| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 11.5% | 208.61% |
| Max Drawdown | -25.81% | -67.18% |
| Sharpe | 0.13 | 0.45 |
| Sortino | 0.19 | 0.65 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 34.9 | 3.61 |
| Outlier Loss Ratio | 4.02 | 3.44 |
| Volatility (ann.) | 11.45% | 26.38% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.13 | 0.59 |
| Skew | 1.14 | 0.2 |
| Kurtosis | 55.14 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.72% |
| Expected Yearly % | 2.76% | 32.54% |
| Kelly Criterion | -1.7% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11388459:BTCUSD | 11388459:btcusd:triple_med_gx:lsma40_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -5.11 | 0.10 | + |
| 2023 | 155.54 | -5.85 | -0.04 | - |
| 2024 | 121.00 | 21.87 | 0.18 | - |
| 2025 | 17.02 | 2.40 | 0.14 | - |
| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| MTD | -0.44% | 4.4% |
| 3M | -0.17% | 31.76% |
| 6M | 2.99% | 12.25% |
| YTD | 2.4% | 17.02% |
| 1Y | -1.08% | 57.19% |
| 3Y (ann.) | 8.02% | 55.42% |
| 5Y (ann.) | 3.27% | 39.6% |
| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| Max Drawdown | -25.81% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -6.76% | -6.33% |
| Avg. Drawdown Days | 121.0 | 31.0 |
| Recovery Factor | 0.45 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-27 | -25.81 | 761 |
| 2024-08-09 | 2025-06-11 | -14.68 | 306 |
| 2024-03-13 | 2024-04-18 | -12.86 | 35 |
| 2024-06-17 | 2024-08-08 | -5.66 | 52 |
| 2024-04-20 | 2024-06-05 | -2.93 | 45 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-01-25 | 2022-01-26 | -0.99 | 0 |
| 2024-06-05 | 2024-06-16 | -0.44 | 11 |
| 2024-03-12 | 2024-03-12 | -0.18 | 0 |
| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.3% | 35.75% |
| Worst Week | -10.49% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -13.39% | -37.12% |
| Best Year | 21.87% | 155.54% |
| Worst Year | -5.85% | -53.3% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.56% | 5.83% |
| Avg. Down Week | -2.46% | -5.07% |
| Avg. Up Month | 5.21% | 14.39% |
| Avg. Down Month | -2.63% | -15.71% |
| Win Days % | 45.99% | 51.28% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 43.4% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |