| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 34.65% | 208.61% |
| Max Drawdown | -14.98% | -67.18% |
| Sharpe | 0.33 | 0.45 |
| Sortino | 0.51 | 0.65 |
| Payoff Ratio | 1.23 | 1.24 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.66 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 59.02 | 3.1 |
| Outlier Loss Ratio | 3.96 | 3.01 |
| Volatility (ann.) | 7.64% | 26.38% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.61 | 0.59 |
| Skew | 2.14 | 0.2 |
| Kurtosis | 91.55 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.72% |
| Expected Yearly % | 7.72% | 32.54% |
| Kelly Criterion | 1.58% | 11.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11382057:BTCUSD | 11382057:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 14.45 | -0.27 | + |
| 2023 | 155.54 | -6.99 | -0.04 | - |
| 2024 | 121.00 | 44.43 | 0.37 | - |
| 2025 | 17.02 | -12.42 | -0.73 | - |
| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.63% | 31.76% |
| 6M | -12.41% | 12.25% |
| YTD | -12.42% | 17.02% |
| 1Y | 6.09% | 57.19% |
| 3Y (ann.) | 9.18% | 55.42% |
| 5Y (ann.) | 9.21% | 39.6% |
| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| Max Drawdown | -14.98% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -3.32% | -6.33% |
| Avg. Drawdown Days | 44.0 | 31.0 |
| Recovery Factor | 2.31 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -14.98 | 179 |
| 2022-09-04 | 2024-04-04 | -14.89 | 577 |
| 2022-03-09 | 2022-07-18 | -13.59 | 130 |
| 2024-05-27 | 2024-08-23 | -10.55 | 88 |
| 2024-04-04 | 2024-05-15 | -6.95 | 41 |
| 2022-07-20 | 2022-08-13 | -3.97 | 23 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-05-18 | 2024-05-27 | -1.82 | 9 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -8.39% | -29.64% |
| Best Month | 15.23% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 44.43% | 155.54% |
| Worst Year | -12.42% | -53.3% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 3.35% | 7.51% |
| Avg. Down Week | -2.4% | -3.89% |
| Avg. Up Month | 4.33% | 14.72% |
| Avg. Down Month | -4.38% | -13.06% |
| Win Days % | 45.7% | 51.28% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 51.25% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |