| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 59.85% | 164.18% |
| Max Drawdown | -19.39% | -67.18% |
| Sharpe | 0.38 | 0.41 |
| Sortino | 0.58 | 0.6 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.45 | 1.05 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 32.76 | 3.51 |
| Outlier Loss Ratio | 4.05 | 3.34 |
| Volatility (ann.) | 10.95% | 26.62% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.8 | 0.52 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 48.75 | 6.32 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.4% |
| Expected Yearly % | 12.44% | 27.49% |
| Kelly Criterion | 3.58% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.26% |
| Expected Shortfall (cVaR) | -0.93% | -2.26% |
| Year | 11409055:BTCUSD | 11409055:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 16.52 | -0.31 | + |
| 2023 | 155.54 | 30.83 | 0.20 | - |
| 2024 | 121.00 | 11.09 | 0.09 | - |
| 2025 | 1.87 | -5.61 | -3.00 | - |
| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.97% |
| 3M | -10.84% | -6.12% |
| 6M | -3.86% | 30.77% |
| YTD | -5.61% | 1.87% |
| 1Y | 3.87% | 56.91% |
| 3Y (ann.) | 8.4% | 36.16% |
| 5Y (ann.) | 15.47% | 34.71% |
| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| Max Drawdown | -19.39% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -3.71% | -5.98% |
| Avg. Drawdown Days | 41.0 | 30.0 |
| Recovery Factor | 3.09 | 2.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-10-21 | -19.39 | 548 |
| 2025-02-14 | 2025-05-01 | -16.18 | 75 |
| 2024-04-01 | 2024-10-16 | -13.53 | 198 |
| 2024-01-11 | 2024-03-04 | -9.81 | 52 |
| 2022-03-02 | 2022-04-19 | -9.28 | 48 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-12-09 | 2025-01-05 | -4.57 | 27 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2023-11-25 | 2023-12-03 | -2.88 | 8 |
| 2025-01-17 | 2025-02-14 | -2.82 | 27 |
| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.16% | 35.75% |
| Worst Week | -8.34% | -29.64% |
| Best Month | 21.36% | 43.77% |
| Worst Month | -11.22% | -37.12% |
| Best Year | 30.83% | 155.54% |
| Worst Year | -5.61% | -54.08% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.81% | 7.99% |
| Avg. Down Week | -2.41% | -3.36% |
| Avg. Up Month | 6.34% | 14.63% |
| Avg. Down Month | -3.0% | -11.45% |
| Win Days % | 49.22% | 51.19% |
| Win Month % | 45.0% | 60.98% |
| Win Week % | 49.45% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |