| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 42.22% | 196.5% |
| Max Drawdown | -12.11% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 0.39 | 1.07 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 0.32 | 0.99 |
| Outlier Win Ratio | 56.88 | 3.16 |
| Outlier Loss Ratio | 3.81 | 3.02 |
| Volatility (ann.) | 7.78% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.92 | 0.57 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 77.14 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.69% |
| Expected Yearly % | 9.2% | 31.22% |
| Kelly Criterion | 5.69% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11381282:BTCUSD | 11381282:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 17.19 | -0.31 | + |
| 2023 | 155.54 | 16.67 | 0.11 | - |
| 2024 | 121.00 | 7.18 | 0.06 | - |
| 2025 | 17.02 | -2.95 | -0.17 | - |
| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.3% | 31.76% |
| 6M | -1.05% | 12.25% |
| YTD | -2.95% | 17.02% |
| 1Y | 9.84% | 57.19% |
| 3Y (ann.) | 8.51% | 55.42% |
| 5Y (ann.) | 11.08% | 38.32% |
| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| Max Drawdown | -12.11% | -67.18% |
| Longest DD Days | 283.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.97% |
| Avg. Drawdown Days | 46.0 | 36.0 |
| Recovery Factor | 3.49 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-31 | 2024-11-10 | -12.11 | 283 |
| 2022-04-26 | 2022-10-03 | -11.68 | 160 |
| 2025-01-07 | 2025-06-11 | -9.84 | 155 |
| 2023-04-16 | 2023-06-21 | -7.51 | 65 |
| 2022-03-04 | 2022-03-09 | -7.13 | 4 |
| 2022-10-26 | 2023-03-17 | -6.24 | 141 |
| 2023-08-08 | 2023-12-04 | -6.05 | 118 |
| 2023-12-05 | 2024-01-31 | -3.19 | 57 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-08-08 | -1.88 | 47 |
| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.03% | 35.75% |
| Worst Week | -7.12% | -29.64% |
| Best Month | 11.03% | 43.77% |
| Worst Month | -5.65% | -37.12% |
| Best Year | 17.19% | 155.54% |
| Worst Year | -2.95% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.89% | 8.24% |
| Avg. Down Week | -3.05% | -4.71% |
| Avg. Up Month | 4.88% | 15.61% |
| Avg. Down Month | -2.29% | -16.23% |
| Win Days % | 48.39% | 51.33% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.98% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |