| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 14.92% | 198.43% |
| Max Drawdown | -39.39% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 31.6 | 3.58 |
| Outlier Loss Ratio | 4.3 | 3.53 |
| Volatility (ann.) | 11.71% | 26.29% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.1 | 0.55 |
| Skew | 1.48 | 0.19 |
| Kurtosis | 48.53 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.58% |
| Expected Yearly % | 3.54% | 31.43% |
| Kelly Criterion | -2.27% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11370342:BTCUSD | 11370342:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -4.88 | 0.08 | + |
| 2023 | 155.54 | 16.49 | 0.11 | - |
| 2024 | 121.00 | 6.56 | 0.05 | - |
| 2025 | 30.14 | -2.67 | -0.09 | - |
| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| MTD | 6.56% | 13.36% |
| 3M | 12.15% | 45.08% |
| 6M | -7.24% | 28.47% |
| YTD | -2.67% | 30.14% |
| 1Y | -8.63% | 105.13% |
| 3Y (ann.) | 1.16% | 81.7% |
| 5Y (ann.) | 4.08% | 36.92% |
| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| Max Drawdown | -39.39% | -67.18% |
| Longest DD Days | 645.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.95% |
| Avg. Drawdown Days | 58.0 | 34.0 |
| Recovery Factor | 0.38 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -39.39 | 461 |
| 2022-04-20 | 2024-01-26 | -23.15 | 645 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2022-03-20 | 2022-04-20 | -4.81 | 31 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-02-29 | 2024-03-25 | -3.13 | 25 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-02-13 | 2024-02-14 | -2.48 | 1 |
| 2024-03-29 | 2024-04-08 | -1.94 | 10 |
| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.19% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 15.49% | 43.77% |
| Worst Month | -16.24% | -37.12% |
| Best Year | 16.49% | 155.54% |
| Worst Year | -4.88% | -59.39% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.25% | 7.64% |
| Avg. Down Week | -2.39% | -3.58% |
| Avg. Up Month | 6.61% | 14.31% |
| Avg. Down Month | -6.45% | -9.53% |
| Win Days % | 45.13% | 51.25% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 44.26% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |