| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 45.56% | 243.19% |
| Max Drawdown | -24.62% | -67.18% |
| Sharpe | 0.34 | 0.47 |
| Sortino | 0.52 | 0.68 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.71 | 1.08 |
| CPC Index | 0.64 | 0.68 |
| Tail Ratio | 1.49 | 1.0 |
| Outlier Win Ratio | 39.91 | 3.33 |
| Outlier Loss Ratio | 4.43 | 3.29 |
| Volatility (ann.) | 9.24% | 26.17% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.46 | 0.64 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 54.95 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.91% |
| Expected Yearly % | 9.84% | 36.11% |
| Kelly Criterion | 1.01% | 11.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11379719:BTCUSD | 11379719:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 24.09 | -0.45 | + |
| 2023 | 155.54 | -1.64 | -0.01 | - |
| 2024 | 121.00 | 35.85 | 0.30 | - |
| 2025 | 30.14 | -12.21 | -0.41 | - |
| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| MTD | 0.24% | 13.36% |
| 3M | 8.26% | 45.08% |
| 6M | -11.41% | 28.47% |
| YTD | -12.21% | 30.14% |
| 1Y | 5.37% | 105.13% |
| 3Y (ann.) | 9.55% | 81.7% |
| 5Y (ann.) | 11.43% | 42.69% |
| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| Max Drawdown | -24.62% | -67.18% |
| Longest DD Days | 492.0 | 683.0 |
| Avg. Drawdown | -3.23% | -6.09% |
| Avg. Drawdown Days | 31.0 | 30.0 |
| Recovery Factor | 1.85 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -24.62 | 208 |
| 2022-03-09 | 2022-07-19 | -16.22 | 131 |
| 2022-11-05 | 2024-03-11 | -16.10 | 492 |
| 2022-08-08 | 2022-11-05 | -11.18 | 88 |
| 2024-04-04 | 2024-05-15 | -7.95 | 41 |
| 2024-06-12 | 2024-07-26 | -6.50 | 44 |
| 2024-08-22 | 2024-10-24 | -5.68 | 63 |
| 2022-07-20 | 2022-07-27 | -4.47 | 7 |
| 2024-11-23 | 2024-12-11 | -3.82 | 18 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.03% | 35.75% |
| Worst Week | -7.46% | -29.64% |
| Best Month | 26.29% | 43.77% |
| Worst Month | -7.98% | -37.12% |
| Best Year | 35.85% | 155.54% |
| Worst Year | -12.21% | -53.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 3.37% | 6.08% |
| Avg. Down Week | -2.29% | -4.35% |
| Avg. Up Month | 6.0% | 14.55% |
| Avg. Down Month | -4.31% | -11.24% |
| Win Days % | 45.26% | 51.3% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 49.02% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |