| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.6% | 208.61% |
| Max Drawdown | -22.84% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.37 | 0.65 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.63 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.67 | 3.18 |
| Outlier Loss Ratio | 3.9 | 3.05 |
| Volatility (ann.) | 8.13% | 26.38% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.29 | 0.59 |
| Skew | 1.89 | 0.2 |
| Kurtosis | 83.06 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.72% |
| Expected Yearly % | 5.65% | 32.54% |
| Kelly Criterion | 0.98% | 10.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11382113:BTCUSD | 11382113:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 16.02 | -0.30 | + |
| 2023 | 155.54 | 0.35 | 0.00 | - |
| 2024 | 121.00 | 25.41 | 0.21 | - |
| 2025 | 17.02 | -14.66 | -0.86 | - |
| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.47% | 31.76% |
| 6M | -20.25% | 12.25% |
| YTD | -14.66% | 17.02% |
| 1Y | -4.23% | 57.19% |
| 3Y (ann.) | 6.42% | 55.42% |
| 5Y (ann.) | 6.73% | 39.6% |
| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| Max Drawdown | -22.84% | -67.18% |
| Longest DD Days | 552.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.33% |
| Avg. Drawdown Days | 45.0 | 31.0 |
| Recovery Factor | 1.08 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -22.84 | 179 |
| 2022-09-06 | 2024-03-11 | -13.91 | 552 |
| 2022-03-09 | 2022-07-16 | -13.40 | 128 |
| 2024-04-04 | 2024-08-21 | -7.96 | 139 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-10-25 | 2024-11-20 | -2.40 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -7.08% | -29.64% |
| Best Month | 25.11% | 43.77% |
| Worst Month | -10.23% | -37.12% |
| Best Year | 25.41% | 155.54% |
| Worst Year | -14.66% | -53.3% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.42% | 6.38% |
| Avg. Down Week | -2.21% | -4.56% |
| Avg. Up Month | 4.66% | 14.8% |
| Avg. Down Month | -4.74% | -11.77% |
| Win Days % | 44.97% | 51.28% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 48.72% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |