| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 21.33% | 182.99% |
| Max Drawdown | -22.61% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.36 | 1.25 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.69 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.89 | 3.1 |
| Outlier Loss Ratio | 4.38 | 2.91 |
| Volatility (ann.) | 7.12% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.26 | 0.54 |
| Skew | 6.53 | 0.2 |
| Kurtosis | 164.21 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.57% |
| Expected Yearly % | 4.95% | 29.7% |
| Kelly Criterion | -0.66% | 12.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11399494:BTCUSD | 11399494:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 13.78 | -0.24 | + |
| 2023 | 155.54 | 3.87 | 0.02 | - |
| 2024 | 121.00 | -6.47 | -0.05 | - |
| 2025 | 16.76 | 9.78 | 0.58 | - |
| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| MTD | 1.76% | 4.16% |
| 3M | 8.92% | 31.46% |
| 6M | 8.04% | 12.77% |
| YTD | 9.78% | 16.76% |
| 1Y | 11.77% | 56.84% |
| 3Y (ann.) | 1.4% | 55.31% |
| 5Y (ann.) | 5.93% | 36.34% |
| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| Max Drawdown | -22.61% | -67.18% |
| Longest DD Days | 772.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.9% |
| Avg. Drawdown Days | 91.0 | 35.0 |
| Recovery Factor | 0.94 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-01 | 2025-06-11 | -22.61 | 772 |
| 2022-05-16 | 2023-02-15 | -8.72 | 275 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-15 | -3.90 | 25 |
| 2022-04-17 | 2022-04-18 | -2.06 | 0 |
| 2023-03-13 | 2023-03-13 | -1.64 | 0 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2023-04-11 | 2023-04-27 | -0.87 | 15 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-05 | -0.29 | 4 |
| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.09% | 35.75% |
| Worst Week | -5.73% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 13.78% | 155.54% |
| Worst Year | -6.47% | -57.08% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 1.81% | 7.39% |
| Avg. Down Week | -2.05% | -2.45% |
| Avg. Up Month | 2.9% | 11.48% |
| Avg. Down Month | -3.12% | -9.21% |
| Win Days % | 42.06% | 51.31% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 53.03% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |