| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 34.68% | 188.02% |
| Max Drawdown | -27.36% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.43 | 0.61 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.17 | 1.06 |
| CPC Index | 0.63 | 0.66 |
| Tail Ratio | 0.15 | 0.99 |
| Outlier Win Ratio | 51.75 | 3.3 |
| Outlier Loss Ratio | 3.83 | 3.05 |
| Volatility (ann.) | 9.3% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 0.53 |
| Skew | 2.63 | 0.18 |
| Kurtosis | 102.78 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.49% |
| Expected Yearly % | 7.73% | 30.27% |
| Kelly Criterion | -1.42% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11370321:BTCUSD | 11370321:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -26.87 | 0.44 | + |
| 2023 | 155.54 | 22.28 | 0.14 | - |
| 2024 | 121.00 | 37.47 | 0.31 | - |
| 2025 | 30.14 | 9.55 | 0.32 | - |
| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 12.01% | 45.08% |
| 6M | 9.55% | 28.47% |
| YTD | 9.55% | 30.14% |
| 1Y | 21.69% | 105.13% |
| 3Y (ann.) | 16.28% | 81.7% |
| 5Y (ann.) | 8.93% | 35.5% |
| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| Max Drawdown | -27.36% | -67.18% |
| Longest DD Days | 487.0 | 683.0 |
| Avg. Drawdown | -5.02% | -7.5% |
| Avg. Drawdown Days | 71.0 | 36.0 |
| Recovery Factor | 1.27 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-05-28 | -27.36 | 487 |
| 2025-03-03 | 2025-07-14 | -16.83 | 133 |
| 2023-06-14 | 2024-03-25 | -13.27 | 284 |
| 2024-06-20 | 2024-08-23 | -6.72 | 64 |
| 2024-12-26 | 2025-03-02 | -4.37 | 66 |
| 2024-04-08 | 2024-05-13 | -2.71 | 34 |
| 2024-10-07 | 2024-11-06 | -2.64 | 30 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-11-07 | 2024-12-15 | -2.34 | 37 |
| 2024-03-25 | 2024-04-08 | -2.00 | 13 |
| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -8.82% | -29.64% |
| Best Month | 14.41% | 43.77% |
| Worst Month | -12.72% | -37.12% |
| Best Year | 37.47% | 155.54% |
| Worst Year | -26.87% | -60.81% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 3.42% | 7.65% |
| Avg. Down Week | -1.92% | -3.53% |
| Avg. Up Month | 4.79% | 16.77% |
| Avg. Down Month | -3.03% | -11.65% |
| Win Days % | 43.89% | 51.26% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 45.0% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |