| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 16.32% | 237.48% |
| Max Drawdown | -20.99% | -67.18% |
| Sharpe | 0.16 | 0.47 |
| Sortino | 0.24 | 0.68 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 40.02 | 3.35 |
| Outlier Loss Ratio | 4.09 | 3.22 |
| Volatility (ann.) | 9.38% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.21 | 0.63 |
| Skew | 0.61 | 0.2 |
| Kurtosis | 54.87 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.87% |
| Expected Yearly % | 3.85% | 35.54% |
| Kelly Criterion | -0.26% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11377639:BTCUSD | 11377639:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 2.42 | -0.04 | + |
| 2023 | 155.54 | 34.08 | 0.22 | - |
| 2024 | 121.00 | -5.32 | -0.04 | - |
| 2025 | 30.14 | -10.54 | -0.35 | - |
| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -1.7% | 45.08% |
| 6M | -10.02% | 28.47% |
| YTD | -10.54% | 30.14% |
| 1Y | -2.27% | 105.13% |
| 3Y (ann.) | 8.23% | 81.7% |
| 5Y (ann.) | 4.46% | 42.08% |
| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| Max Drawdown | -20.99% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -5.26% | -5.84% |
| Avg. Drawdown Days | 94.0 | 29.0 |
| Recovery Factor | 0.78 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-27 | 2025-07-14 | -20.99 | 564 |
| 2022-03-02 | 2023-03-14 | -19.96 | 377 |
| 2023-08-29 | 2023-12-02 | -8.76 | 95 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-03-14 | 2023-05-05 | -5.12 | 52 |
| 2023-05-06 | 2023-05-28 | -4.22 | 22 |
| 2023-06-21 | 2023-08-29 | -1.79 | 68 |
| 2023-05-28 | 2023-06-19 | -1.09 | 22 |
| 2022-02-05 | 2022-03-01 | -0.33 | 24 |
| 2022-01-31 | 2022-02-01 | -0.33 | 1 |
| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.04% | 35.75% |
| Worst Week | -9.24% | -29.64% |
| Best Month | 12.26% | 43.77% |
| Worst Month | -9.33% | -37.12% |
| Best Year | 34.08% | 155.54% |
| Worst Year | -10.54% | -54.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.41% | 8.16% |
| Avg. Down Week | -2.64% | -3.11% |
| Avg. Up Month | 4.95% | 17.62% |
| Avg. Down Month | -3.48% | -12.17% |
| Win Days % | 47.36% | 51.31% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 43.62% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |