| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 28.31% | 243.19% |
| Max Drawdown | -24.61% | -67.18% |
| Sharpe | 0.24 | 0.47 |
| Sortino | 0.38 | 0.68 |
| Payoff Ratio | 1.12 | 1.03 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 40.99 | 3.25 |
| Outlier Loss Ratio | 4.29 | 3.25 |
| Volatility (ann.) | 9.07% | 26.17% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.3 | 0.64 |
| Skew | 2.28 | 0.2 |
| Kurtosis | 66.13 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.91% |
| Expected Yearly % | 6.43% | 36.11% |
| Kelly Criterion | 0.55% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11378482:BTCUSD | 11378482:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 31.94 | -0.60 | + |
| 2023 | 155.54 | -14.11 | -0.09 | - |
| 2024 | 121.00 | 12.54 | 0.10 | - |
| 2025 | 30.14 | 0.61 | 0.02 | - |
| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 7.04% | 45.08% |
| 6M | 2.45% | 28.47% |
| YTD | 0.61% | 30.14% |
| 1Y | 10.74% | 105.13% |
| 3Y (ann.) | 2.25% | 81.7% |
| 5Y (ann.) | 7.45% | 42.69% |
| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| Max Drawdown | -24.61% | -67.18% |
| Longest DD Days | 952.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.09% |
| Avg. Drawdown Days | 76.0 | 30.0 |
| Recovery Factor | 1.15 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-05 | 2025-07-14 | -24.61 | 952 |
| 2022-03-09 | 2022-07-16 | -11.13 | 128 |
| 2022-07-25 | 2022-09-09 | -8.80 | 46 |
| 2022-07-17 | 2022-07-19 | -5.37 | 2 |
| 2022-09-10 | 2022-10-25 | -3.55 | 45 |
| 2022-10-25 | 2022-11-23 | -2.02 | 28 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-11-23 | 2022-11-25 | -1.19 | 1 |
| 2022-11-26 | 2022-12-04 | -1.08 | 8 |
| 2022-02-05 | 2022-02-14 | -0.89 | 8 |
| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.79% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -9.33% | -37.12% |
| Best Year | 31.94% | 155.54% |
| Worst Year | -14.11% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.2% | 5.61% |
| Avg. Down Week | -2.06% | -4.25% |
| Avg. Up Month | 4.21% | 18.56% |
| Avg. Down Month | -2.16% | -10.84% |
| Win Days % | 47.42% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 44.12% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |