| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 54.1% | 199.65% |
| Max Drawdown | -20.81% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.65 | 0.64 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 47.41 | 3.27 |
| Outlier Loss Ratio | 3.87 | 3.15 |
| Volatility (ann.) | 8.66% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.66 | 0.57 |
| Skew | 2.06 | 0.2 |
| Kurtosis | 64.01 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.65% |
| Expected Yearly % | 11.42% | 31.57% |
| Kelly Criterion | 5.73% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11381177:BTCUSD | 11381177:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 10.10 | -0.18 | + |
| 2023 | 155.54 | 28.44 | 0.18 | - |
| 2024 | 121.00 | 7.97 | 0.07 | - |
| 2025 | 17.02 | 0.93 | 0.05 | - |
| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.53% | 31.76% |
| 6M | 2.54% | 12.25% |
| YTD | 0.93% | 17.02% |
| 1Y | 9.93% | 57.19% |
| 3Y (ann.) | 15.37% | 55.42% |
| 5Y (ann.) | 13.69% | 38.5% |
| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| Max Drawdown | -20.81% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.29% |
| Avg. Drawdown Days | 45.0 | 31.0 |
| Recovery Factor | 2.6 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2022-10-26 | -20.81 | 262 |
| 2024-03-05 | 2024-05-27 | -12.96 | 83 |
| 2024-01-08 | 2024-03-04 | -10.46 | 56 |
| 2025-01-07 | 2025-05-18 | -9.69 | 131 |
| 2023-08-04 | 2023-10-23 | -7.86 | 80 |
| 2023-01-04 | 2023-06-20 | -4.49 | 166 |
| 2024-07-10 | 2024-08-20 | -4.36 | 40 |
| 2024-08-30 | 2024-10-16 | -3.99 | 47 |
| 2024-05-27 | 2024-07-10 | -3.47 | 43 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 12.58% | 35.75% |
| Worst Week | -12.36% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -11.41% | -37.12% |
| Best Year | 28.44% | 155.54% |
| Worst Year | 0.93% | -54.66% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.79% | 7.34% |
| Avg. Down Week | -3.32% | -3.56% |
| Avg. Up Month | 6.1% | 18.18% |
| Avg. Down Month | -4.91% | -16.66% |
| Win Days % | 50.23% | 51.27% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 57.97% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |