| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 15.12% | 208.61% |
| Max Drawdown | -27.23% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.22 | 0.65 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 28.77 | 3.7 |
| Outlier Loss Ratio | 4.3 | 3.67 |
| Volatility (ann.) | 12.56% | 26.38% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.16 | 0.59 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 43.89 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.72% |
| Expected Yearly % | 3.58% | 32.54% |
| Kelly Criterion | -2.19% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.24% |
| Expected Shortfall (cVaR) | -1.08% | -2.24% |
| Year | 11388399:BTCUSD | 11388399:btcusd:triple_med_gx:lsma30_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 4.02 | -0.08 | + |
| 2023 | 155.54 | -10.86 | -0.07 | - |
| 2024 | 121.00 | 18.62 | 0.15 | - |
| 2025 | 17.02 | 4.68 | 0.27 | - |
| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| MTD | -3.38% | 4.4% |
| 3M | -1.89% | 31.76% |
| 6M | 2.58% | 12.25% |
| YTD | 4.68% | 17.02% |
| 1Y | 9.43% | 57.19% |
| 3Y (ann.) | 3.32% | 55.42% |
| 5Y (ann.) | 4.26% | 39.6% |
| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| Max Drawdown | -27.23% | -67.18% |
| Longest DD Days | 1092.0 | 683.0 |
| Avg. Drawdown | -5.09% | -6.33% |
| Avg. Drawdown Days | 91.0 | 31.0 |
| Recovery Factor | 0.56 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2025-04-01 | -27.23 | 1092 |
| 2022-02-16 | 2022-03-09 | -14.90 | 21 |
| 2025-04-02 | 2025-05-20 | -8.80 | 48 |
| 2025-05-21 | 2025-06-11 | -7.56 | 21 |
| 2022-04-03 | 2022-04-04 | -2.33 | 1 |
| 2022-01-24 | 2022-01-25 | -1.86 | 0 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| 2022-01-25 | 2022-01-26 | -0.81 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -15.03% | -37.12% |
| Best Year | 18.62% | 155.54% |
| Worst Year | -10.86% | -53.3% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.49% | 6.52% |
| Avg. Down Week | -2.84% | -4.36% |
| Avg. Up Month | 5.25% | 14.28% |
| Avg. Down Month | -3.58% | -12.19% |
| Win Days % | 45.07% | 51.28% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 47.5% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |