| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 30.49% | 203.48% |
| Max Drawdown | -17.91% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.4 | 0.65 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 47.81 | 3.25 |
| Outlier Loss Ratio | 3.89 | 3.12 |
| Volatility (ann.) | 8.66% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.46 | 0.58 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 63.78 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.68% |
| Expected Yearly % | 6.88% | 31.99% |
| Kelly Criterion | 1.57% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11381159:BTCUSD | 11381159:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 18.46 | -0.34 | + |
| 2023 | 155.54 | 12.94 | 0.08 | - |
| 2024 | 121.00 | 1.24 | 0.01 | - |
| 2025 | 17.02 | -3.66 | -0.22 | - |
| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.21% | 31.76% |
| 6M | -0.93% | 12.25% |
| YTD | -3.66% | 17.02% |
| 1Y | -1.9% | 57.19% |
| 3Y (ann.) | 9.92% | 55.42% |
| 5Y (ann.) | 8.21% | 38.98% |
| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| Max Drawdown | -17.91% | -67.18% |
| Longest DD Days | 280.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.06% |
| Avg. Drawdown Days | 58.0 | 30.0 |
| Recovery Factor | 1.7 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2022-07-28 | -17.91 | 173 |
| 2025-01-07 | 2025-06-11 | -12.67 | 155 |
| 2024-04-01 | 2025-01-06 | -12.58 | 280 |
| 2023-12-28 | 2024-03-31 | -11.30 | 94 |
| 2023-03-14 | 2023-06-21 | -8.18 | 98 |
| 2023-06-21 | 2023-12-04 | -7.77 | 165 |
| 2022-07-30 | 2022-10-25 | -6.45 | 86 |
| 2022-02-02 | 2022-02-04 | -4.63 | 2 |
| 2022-10-26 | 2022-11-23 | -3.12 | 27 |
| 2023-02-19 | 2023-02-20 | -1.95 | 1 |
| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.56% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 17.25% | 43.77% |
| Worst Month | -8.31% | -37.12% |
| Best Year | 18.46% | 155.54% |
| Worst Year | -3.66% | -54.08% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.02% | 6.32% |
| Avg. Down Week | -2.81% | -3.76% |
| Avg. Up Month | 5.68% | 17.84% |
| Avg. Down Month | -4.22% | -14.77% |
| Win Days % | 48.91% | 51.28% |
| Win Month % | 48.65% | 61.9% |
| Win Week % | 44.16% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |