| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 16.02% | 208.61% |
| Max Drawdown | -20.54% | -67.18% |
| Sharpe | 0.19 | 0.45 |
| Sortino | 0.3 | 0.65 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.96 | 3.05 |
| Outlier Loss Ratio | 4.33 | 3.02 |
| Volatility (ann.) | 7.15% | 26.38% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.22 | 0.59 |
| Skew | 2.78 | 0.2 |
| Kurtosis | 81.43 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.72% |
| Expected Yearly % | 3.79% | 32.54% |
| Kelly Criterion | -2.13% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11383489:BTCUSD | 11383489:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 3.79 | -0.07 | + |
| 2023 | 155.54 | -9.42 | -0.06 | - |
| 2024 | 121.00 | 39.12 | 0.32 | - |
| 2025 | 17.02 | -11.29 | -0.66 | - |
| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -8.78% | 31.76% |
| 6M | -10.29% | 12.25% |
| YTD | -11.29% | 17.02% |
| 1Y | -2.07% | 57.19% |
| 3Y (ann.) | 1.5% | 55.42% |
| 5Y (ann.) | 4.5% | 39.6% |
| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| Max Drawdown | -20.54% | -67.18% |
| Longest DD Days | 670.0 | 683.0 |
| Avg. Drawdown | -3.01% | -6.33% |
| Avg. Drawdown Days | 49.0 | 31.0 |
| Recovery Factor | 0.78 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-05-20 | -20.54 | 670 |
| 2025-01-19 | 2025-06-11 | -17.02 | 142 |
| 2024-05-21 | 2024-07-26 | -7.23 | 66 |
| 2022-06-11 | 2022-07-06 | -5.08 | 25 |
| 2024-07-27 | 2024-08-23 | -3.91 | 26 |
| 2022-04-02 | 2022-05-30 | -3.59 | 57 |
| 2022-02-17 | 2022-04-01 | -3.05 | 43 |
| 2022-07-07 | 2022-07-19 | -2.78 | 12 |
| 2024-11-23 | 2024-12-15 | -2.38 | 22 |
| 2024-08-26 | 2024-09-26 | -1.90 | 31 |
| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.25% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 14.87% | 43.77% |
| Worst Month | -6.73% | -37.12% |
| Best Year | 39.12% | 155.54% |
| Worst Year | -11.29% | -53.3% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.69% | 6.72% |
| Avg. Down Week | -1.58% | -6.81% |
| Avg. Up Month | 3.56% | 18.18% |
| Avg. Down Month | -2.88% | -12.03% |
| Win Days % | 43.9% | 51.28% |
| Win Month % | 40.0% | 61.9% |
| Win Week % | 41.38% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |