| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 32.61% | 243.19% |
| Max Drawdown | -12.74% | -67.18% |
| Sharpe | 0.32 | 0.47 |
| Sortino | 0.49 | 0.68 |
| Payoff Ratio | 1.17 | 1.03 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 0.26 | 1.08 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 0.22 | 1.0 |
| Outlier Win Ratio | 61.98 | 3.08 |
| Outlier Loss Ratio | 4.26 | 3.01 |
| Volatility (ann.) | 7.09% | 26.17% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.67 | 0.64 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 84.5 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.91% |
| Expected Yearly % | 7.31% | 36.11% |
| Kelly Criterion | 2.95% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.22% |
| Expected Shortfall (cVaR) | -0.6% | -2.22% |
| Year | 11380673:BTCUSD | 11380673:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 11.40 | -0.21 | + |
| 2023 | 155.54 | -0.02 | -0.00 | - |
| 2024 | 121.00 | 18.99 | 0.16 | - |
| 2025 | 30.14 | 0.07 | 0.00 | - |
| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| MTD | -0.98% | 13.36% |
| 3M | 10.18% | 45.08% |
| 6M | -0.35% | 28.47% |
| YTD | 0.07% | 30.14% |
| 1Y | 2.4% | 105.13% |
| 3Y (ann.) | 8.25% | 81.7% |
| 5Y (ann.) | 8.48% | 42.69% |
| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| Max Drawdown | -12.74% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -3.23% | -6.09% |
| Avg. Drawdown Days | 57.0 | 30.0 |
| Recovery Factor | 2.56 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -12.74 | 170 |
| 2023-01-21 | 2024-02-09 | -11.42 | 383 |
| 2024-04-02 | 2025-01-10 | -9.13 | 283 |
| 2022-02-13 | 2022-06-06 | -8.87 | 112 |
| 2022-06-06 | 2022-07-13 | -6.70 | 37 |
| 2022-07-25 | 2022-10-25 | -3.47 | 92 |
| 2022-07-14 | 2022-07-18 | -3.38 | 4 |
| 2024-02-19 | 2024-03-07 | -2.31 | 17 |
| 2022-10-25 | 2022-12-08 | -1.90 | 44 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 10.79% | 35.75% |
| Worst Week | -8.01% | -29.64% |
| Best Month | 10.19% | 43.77% |
| Worst Month | -6.68% | -37.12% |
| Best Year | 18.99% | 155.54% |
| Worst Year | -0.02% | -53.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 3.53% | 6.15% |
| Avg. Down Week | -1.89% | -4.26% |
| Avg. Up Month | 4.53% | 18.23% |
| Avg. Down Month | -2.93% | -11.23% |
| Win Days % | 47.76% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 45.68% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |