| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 19.61% | 235.18% |
| Max Drawdown | -30.13% | -67.18% |
| Sharpe | 0.2 | 0.46 |
| Sortino | 0.29 | 0.67 |
| Payoff Ratio | 1.17 | 1.05 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 48.02 | 3.2 |
| Outlier Loss Ratio | 4.46 | 3.16 |
| Volatility (ann.) | 8.36% | 26.15% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.18 | 0.62 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 72.69 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.85% |
| Expected Yearly % | 4.58% | 35.31% |
| Kelly Criterion | -0.93% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11378259:BTCUSD | 11378259:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 37.45 | -0.70 | + |
| 2023 | 155.54 | -0.15 | -0.00 | - |
| 2024 | 121.00 | -14.86 | -0.12 | - |
| 2025 | 27.10 | 2.36 | 0.09 | - |
| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| MTD | 0.48% | 10.71% |
| 3M | 7.94% | 41.88% |
| 6M | 5.49% | 22.91% |
| YTD | 2.36% | 27.1% |
| 1Y | -5.75% | 82.29% |
| 3Y (ann.) | 1.63% | 77.48% |
| 5Y (ann.) | 5.28% | 41.61% |
| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| Max Drawdown | -30.13% | -67.18% |
| Longest DD Days | 907.0 | 683.0 |
| Avg. Drawdown | -4.3% | -6.18% |
| Avg. Drawdown Days | 76.0 | 30.0 |
| Recovery Factor | 0.65 | 3.5 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-17 | -30.13 | 907 |
| 2022-04-26 | 2022-06-07 | -10.33 | 42 |
| 2022-06-08 | 2022-09-09 | -9.00 | 93 |
| 2022-02-05 | 2022-03-24 | -5.41 | 47 |
| 2022-09-14 | 2022-10-04 | -3.82 | 19 |
| 2022-04-01 | 2022-04-25 | -2.85 | 24 |
| 2022-12-07 | 2023-01-20 | -2.83 | 44 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-10-24 | 2022-11-22 | -0.87 | 29 |
| 2022-11-24 | 2022-11-30 | -0.76 | 5 |
| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 9.03% | 43.77% |
| Worst Month | -13.58% | -37.12% |
| Best Year | 37.45% | 155.54% |
| Worst Year | -14.86% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 3.21% | 4.77% |
| Avg. Down Week | -2.41% | -4.36% |
| Avg. Up Month | 4.02% | 13.38% |
| Avg. Down Month | -3.6% | -9.22% |
| Win Days % | 45.57% | 51.29% |
| Win Month % | 55.0% | 62.79% |
| Win Week % | 46.81% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |