| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 7.67% | 208.61% |
| Max Drawdown | -28.8% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.16 | 0.65 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 41.73 | 3.35 |
| Outlier Loss Ratio | 4.11 | 3.29 |
| Volatility (ann.) | 10.0% | 26.38% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.08 | 0.59 |
| Skew | 1.79 | 0.2 |
| Kurtosis | 77.64 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.72% |
| Expected Yearly % | 1.87% | 32.54% |
| Kelly Criterion | -2.61% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11388738:BTCUSD | 11388738:btcusd:triple_med_gx:lsma55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -13.23 | 0.25 | + |
| 2023 | 155.54 | 26.84 | 0.17 | - |
| 2024 | 121.00 | -11.38 | -0.09 | - |
| 2025 | 17.02 | 10.40 | 0.61 | - |
| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.4% |
| 3M | 2.53% | 31.76% |
| 6M | 9.7% | 12.25% |
| YTD | 10.4% | 17.02% |
| 1Y | -11.03% | 57.19% |
| 3Y (ann.) | 1.39% | 55.42% |
| 5Y (ann.) | 2.21% | 39.6% |
| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -67.18% |
| Longest DD Days | 690.0 | 683.0 |
| Avg. Drawdown | -4.7% | -6.33% |
| Avg. Drawdown Days | 76.0 | 31.0 |
| Recovery Factor | 0.27 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-03-25 | -28.80 | 690 |
| 2024-06-20 | 2025-06-11 | -22.49 | 355 |
| 2024-03-26 | 2024-06-04 | -5.92 | 70 |
| 2022-03-17 | 2022-05-05 | -5.79 | 49 |
| 2022-01-30 | 2022-02-28 | -5.51 | 29 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-06-05 | 2024-06-20 | -1.48 | 14 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 10.42% | 43.77% |
| Worst Month | -15.88% | -37.12% |
| Best Year | 26.84% | 155.54% |
| Worst Year | -13.23% | -53.3% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.22% | 7.5% |
| Avg. Down Week | -2.49% | -3.62% |
| Avg. Up Month | 4.12% | 14.35% |
| Avg. Down Month | -4.51% | -13.29% |
| Win Days % | 44.86% | 51.28% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 47.83% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |