| Metric | 11378316:btcusd:triple_med_gx:lsma95_55 | 11378316:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 39.47% | 243.19% |
| Max Drawdown | -18.4% | -67.18% |
| Sharpe | 0.32 | 0.47 |
| Sortino | 0.49 | 0.68 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.7 | 1.08 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 45.42 | 3.24 |
| Outlier Loss Ratio | 4.34 | 3.18 |
| Volatility (ann.) | 8.54% | 26.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.55 | 0.64 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 65.57 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.91% |
| Expected Yearly % | 8.67% | 36.11% |
| Kelly Criterion | 2.3% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.22% |
| Expected Shortfall (cVaR) | -0.73% | -2.22% |
| Year | 11378316:BTCUSD | 11378316:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 28.95 | -0.54 | + |
| 2023 | 155.54 | -8.44 | -0.05 | - |
| 2024 | 121.00 | 11.94 | 0.10 | - |
| 2025 | 30.14 | 5.52 | 0.18 | - |
| Metric | 11378316:btcusd:triple_med_gx:lsma95_55 | 11378316:BTCUSD |
|---|---|---|
| MTD | 0.88% | 13.36% |
| 3M | 9.76% | 45.08% |
| 6M | 5.37% | 28.47% |
| YTD | 5.52% | 30.14% |
| 1Y | 3.09% | 105.13% |
| 3Y (ann.) | 7.7% | 81.7% |
| 5Y (ann.) | 10.07% | 42.69% |
| Metric | 11378316:btcusd:triple_med_gx:lsma95_55 | 11378316:BTCUSD |
|---|---|---|
| Max Drawdown | -18.4% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.09% |
| Avg. Drawdown Days | 71.0 | 30.0 |
| Recovery Factor | 2.15 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -18.40 | 904 |
| 2022-04-26 | 2022-09-09 | -11.41 | 136 |
| 2022-02-05 | 2022-04-01 | -4.61 | 54 |
| 2022-11-01 | 2022-11-22 | -2.88 | 21 |
| 2022-10-09 | 2022-10-25 | -2.59 | 15 |
| 2022-11-24 | 2022-12-08 | -2.35 | 14 |
| 2022-04-24 | 2022-04-25 | -2.14 | 1 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-09-15 | 2022-10-03 | -0.87 | 18 |
| 2022-12-09 | 2023-01-19 | -0.84 | 41 |
| Metric | 11378316:btcusd:triple_med_gx:lsma95_55 | 11378316:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 10.8% | 43.77% |
| Worst Month | -9.92% | -37.12% |
| Best Year | 28.95% | 155.54% |
| Worst Year | -8.44% | -53.3% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.77% | 5.23% |
| Avg. Down Week | -2.35% | -4.3% |
| Avg. Up Month | 4.82% | 16.29% |
| Avg. Down Month | -3.19% | -13.62% |
| Win Days % | 47.4% | 51.3% |
| Win Month % | 57.5% | 62.79% |
| Win Week % | 47.92% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |