| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 25.12% | 178.52% |
| Max Drawdown | -42.82% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.31 | 0.59 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.57 | 0.99 |
| Outlier Win Ratio | 40.14 | 3.36 |
| Outlier Loss Ratio | 4.09 | 3.28 |
| Volatility (ann.) | 10.28% | 26.3% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.15 | 0.51 |
| Skew | 1.14 | 0.18 |
| Kurtosis | 74.86 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.41% |
| Expected Yearly % | 5.76% | 29.19% |
| Kelly Criterion | -2.91% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.23% |
| Expected Shortfall (cVaR) | -0.88% | -2.23% |
| Year | 11370277:BTCUSD | 11370277:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.10 | -28.68 | 0.46 | + |
| 2023 | 155.54 | 12.66 | 0.08 | - |
| 2024 | 121.00 | 32.45 | 0.27 | - |
| 2025 | 30.14 | 17.57 | 0.58 | - |
| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 6.26% | 45.08% |
| 6M | 13.12% | 28.47% |
| YTD | 17.57% | 30.14% |
| 1Y | 28.4% | 105.13% |
| 3Y (ann.) | 22.69% | 81.7% |
| 5Y (ann.) | 6.61% | 33.98% |
| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| Max Drawdown | -42.82% | -67.18% |
| Longest DD Days | 992.0 | 683.0 |
| Avg. Drawdown | -3.96% | -7.72% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 0.59 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-10-14 | -42.82 | 992 |
| 2025-04-02 | 2025-04-22 | -7.67 | 19 |
| 2025-06-03 | 2025-07-14 | -7.59 | 40 |
| 2025-01-30 | 2025-03-02 | -6.93 | 31 |
| 2025-03-03 | 2025-03-24 | -6.29 | 21 |
| 2024-12-01 | 2025-01-15 | -4.14 | 44 |
| 2025-05-02 | 2025-05-08 | -1.75 | 5 |
| 2024-10-15 | 2024-10-28 | -1.63 | 13 |
| 2025-04-01 | 2025-04-02 | -1.43 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 8.86% | 35.75% |
| Worst Week | -8.34% | -29.64% |
| Best Month | 9.64% | 43.77% |
| Worst Month | -13.38% | -37.12% |
| Best Year | 32.45% | 155.54% |
| Worst Year | -28.68% | -62.1% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 2.66% | 6.69% |
| Avg. Down Week | -2.66% | -5.01% |
| Avg. Up Month | 4.85% | 14.57% |
| Avg. Down Month | -3.92% | -12.61% |
| Win Days % | 44.88% | 51.24% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 51.52% | 51.34% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |