| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 14.53% | 237.48% |
| Max Drawdown | -24.32% | -67.18% |
| Sharpe | 0.15 | 0.47 |
| Sortino | 0.22 | 0.68 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 43.17 | 3.29 |
| Outlier Loss Ratio | 3.89 | 3.21 |
| Volatility (ann.) | 9.11% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.16 | 0.63 |
| Skew | 0.42 | 0.2 |
| Kurtosis | 54.16 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.87% |
| Expected Yearly % | 3.45% | 35.54% |
| Kelly Criterion | -0.78% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11379939:BTCUSD | 11379939:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 22.50 | -0.42 | + |
| 2023 | 155.54 | 13.55 | 0.09 | - |
| 2024 | 121.00 | -9.41 | -0.08 | - |
| 2025 | 30.14 | -9.10 | -0.30 | - |
| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -3.52% | 45.08% |
| 6M | -7.36% | 28.47% |
| YTD | -9.1% | 30.14% |
| 1Y | -8.22% | 105.13% |
| 3Y (ann.) | 6.06% | 81.7% |
| 5Y (ann.) | 4.0% | 42.08% |
| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| Max Drawdown | -24.32% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.37% | -5.84% |
| Avg. Drawdown Days | 63.0 | 29.0 |
| Recovery Factor | 0.6 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -24.32 | 469 |
| 2022-04-21 | 2022-07-28 | -14.67 | 97 |
| 2023-12-28 | 2024-03-31 | -11.89 | 94 |
| 2022-02-05 | 2022-04-21 | -10.09 | 75 |
| 2023-06-21 | 2023-12-04 | -9.71 | 165 |
| 2023-03-14 | 2023-06-20 | -7.35 | 97 |
| 2022-07-30 | 2022-10-25 | -7.21 | 86 |
| 2022-02-01 | 2022-02-04 | -5.13 | 2 |
| 2022-10-26 | 2022-11-22 | -3.12 | 26 |
| 2023-01-04 | 2023-02-20 | -1.99 | 46 |
| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.13% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 16.07% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 22.5% | 155.54% |
| Worst Year | -9.41% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.54% | 6.93% |
| Avg. Down Week | -2.75% | -3.5% |
| Avg. Up Month | 5.26% | 17.98% |
| Avg. Down Month | -4.08% | -12.32% |
| Win Days % | 48.24% | 51.31% |
| Win Month % | 45.0% | 62.79% |
| Win Week % | 40.91% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |