| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 65.15% | 243.19% |
| Max Drawdown | -22.16% | -67.18% |
| Sharpe | 0.45 | 0.47 |
| Sortino | 0.69 | 0.68 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.97 | 1.08 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.62 | 1.0 |
| Outlier Win Ratio | 43.52 | 3.28 |
| Outlier Loss Ratio | 4.18 | 3.19 |
| Volatility (ann.) | 8.91% | 26.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.7 | 0.64 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 65.72 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.91% |
| Expected Yearly % | 13.36% | 36.11% |
| Kelly Criterion | 4.28% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11380951:BTCUSD | 11380951:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 36.00 | -0.68 | + |
| 2023 | 155.54 | -9.19 | -0.06 | - |
| 2024 | 121.00 | 48.17 | 0.40 | - |
| 2025 | 30.14 | -9.75 | -0.32 | - |
| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 0.04% | 45.08% |
| 6M | -9.38% | 28.47% |
| YTD | -9.75% | 30.14% |
| 1Y | 10.08% | 105.13% |
| 3Y (ann.) | 11.41% | 81.7% |
| 5Y (ann.) | 15.56% | 42.69% |
| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| Max Drawdown | -22.16% | -67.18% |
| Longest DD Days | 637.0 | 683.0 |
| Avg. Drawdown | -2.58% | -6.09% |
| Avg. Drawdown Days | 30.0 | 30.0 |
| Recovery Factor | 2.94 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-19 | 2024-05-17 | -22.16 | 637 |
| 2024-12-13 | 2025-07-14 | -17.36 | 212 |
| 2022-03-09 | 2022-06-06 | -11.76 | 88 |
| 2024-05-27 | 2024-07-15 | -6.17 | 48 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-30 | 2022-08-10 | -3.82 | 10 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-09-28 | 2024-11-20 | -2.27 | 53 |
| 2022-02-16 | 2022-03-09 | -2.20 | 21 |
| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.11% | 35.75% |
| Worst Week | -7.08% | -29.64% |
| Best Month | 34.74% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 48.17% | 155.54% |
| Worst Year | -9.75% | -53.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.36% | 6.9% |
| Avg. Down Week | -2.07% | -4.96% |
| Avg. Up Month | 5.37% | 15.69% |
| Avg. Down Month | -3.91% | -9.2% |
| Win Days % | 47.72% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 53.12% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |