| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 59.82% | 243.19% |
| Max Drawdown | -18.23% | -67.18% |
| Sharpe | 0.46 | 0.47 |
| Sortino | 0.73 | 0.68 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 0.94 | 1.0 |
| Outlier Win Ratio | 50.6 | 3.22 |
| Outlier Loss Ratio | 4.21 | 3.12 |
| Volatility (ann.) | 8.01% | 26.17% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.79 | 0.64 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 76.08 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.91% |
| Expected Yearly % | 12.44% | 36.11% |
| Kelly Criterion | 4.73% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.22% |
| Expected Shortfall (cVaR) | -0.68% | -2.22% |
| Year | 11380840:BTCUSD | 11380840:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 12.35 | -0.23 | + |
| 2023 | 155.54 | -3.15 | -0.02 | - |
| 2024 | 121.00 | 56.37 | 0.47 | - |
| 2025 | 30.14 | -6.07 | -0.20 | - |
| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| MTD | -0.3% | 13.36% |
| 3M | 8.22% | 45.08% |
| 6M | -6.36% | 28.47% |
| YTD | -6.07% | 30.14% |
| 1Y | 32.78% | 105.13% |
| 3Y (ann.) | 13.73% | 81.7% |
| 5Y (ann.) | 14.47% | 42.69% |
| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| Max Drawdown | -18.23% | -67.18% |
| Longest DD Days | 624.0 | 683.0 |
| Avg. Drawdown | -2.75% | -6.09% |
| Avg. Drawdown Days | 38.0 | 30.0 |
| Recovery Factor | 3.28 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-04-04 | -18.23 | 624 |
| 2024-12-17 | 2025-07-14 | -14.49 | 208 |
| 2022-03-09 | 2022-07-18 | -14.26 | 130 |
| 2024-04-04 | 2024-08-20 | -11.38 | 137 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-16 | -1.73 | 3 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.73% | 35.75% |
| Worst Week | -8.54% | -29.64% |
| Best Month | 18.0% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 56.37% | 155.54% |
| Worst Year | -6.07% | -53.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 4.29% | 6.67% |
| Avg. Down Week | -2.91% | -4.88% |
| Avg. Up Month | 4.5% | 15.03% |
| Avg. Down Month | -2.74% | -12.31% |
| Win Days % | 47.42% | 51.3% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 52.44% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |