| Metric | 11382501:btcusd:triple_med_gx:lsma95_70 | 11382501:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 28.84% | 183.93% |
| Max Drawdown | -16.57% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.44 | 0.62 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 57.84 | 3.16 |
| Outlier Loss Ratio | 3.94 | 3.03 |
| Volatility (ann.) | 7.67% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.47 | 0.54 |
| Skew | 1.79 | 0.2 |
| Kurtosis | 71.66 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.58% |
| Expected Yearly % | 6.54% | 29.81% |
| Kelly Criterion | 2.98% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11382501:BTCUSD | 11382501:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 9.17 | -0.16 | + |
| 2023 | 155.54 | 8.21 | 0.05 | - |
| 2024 | 121.00 | 12.88 | 0.11 | - |
| 2025 | 17.02 | -3.39 | -0.20 | - |
| Metric | 11382501:btcusd:triple_med_gx:lsma95_70 | 11382501:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.51% | 31.76% |
| 6M | -2.08% | 12.25% |
| YTD | -3.39% | 17.02% |
| 1Y | -0.65% | 57.19% |
| 3Y (ann.) | 4.55% | 55.42% |
| 5Y (ann.) | 7.84% | 36.44% |
| Metric | 11382501:btcusd:triple_med_gx:lsma95_70 | 11382501:BTCUSD |
|---|---|---|
| Max Drawdown | -16.57% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.73% |
| Avg. Drawdown Days | 67.0 | 34.0 |
| Recovery Factor | 1.74 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2024-03-04 | -16.57 | 678 |
| 2025-01-07 | 2025-06-11 | -14.81 | 155 |
| 2024-03-05 | 2024-05-15 | -12.96 | 71 |
| 2024-05-16 | 2024-11-10 | -8.39 | 178 |
| 2022-03-06 | 2022-03-22 | -3.73 | 15 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2024-11-10 | 2024-12-16 | -1.56 | 35 |
| 2024-12-16 | 2025-01-05 | -0.96 | 20 |
| 2022-02-05 | 2022-03-05 | -0.89 | 27 |
| Metric | 11382501:btcusd:triple_med_gx:lsma95_70 | 11382501:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.48% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 12.15% | 43.77% |
| Worst Month | -8.23% | -37.12% |
| Best Year | 12.88% | 155.54% |
| Worst Year | -3.39% | -57.04% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 4.02% | 8.95% |
| Avg. Down Week | -2.55% | -3.82% |
| Avg. Up Month | 5.02% | 16.36% |
| Avg. Down Month | -3.15% | -14.51% |
| Win Days % | 45.78% | 51.31% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 45.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |