| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 23.27% | 228.52% |
| Max Drawdown | -22.88% | -67.18% |
| Sharpe | 0.21 | 0.46 |
| Sortino | 0.31 | 0.67 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 42.13 | 3.32 |
| Outlier Loss Ratio | 4.1 | 3.22 |
| Volatility (ann.) | 9.02% | 26.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.27 | 0.61 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 52.33 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.8% |
| Expected Yearly % | 5.37% | 34.63% |
| Kelly Criterion | 0.24% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11379923:BTCUSD | 11379923:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 30.43 | -0.55 | + |
| 2023 | 155.54 | 4.86 | 0.03 | - |
| 2024 | 121.00 | -10.42 | -0.09 | - |
| 2025 | 30.14 | 0.62 | 0.02 | - |
| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.18% | 45.08% |
| 6M | -3.17% | 28.47% |
| YTD | 0.62% | 30.14% |
| 1Y | 4.3% | 105.13% |
| 3Y (ann.) | 3.45% | 81.7% |
| 5Y (ann.) | 6.22% | 40.94% |
| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| Max Drawdown | -22.88% | -67.18% |
| Longest DD Days | 712.0 | 683.0 |
| Avg. Drawdown | -4.26% | -6.34% |
| Avg. Drawdown Days | 65.0 | 31.0 |
| Recovery Factor | 1.02 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-02 | 2025-07-14 | -22.88 | 712 |
| 2022-07-30 | 2022-11-23 | -10.63 | 115 |
| 2022-06-08 | 2022-07-27 | -10.29 | 49 |
| 2022-02-05 | 2022-03-24 | -6.91 | 47 |
| 2023-04-11 | 2023-06-20 | -5.87 | 70 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2022-04-21 | 2022-06-06 | -5.46 | 45 |
| 2023-01-04 | 2023-03-14 | -2.48 | 68 |
| 2022-11-24 | 2023-01-02 | -1.77 | 39 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.27% | 35.75% |
| Worst Week | -8.74% | -29.64% |
| Best Month | 14.15% | 43.77% |
| Worst Month | -12.94% | -37.12% |
| Best Year | 30.43% | 155.54% |
| Worst Year | -10.42% | -55.3% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.02% | 7.43% |
| Avg. Down Week | -2.9% | -2.96% |
| Avg. Up Month | 4.09% | 17.01% |
| Avg. Down Month | -4.71% | -10.69% |
| Win Days % | 47.72% | 51.3% |
| Win Month % | 58.54% | 62.79% |
| Win Week % | 48.35% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |