| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 22.41% | 243.19% |
| Max Drawdown | -21.17% | -67.18% |
| Sharpe | 0.22 | 0.47 |
| Sortino | 0.33 | 0.68 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.73 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 0.66 | 1.0 |
| Outlier Win Ratio | 54.73 | 3.2 |
| Outlier Loss Ratio | 4.24 | 3.07 |
| Volatility (ann.) | 7.86% | 26.17% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.28 | 0.64 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 73.32 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.91% |
| Expected Yearly % | 5.18% | 36.11% |
| Kelly Criterion | 0.23% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | 11379439:BTCUSD | 11379439:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 16.45 | -0.31 | + |
| 2023 | 155.54 | -12.47 | -0.08 | - |
| 2024 | 121.00 | 12.11 | 0.10 | - |
| 2025 | 30.14 | 7.12 | 0.24 | - |
| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| MTD | 2.75% | 13.36% |
| 3M | 14.25% | 45.08% |
| 6M | 5.68% | 28.47% |
| YTD | 7.12% | 30.14% |
| 1Y | 2.85% | 105.13% |
| 3Y (ann.) | 5.26% | 81.7% |
| 5Y (ann.) | 6.0% | 42.69% |
| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| Max Drawdown | -21.17% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.73% | -6.09% |
| Avg. Drawdown Days | 94.0 | 30.0 |
| Recovery Factor | 1.06 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -21.17 | 904 |
| 2022-04-26 | 2022-07-18 | -8.89 | 82 |
| 2022-11-02 | 2023-01-20 | -4.80 | 79 |
| 2022-02-12 | 2022-04-25 | -4.66 | 71 |
| 2022-07-24 | 2022-09-09 | -4.18 | 46 |
| 2022-10-09 | 2022-10-25 | -2.59 | 15 |
| 2022-09-15 | 2022-10-03 | -0.87 | 18 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-02-05 | 2022-02-12 | -0.33 | 7 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.41% | -29.64% |
| Best Month | 9.81% | 43.77% |
| Worst Month | -7.17% | -37.12% |
| Best Year | 16.45% | 155.54% |
| Worst Year | -12.47% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.32% | 5.73% |
| Avg. Down Week | -2.23% | -4.3% |
| Avg. Up Month | 4.14% | 16.27% |
| Avg. Down Month | -2.91% | -13.99% |
| Win Days % | 46.65% | 51.3% |
| Win Month % | 52.5% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |