| Skew | 1.06 | 0.2 |
| Kurtosis | 49.36 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.8% |
| Expected Yearly % | 4.03% | 34.63% |
| Kelly Criterion | -0.11% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11376547:BTCUSD | 11376547:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 23.10 | -0.42 | + |
| 2023 | 155.54 | 20.80 | 0.13 | - |
| 2024 | 121.00 | -17.12 | -0.14 | - |
| 2025 | 30.14 | -4.99 | -0.17 | - |
| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -2.59% | 45.08% |
| 6M | -8.35% | 28.47% |
| YTD | -4.99% | 30.14% |
| 1Y | 2.31% | 105.13% |
| 3Y (ann.) | -3.5% | 81.7% |
| 5Y (ann.) | 4.66% | 40.94% |
| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| Max Drawdown | -30.32% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.34% |
| Avg. Drawdown Days | 42.0 | 31.0 |
| Recovery Factor | 0.56 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -30.32 | 469 |
| 2022-06-26 | 2023-06-21 | -12.22 | 359 |
| 2023-12-03 | 2024-03-28 | -10.32 | 116 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2022-03-02 | 2022-03-24 | -6.58 | 22 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-05-20 | 2022-06-06 | -4.88 | 16 |
| 2022-04-21 | 2022-05-19 | -4.68 | 27 |
| 2023-07-16 | 2023-08-29 | -4.11 | 43 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.55% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 13.19% | 43.77% |
| Worst Month | -18.43% | -37.12% |
| Best Year | 23.1% | 155.54% |
| Worst Year | -17.12% | -55.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 2.99% | 7.32% |
| Avg. Down Week | -2.77% | -2.57% |
| Avg. Up Month | 4.5% | 14.89% |
| Avg. Down Month | -4.14% | -9.36% |
| Win Days % | 46.77% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 45.74% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |