| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 43.75% | 196.5% |
| Max Drawdown | -17.16% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.65 | 0.64 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.75 | 0.69 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.34 | 3.14 |
| Outlier Loss Ratio | 3.77 | 2.96 |
| Volatility (ann.) | 7.5% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.67 | 0.57 |
| Skew | 3.08 | 0.2 |
| Kurtosis | 87.34 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.69% |
| Expected Yearly % | 9.5% | 31.22% |
| Kelly Criterion | 5.82% | 12.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11382546:BTCUSD | 11382546:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 10.48 | -0.19 | + |
| 2023 | 155.54 | 16.19 | 0.10 | - |
| 2024 | 121.00 | 13.06 | 0.11 | - |
| 2025 | 17.02 | -0.94 | -0.06 | - |
| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.51% | 31.76% |
| 6M | -2.21% | 12.25% |
| YTD | -0.94% | 17.02% |
| 1Y | 7.88% | 57.19% |
| 3Y (ann.) | 8.49% | 55.42% |
| 5Y (ann.) | 11.44% | 38.32% |
| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| Max Drawdown | -17.16% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.97% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 2.55 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -17.16 | 325 |
| 2024-04-04 | 2024-05-15 | -10.09 | 40 |
| 2025-01-07 | 2025-06-11 | -9.95 | 155 |
| 2023-04-15 | 2023-06-21 | -7.75 | 66 |
| 2024-08-20 | 2024-10-18 | -6.54 | 58 |
| 2023-10-08 | 2023-12-04 | -4.85 | 57 |
| 2024-01-31 | 2024-04-04 | -3.98 | 63 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2023-12-05 | 2024-01-31 | -3.19 | 57 |
| 2024-05-16 | 2024-08-20 | -3.13 | 95 |
| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 10.62% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 14.76% | 43.77% |
| Worst Month | -4.91% | -37.12% |
| Best Year | 16.19% | 155.54% |
| Worst Year | -0.94% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.8% | 8.73% |
| Avg. Down Week | -2.54% | -4.27% |
| Avg. Up Month | 4.93% | 17.63% |
| Avg. Down Month | -2.13% | -14.69% |
| Win Days % | 47.2% | 51.33% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |