| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 11.63% | 208.61% |
| Max Drawdown | -26.18% | -67.18% |
| Sharpe | 0.13 | 0.45 |
| Sortino | 0.19 | 0.65 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 28.57 | 3.69 |
| Outlier Loss Ratio | 4.19 | 3.65 |
| Volatility (ann.) | 12.6% | 26.38% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.13 | 0.59 |
| Skew | 1.66 | 0.2 |
| Kurtosis | 44.04 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.72% |
| Expected Yearly % | 2.79% | 32.54% |
| Kelly Criterion | -2.8% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.24% |
| Expected Shortfall (cVaR) | -1.08% | -2.24% |
| Year | 11388455:BTCUSD | 11388455:btcusd:triple_med_gx:lsma30_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 9.28 | -0.17 | + |
| 2023 | 155.54 | -15.79 | -0.10 | - |
| 2024 | 121.00 | 13.65 | 0.11 | - |
| 2025 | 17.02 | 6.73 | 0.40 | - |
| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| MTD | -2.38% | 4.4% |
| 3M | -1.08% | 31.76% |
| 6M | 4.0% | 12.25% |
| YTD | 6.73% | 17.02% |
| 1Y | 4.22% | 57.19% |
| 3Y (ann.) | 4.15% | 55.42% |
| 5Y (ann.) | 3.31% | 39.6% |
| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| Max Drawdown | -26.18% | -67.18% |
| Longest DD Days | 818.0 | 683.0 |
| Avg. Drawdown | -5.41% | -6.33% |
| Avg. Drawdown Days | 71.0 | 31.0 |
| Recovery Factor | 0.44 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-11-21 | -26.18 | 818 |
| 2022-04-05 | 2022-08-23 | -22.20 | 140 |
| 2022-02-16 | 2022-03-09 | -17.01 | 21 |
| 2024-11-30 | 2025-05-21 | -11.86 | 172 |
| 2025-05-28 | 2025-06-11 | -5.53 | 14 |
| 2022-03-17 | 2022-04-04 | -2.13 | 18 |
| 2024-11-21 | 2024-11-29 | -1.55 | 7 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-01-26 | 2022-02-15 | -1.08 | 20 |
| 2022-01-25 | 2022-01-26 | -0.81 | 0 |
| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.13% | 35.75% |
| Worst Week | -9.65% | -29.64% |
| Best Month | 13.91% | 43.77% |
| Worst Month | -12.88% | -37.12% |
| Best Year | 13.65% | 155.54% |
| Worst Year | -15.79% | -53.3% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.64% | 5.98% |
| Avg. Down Week | -3.01% | -4.13% |
| Avg. Up Month | 6.4% | 14.99% |
| Avg. Down Month | -5.45% | -10.85% |
| Win Days % | 46.07% | 51.28% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 47.5% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |