| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 65.1% | 243.19% |
| Max Drawdown | -14.28% | -67.18% |
| Sharpe | 0.45 | 0.47 |
| Sortino | 0.68 | 0.68 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 2.17 | 1.08 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.79 | 1.0 |
| Outlier Win Ratio | 42.69 | 3.26 |
| Outlier Loss Ratio | 4.2 | 3.21 |
| Volatility (ann.) | 8.93% | 26.17% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.09 | 0.64 |
| Skew | 1.13 | 0.2 |
| Kurtosis | 64.46 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.91% |
| Expected Yearly % | 13.35% | 36.11% |
| Kelly Criterion | 4.52% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11378371:BTCUSD | 11378371:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 46.34 | -0.87 | + |
| 2023 | 155.54 | -4.06 | -0.03 | - |
| 2024 | 121.00 | 7.55 | 0.06 | - |
| 2025 | 30.14 | 9.35 | 0.31 | - |
| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| MTD | 1.09% | 13.36% |
| 3M | 12.03% | 45.08% |
| 6M | 7.8% | 28.47% |
| YTD | 9.35% | 30.14% |
| 1Y | 13.12% | 105.13% |
| 3Y (ann.) | 9.77% | 81.7% |
| 5Y (ann.) | 15.55% | 42.69% |
| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| Max Drawdown | -14.28% | -67.18% |
| Longest DD Days | 822.0 | 683.0 |
| Avg. Drawdown | -2.25% | -6.09% |
| Avg. Drawdown Days | 49.0 | 30.0 |
| Recovery Factor | 4.56 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-04-22 | -14.28 | 822 |
| 2022-06-06 | 2022-09-09 | -11.22 | 95 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2022-02-05 | 2022-04-01 | -5.78 | 54 |
| 2022-10-05 | 2022-10-25 | -2.17 | 20 |
| 2022-09-16 | 2022-10-04 | -2.14 | 17 |
| 2022-04-02 | 2022-04-25 | -1.84 | 23 |
| 2022-11-24 | 2022-12-08 | -1.77 | 14 |
| 2022-11-02 | 2022-11-23 | -1.64 | 21 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 12.23% | 43.77% |
| Worst Month | -9.38% | -37.12% |
| Best Year | 46.34% | 155.54% |
| Worst Year | -4.06% | -53.3% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 4.13% | 5.68% |
| Avg. Down Week | -2.33% | -3.92% |
| Avg. Up Month | 4.27% | 14.66% |
| Avg. Down Month | -4.11% | -14.33% |
| Win Days % | 49.29% | 51.3% |
| Win Month % | 60.98% | 62.79% |
| Win Week % | 48.42% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |