| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 4.51% | 243.19% |
| Max Drawdown | -34.72% | -67.18% |
| Sharpe | 0.08 | 0.47 |
| Sortino | 0.12 | 0.68 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 45.93 | 3.23 |
| Outlier Loss Ratio | 4.42 | 3.21 |
| Volatility (ann.) | 8.59% | 26.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.04 | 0.64 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 65.61 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.91% |
| Expected Yearly % | 1.11% | 36.11% |
| Kelly Criterion | -2.75% | 2.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.22% |
| Expected Shortfall (cVaR) | -0.74% | -2.22% |
| Year | 11377181:BTCUSD | 11377181:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 34.20 | -0.64 | + |
| 2023 | 155.54 | -1.62 | -0.01 | - |
| 2024 | 121.00 | -12.87 | -0.11 | - |
| 2025 | 30.14 | -9.15 | -0.30 | - |
| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 5.23% | 45.08% |
| 6M | -7.38% | 28.47% |
| YTD | -9.15% | 30.14% |
| 1Y | -10.25% | 105.13% |
| 3Y (ann.) | -2.71% | 81.7% |
| 5Y (ann.) | 1.28% | 42.69% |
| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| Max Drawdown | -34.72% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.09% |
| Avg. Drawdown Days | 72.0 | 30.0 |
| Recovery Factor | 0.13 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -34.72 | 904 |
| 2022-06-08 | 2022-09-09 | -8.90 | 93 |
| 2022-04-26 | 2022-05-30 | -6.57 | 33 |
| 2022-02-05 | 2022-04-01 | -6.15 | 55 |
| 2022-10-24 | 2022-11-23 | -4.80 | 29 |
| 2022-09-14 | 2022-10-04 | -3.82 | 19 |
| 2022-04-01 | 2022-04-25 | -3.18 | 24 |
| 2022-12-07 | 2023-01-20 | -2.43 | 44 |
| 2022-11-24 | 2022-11-30 | -1.41 | 5 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -9.09% | -29.64% |
| Best Month | 10.85% | 43.77% |
| Worst Month | -14.43% | -37.12% |
| Best Year | 34.2% | 155.54% |
| Worst Year | -12.87% | -53.3% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 3.27% | 4.88% |
| Avg. Down Week | -2.5% | -4.07% |
| Avg. Up Month | 4.04% | 14.83% |
| Avg. Down Month | -4.82% | -9.22% |
| Win Days % | 46.11% | 51.3% |
| Win Month % | 52.5% | 62.79% |
| Win Week % | 43.75% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |