| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 36.15% | 208.61% |
| Max Drawdown | -15.48% | -67.18% |
| Sharpe | 0.35 | 0.45 |
| Sortino | 0.55 | 0.65 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 66.35 | 3.09 |
| Outlier Loss Ratio | 3.96 | 2.95 |
| Volatility (ann.) | 7.23% | 26.38% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.62 | 0.59 |
| Skew | 2.07 | 0.2 |
| Kurtosis | 97.67 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.72% |
| Expected Yearly % | 8.02% | 32.54% |
| Kelly Criterion | 3.1% | 9.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11383378:BTCUSD | 11383378:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 6.41 | -0.12 | + |
| 2023 | 155.54 | 7.22 | 0.05 | - |
| 2024 | 121.00 | 36.58 | 0.30 | - |
| 2025 | 17.02 | -12.62 | -0.74 | - |
| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -10.56% | 12.25% |
| YTD | -12.62% | 17.02% |
| 1Y | 6.3% | 57.19% |
| 3Y (ann.) | 12.3% | 55.42% |
| 5Y (ann.) | 9.57% | 39.6% |
| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| Max Drawdown | -15.48% | -67.18% |
| Longest DD Days | 510.0 | 683.0 |
| Avg. Drawdown | -2.61% | -6.33% |
| Avg. Drawdown Days | 34.0 | 31.0 |
| Recovery Factor | 2.34 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-06-11 | -15.48 | 149 |
| 2022-02-16 | 2022-07-05 | -12.34 | 139 |
| 2022-09-18 | 2024-02-11 | -11.48 | 510 |
| 2024-05-27 | 2024-08-21 | -5.95 | 86 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-05 | 2022-07-17 | -3.83 | 11 |
| 2024-04-04 | 2024-05-02 | -3.50 | 27 |
| 2024-02-20 | 2024-03-11 | -3.37 | 19 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-09-28 | 2024-11-21 | -2.99 | 53 |
| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -8.68% | -29.64% |
| Best Month | 22.23% | 43.77% |
| Worst Month | -8.68% | -37.12% |
| Best Year | 36.58% | 155.54% |
| Worst Year | -12.62% | -53.3% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 3.13% | 6.5% |
| Avg. Down Week | -1.98% | -4.59% |
| Avg. Up Month | 3.81% | 16.08% |
| Avg. Down Month | -3.07% | -12.38% |
| Win Days % | 45.83% | 51.28% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 50.67% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |