| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -0.62% | 198.43% |
| Max Drawdown | -28.75% | -67.18% |
| Sharpe | 0.04 | 0.43 |
| Sortino | 0.05 | 0.62 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.8 | 3.17 |
| Outlier Loss Ratio | 3.72 | 3.04 |
| Volatility (ann.) | 8.34% | 26.29% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.01 | 0.55 |
| Skew | 2.11 | 0.19 |
| Kurtosis | 108.53 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.58% |
| Expected Yearly % | -0.16% | 31.43% |
| Kelly Criterion | -8.89% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11370331:BTCUSD | 11370331:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -7.10 | 0.12 | + |
| 2023 | 155.54 | 9.16 | 0.06 | - |
| 2024 | 121.00 | -1.96 | -0.02 | - |
| 2025 | 30.14 | -0.06 | -0.00 | - |
| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 7.17% | 45.08% |
| 6M | -0.97% | 28.47% |
| YTD | -0.06% | 30.14% |
| 1Y | -8.87% | 105.13% |
| 3Y (ann.) | 2.5% | 81.7% |
| 5Y (ann.) | -0.18% | 36.92% |
| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| Max Drawdown | -28.75% | -67.18% |
| Longest DD Days | 809.0 | 683.0 |
| Avg. Drawdown | -9.6% | -6.95% |
| Avg. Drawdown Days | 240.0 | 34.0 |
| Recovery Factor | -0.02 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-07-14 | -28.75 | 809 |
| 2022-01-26 | 2023-02-15 | -15.13 | 385 |
| 2023-03-07 | 2023-03-12 | -2.35 | 5 |
| 2023-03-13 | 2023-03-13 | -1.46 | 0 |
| 2023-04-09 | 2023-04-10 | -0.32 | 0 |
| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -8.79% | -29.64% |
| Best Month | 14.63% | 43.77% |
| Worst Month | -7.87% | -37.12% |
| Best Year | 9.16% | 155.54% |
| Worst Year | -7.1% | -59.39% |
| Avg. Up Day | 1.04% | 1.07% |
| Avg. Down Day | -0.88% | -0.97% |
| Avg. Up Week | 3.13% | 8.11% |
| Avg. Down Week | -1.93% | -3.41% |
| Avg. Up Month | 4.32% | 15.8% |
| Avg. Down Month | -3.53% | -11.79% |
| Win Days % | 41.27% | 51.25% |
| Win Month % | 45.24% | 60.47% |
| Win Week % | 45.36% | 51.61% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |