| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 54.1% | 208.61% |
| Max Drawdown | -18.07% | -67.18% |
| Sharpe | 0.47 | 0.45 |
| Sortino | 0.78 | 0.65 |
| Payoff Ratio | 1.35 | 1.19 |
| Profit Factor | 1.25 | 1.08 |
| Common Sense Ratio | 0.41 | 1.07 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 0.33 | 0.99 |
| Outlier Win Ratio | 55.72 | 3.13 |
| Outlier Loss Ratio | 4.68 | 3.03 |
| Volatility (ann.) | 7.38% | 26.38% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.76 | 0.59 |
| Skew | 3.26 | 0.2 |
| Kurtosis | 77.61 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.72% |
| Expected Yearly % | 11.42% | 32.54% |
| Kelly Criterion | 4.55% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11383545:BTCUSD | 11383545:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 9.50 | -0.18 | + |
| 2023 | 155.54 | -6.33 | -0.04 | - |
| 2024 | 121.00 | 47.87 | 0.40 | - |
| 2025 | 17.02 | 1.61 | 0.09 | - |
| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.08% | 31.76% |
| 6M | 4.49% | 12.25% |
| YTD | 1.61% | 17.02% |
| 1Y | 21.91% | 57.19% |
| 3Y (ann.) | 11.26% | 55.42% |
| 5Y (ann.) | 13.66% | 39.6% |
| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| Max Drawdown | -18.07% | -67.18% |
| Longest DD Days | 589.0 | 683.0 |
| Avg. Drawdown | -2.64% | -6.33% |
| Avg. Drawdown Days | 40.0 | 31.0 |
| Recovery Factor | 2.99 | 3.11 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-09 | 2024-05-20 | -18.07 | 589 |
| 2022-06-01 | 2022-09-09 | -11.81 | 100 |
| 2025-01-30 | 2025-06-11 | -10.05 | 132 |
| 2024-05-21 | 2024-07-15 | -7.55 | 55 |
| 2022-02-15 | 2022-05-02 | -5.06 | 75 |
| 2022-05-02 | 2022-05-30 | -2.87 | 27 |
| 2025-01-10 | 2025-01-15 | -2.09 | 4 |
| 2024-09-25 | 2024-09-26 | -1.81 | 1 |
| 2024-11-23 | 2024-12-15 | -1.75 | 22 |
| 2022-01-25 | 2022-01-25 | -1.68 | 0 |
| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.55% | -9.32% |
| Best Week | 11.03% | 35.75% |
| Worst Week | -7.68% | -29.64% |
| Best Month | 15.73% | 43.77% |
| Worst Month | -10.1% | -37.12% |
| Best Year | 47.87% | 155.54% |
| Worst Year | -6.33% | -53.3% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.64% | -0.75% |
| Avg. Up Week | 2.56% | 5.73% |
| Avg. Down Week | -1.74% | -7.18% |
| Avg. Up Month | 4.21% | 16.58% |
| Avg. Down Month | -4.07% | -12.78% |
| Win Days % | 45.19% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 48.86% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |