| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 8.22% | 208.61% |
| Max Drawdown | -22.16% | -67.18% |
| Sharpe | 0.11 | 0.45 |
| Sortino | 0.16 | 0.65 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.54 | 1.07 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 0.51 | 0.99 |
| Outlier Win Ratio | 53.88 | 3.14 |
| Outlier Loss Ratio | 3.94 | 3.13 |
| Volatility (ann.) | 8.21% | 26.38% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.11 | 0.59 |
| Skew | -0.23 | 0.2 |
| Kurtosis | 69.97 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.72% |
| Expected Yearly % | 1.99% | 32.54% |
| Kelly Criterion | -3.18% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11382168:BTCUSD | 11382168:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 4.24 | -0.08 | + |
| 2023 | 155.54 | -7.70 | -0.05 | - |
| 2024 | 121.00 | 37.14 | 0.31 | - |
| 2025 | 17.02 | -17.99 | -1.06 | - |
| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -10.28% | 31.76% |
| 6M | -18.96% | 12.25% |
| YTD | -17.99% | 17.02% |
| 1Y | -4.92% | 57.19% |
| 3Y (ann.) | 3.72% | 55.42% |
| 5Y (ann.) | 2.37% | 39.6% |
| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| Max Drawdown | -22.16% | -67.18% |
| Longest DD Days | 754.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.33% |
| Avg. Drawdown Days | 59.0 | 31.0 |
| Recovery Factor | 0.37 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -22.16 | 173 |
| 2022-07-30 | 2024-08-23 | -21.79 | 754 |
| 2022-02-16 | 2022-07-04 | -14.74 | 138 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-09-28 | 2024-11-21 | -2.80 | 53 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-23 | 2024-12-13 | -1.77 | 20 |
| Metric | 11382168:btcusd:triple_med_gx:lsma95_70 | 11382168:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.4% | 35.75% |
| Worst Week | -8.45% | -29.64% |
| Best Month | 20.08% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 37.14% | 155.54% |
| Worst Year | -17.99% | -53.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 3.09% | 7.43% |
| Avg. Down Week | -2.23% | -5.29% |
| Avg. Up Month | 3.84% | 13.67% |
| Avg. Down Month | -4.78% | -10.23% |
| Win Days % | 45.5% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 45.45% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |