| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 17.87% | 243.19% |
| Max Drawdown | -12.03% | -67.18% |
| Sharpe | 0.21 | 0.47 |
| Sortino | 0.31 | 0.68 |
| Payoff Ratio | 1.17 | 1.08 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.11 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 0.1 | 1.0 |
| Outlier Win Ratio | 65.25 | 3.09 |
| Outlier Loss Ratio | 4.35 | 3.01 |
| Volatility (ann.) | 6.89% | 26.17% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.4 | 0.64 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 87.29 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.91% |
| Expected Yearly % | 4.2% | 36.11% |
| Kelly Criterion | 0.17% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.22% |
| Expected Shortfall (cVaR) | -0.59% | -2.22% |
| Year | 11380618:BTCUSD | 11380618:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 6.00 | -0.11 | + |
| 2023 | 155.54 | -3.26 | -0.02 | - |
| 2024 | 121.00 | 7.42 | 0.06 | - |
| 2025 | 30.14 | 7.02 | 0.23 | - |
| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| MTD | 1.02% | 13.36% |
| 3M | 10.97% | 45.08% |
| 6M | 4.76% | 28.47% |
| YTD | 7.02% | 30.14% |
| 1Y | 5.71% | 105.13% |
| 3Y (ann.) | 3.69% | 81.7% |
| 5Y (ann.) | 4.85% | 42.69% |
| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| Max Drawdown | -12.03% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -3.35% | -6.09% |
| Avg. Drawdown Days | 57.0 | 30.0 |
| Recovery Factor | 1.49 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-03-10 | -12.03 | 413 |
| 2024-03-10 | 2025-01-23 | -11.06 | 319 |
| 2025-01-24 | 2025-06-15 | -10.80 | 141 |
| 2022-04-26 | 2022-07-05 | -10.59 | 69 |
| 2022-10-09 | 2023-01-20 | -7.62 | 103 |
| 2022-07-05 | 2022-07-17 | -3.83 | 12 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-03-06 | 2022-04-01 | -2.51 | 25 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.38% | 35.75% |
| Worst Week | -6.41% | -29.64% |
| Best Month | 9.32% | 43.77% |
| Worst Month | -7.1% | -37.12% |
| Best Year | 7.42% | 155.54% |
| Worst Year | -3.26% | -53.3% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.66% | -0.74% |
| Avg. Up Week | 2.91% | 5.45% |
| Avg. Down Week | -2.25% | -4.3% |
| Avg. Up Month | 3.03% | 16.57% |
| Avg. Down Month | -3.08% | -10.84% |
| Win Days % | 46.25% | 51.3% |
| Win Month % | 57.5% | 62.79% |
| Win Week % | 51.9% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |