| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 59.98% | 235.18% |
| Max Drawdown | -15.17% | -67.18% |
| Sharpe | 0.53 | 0.46 |
| Sortino | 0.88 | 0.67 |
| Payoff Ratio | 1.31 | 1.15 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 63.53 | 3.15 |
| Outlier Loss Ratio | 4.34 | 2.96 |
| Volatility (ann.) | 6.86% | 26.15% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.95 | 0.62 |
| Skew | 3.18 | 0.2 |
| Kurtosis | 78.22 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.85% |
| Expected Yearly % | 12.47% | 35.31% |
| Kelly Criterion | 6.12% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.22% |
| Expected Shortfall (cVaR) | -0.58% | -2.22% |
| Year | 11383433:BTCUSD | 11383433:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 32.19 | -0.60 | + |
| 2023 | 155.54 | -1.97 | -0.01 | - |
| 2024 | 121.00 | 31.42 | 0.26 | - |
| 2025 | 27.10 | -6.06 | -0.22 | - |
| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| MTD | 0.1% | 10.71% |
| 3M | 1.3% | 41.88% |
| 6M | -8.65% | 22.91% |
| YTD | -6.06% | 27.1% |
| 1Y | 9.85% | 82.29% |
| 3Y (ann.) | 12.32% | 77.48% |
| 5Y (ann.) | 14.47% | 41.61% |
| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| Max Drawdown | -15.17% | -67.18% |
| Longest DD Days | 350.0 | 683.0 |
| Avg. Drawdown | -2.24% | -6.18% |
| Avg. Drawdown Days | 28.0 | 30.0 |
| Recovery Factor | 3.96 | 3.5 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-07-17 | -15.17 | 169 |
| 2023-03-27 | 2024-03-11 | -9.50 | 350 |
| 2024-05-27 | 2024-08-21 | -7.24 | 86 |
| 2022-02-16 | 2022-05-30 | -5.98 | 103 |
| 2024-03-11 | 2024-05-02 | -5.29 | 51 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2022-10-10 | 2023-01-04 | -4.33 | 86 |
| 2024-12-19 | 2025-01-27 | -4.13 | 39 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-30 | 2022-08-10 | -3.50 | 10 |
| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 9.67% | 35.75% |
| Worst Week | -6.08% | -29.64% |
| Best Month | 19.43% | 43.77% |
| Worst Month | -7.44% | -37.12% |
| Best Year | 32.19% | 155.54% |
| Worst Year | -6.06% | -53.3% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.67% | -0.79% |
| Avg. Up Week | 2.5% | 6.39% |
| Avg. Down Week | -1.39% | -4.99% |
| Avg. Up Month | 3.26% | 15.97% |
| Avg. Down Month | -2.57% | -9.68% |
| Win Days % | 46.77% | 51.29% |
| Win Month % | 60.98% | 62.79% |
| Win Week % | 56.47% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |