| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 32.87% | 243.19% |
| Max Drawdown | -26.02% | -67.18% |
| Sharpe | 0.26 | 0.47 |
| Sortino | 0.4 | 0.68 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 38.26 | 3.3 |
| Outlier Loss Ratio | 4.33 | 3.3 |
| Volatility (ann.) | 9.42% | 26.17% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.33 | 0.64 |
| Skew | 1.22 | 0.2 |
| Kurtosis | 52.91 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.91% |
| Expected Yearly % | 7.36% | 36.11% |
| Kelly Criterion | -0.01% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11377348:BTCUSD | 11377348:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 25.52 | -0.48 | + |
| 2023 | 155.54 | -14.94 | -0.10 | - |
| 2024 | 121.00 | 20.01 | 0.17 | - |
| 2025 | 30.14 | 3.70 | 0.12 | - |
| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | 6.5% | 45.08% |
| 6M | 1.19% | 28.47% |
| YTD | 3.7% | 30.14% |
| 1Y | 10.84% | 105.13% |
| 3Y (ann.) | 5.55% | 81.7% |
| 5Y (ann.) | 8.54% | 42.69% |
| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| Max Drawdown | -26.02% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.09% |
| Avg. Drawdown Days | 68.0 | 30.0 |
| Recovery Factor | 1.26 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -26.02 | 904 |
| 2022-04-02 | 2022-10-04 | -14.23 | 185 |
| 2022-02-13 | 2022-03-27 | -5.74 | 42 |
| 2022-10-06 | 2022-10-25 | -3.72 | 19 |
| 2022-11-02 | 2022-11-22 | -1.91 | 20 |
| 2022-11-24 | 2022-12-02 | -1.77 | 8 |
| 2022-12-03 | 2022-12-08 | -1.21 | 5 |
| 2022-12-09 | 2023-01-02 | -1.00 | 23 |
| 2023-01-02 | 2023-01-04 | -0.79 | 1 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -7.36% | -29.64% |
| Best Month | 13.08% | 43.77% |
| Worst Month | -6.68% | -37.12% |
| Best Year | 25.52% | 155.54% |
| Worst Year | -14.94% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.57% | 5.71% |
| Avg. Down Week | -2.55% | -4.2% |
| Avg. Up Month | 5.35% | 17.16% |
| Avg. Down Month | -2.34% | -12.62% |
| Win Days % | 47.71% | 51.3% |
| Win Month % | 40.48% | 62.79% |
| Win Week % | 46.23% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |