| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 28.16% | 243.19% |
| Max Drawdown | -15.37% | -67.18% |
| Sharpe | 0.26 | 0.47 |
| Sortino | 0.38 | 0.68 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.9 | 1.08 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 0.79 | 1.0 |
| Outlier Win Ratio | 51.82 | 3.16 |
| Outlier Loss Ratio | 4.16 | 3.14 |
| Volatility (ann.) | 8.02% | 26.17% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.48 | 0.64 |
| Skew | -0.1 | 0.2 |
| Kurtosis | 69.97 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.91% |
| Expected Yearly % | 6.4% | 36.11% |
| Kelly Criterion | 0.67% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.22% |
| Expected Shortfall (cVaR) | -0.68% | -2.22% |
| Year | 11379496:BTCUSD | 11379496:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 6.59 | -0.12 | + |
| 2023 | 155.54 | 5.69 | 0.04 | - |
| 2024 | 121.00 | 5.72 | 0.05 | - |
| 2025 | 30.14 | 7.60 | 0.25 | - |
| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| MTD | 0.29% | 13.36% |
| 3M | 10.01% | 45.08% |
| 6M | 5.54% | 28.47% |
| YTD | 7.6% | 30.14% |
| 1Y | 10.85% | 105.13% |
| 3Y (ann.) | 8.17% | 81.7% |
| 5Y (ann.) | 7.42% | 42.69% |
| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| Max Drawdown | -15.37% | -67.18% |
| Longest DD Days | 456.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.09% |
| Avg. Drawdown Days | 59.0 | 30.0 |
| Recovery Factor | 1.83 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-02 | -15.37 | 456 |
| 2022-06-06 | 2022-10-25 | -11.41 | 141 |
| 2023-01-21 | 2024-02-09 | -11.20 | 383 |
| 2022-04-26 | 2022-06-06 | -8.24 | 40 |
| 2024-02-19 | 2024-03-10 | -4.63 | 19 |
| 2022-03-06 | 2022-04-25 | -2.59 | 50 |
| 2022-11-24 | 2022-12-08 | -2.24 | 14 |
| 2022-11-02 | 2022-11-23 | -1.80 | 21 |
| 2022-02-12 | 2022-03-06 | -1.63 | 22 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.66% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 8.85% | 43.77% |
| Worst Month | -10.47% | -37.12% |
| Best Year | 7.6% | 155.54% |
| Worst Year | 5.69% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.31% | 5.51% |
| Avg. Down Week | -2.34% | -3.93% |
| Avg. Up Month | 4.17% | 16.62% |
| Avg. Down Month | -3.59% | -16.08% |
| Win Days % | 48.04% | 51.3% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 49.43% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |