| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 68.17% | 243.19% |
| Max Drawdown | -16.41% | -67.18% |
| Sharpe | 0.45 | 0.47 |
| Sortino | 0.68 | 0.68 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.2 | 1.08 |
| Common Sense Ratio | 2.23 | 1.08 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.85 | 1.0 |
| Outlier Win Ratio | 38.87 | 3.27 |
| Outlier Loss Ratio | 4.35 | 3.23 |
| Volatility (ann.) | 9.26% | 26.17% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.99 | 0.64 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 57.51 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.91% |
| Expected Yearly % | 13.88% | 36.11% |
| Kelly Criterion | 4.87% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11377293:BTCUSD | 11377293:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 46.38 | -0.87 | + |
| 2023 | 155.54 | -5.33 | -0.03 | - |
| 2024 | 121.00 | 9.64 | 0.08 | - |
| 2025 | 30.14 | 10.68 | 0.35 | - |
| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 16.32% | 45.08% |
| 6M | 8.51% | 28.47% |
| YTD | 10.68% | 30.14% |
| 1Y | 18.21% | 105.13% |
| 3Y (ann.) | 12.0% | 81.7% |
| 5Y (ann.) | 16.17% | 42.69% |
| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| Max Drawdown | -16.41% | -67.18% |
| Longest DD Days | 414.0 | 683.0 |
| Avg. Drawdown | -2.74% | -6.09% |
| Avg. Drawdown Days | 40.0 | 30.0 |
| Recovery Factor | 4.15 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-05-15 | -16.41 | 408 |
| 2023-01-21 | 2024-03-11 | -15.95 | 414 |
| 2022-06-06 | 2022-09-09 | -12.09 | 94 |
| 2022-04-26 | 2022-05-30 | -9.37 | 34 |
| 2022-02-12 | 2022-04-01 | -5.11 | 47 |
| 2022-10-05 | 2022-10-25 | -2.36 | 20 |
| 2022-10-25 | 2022-11-22 | -2.35 | 27 |
| 2022-12-09 | 2023-01-20 | -2.17 | 42 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2022-09-16 | 2022-10-03 | -2.14 | 17 |
| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -5.7% | -29.64% |
| Best Month | 13.33% | 43.77% |
| Worst Month | -10.33% | -37.12% |
| Best Year | 46.38% | 155.54% |
| Worst Year | -5.33% | -53.3% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 4.13% | 5.5% |
| Avg. Down Week | -2.28% | -3.7% |
| Avg. Up Month | 4.66% | 15.53% |
| Avg. Down Month | -3.35% | -12.86% |
| Win Days % | 48.44% | 51.3% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 47.0% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |