| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -8.17% | 239.56% |
| Max Drawdown | -32.61% | -67.18% |
| Sharpe | -0.04 | 0.47 |
| Sortino | -0.06 | 0.68 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.46 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 75.74 | 2.95 |
| Outlier Loss Ratio | 3.74 | 2.91 |
| Volatility (ann.) | 7.82% | 26.24% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.07 | 0.63 |
| Skew | 1.55 | 0.2 |
| Kurtosis | 140.91 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.2% | 2.88% |
| Expected Yearly % | -2.11% | 35.75% |
| Kelly Criterion | -11.72% | 11.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11370344:BTCUSD | 11370344:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -10.75 | 0.20 | + |
| 2023 | 155.54 | 5.34 | 0.03 | - |
| 2024 | 121.00 | -5.60 | -0.05 | - |
| 2025 | 30.14 | 3.47 | 0.11 | - |
| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 7.03% | 45.08% |
| 6M | 3.45% | 28.47% |
| YTD | 3.47% | 30.14% |
| 1Y | -4.15% | 105.13% |
| 3Y (ann.) | 2.85% | 81.7% |
| 5Y (ann.) | -2.42% | 42.14% |
| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| Max Drawdown | -32.61% | -67.18% |
| Longest DD Days | 809.0 | 683.0 |
| Avg. Drawdown | -13.89% | -6.05% |
| Avg. Drawdown Days | 305.0 | 29.0 |
| Recovery Factor | -0.25 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-07-14 | -32.61 | 809 |
| 2022-01-26 | 2023-03-12 | -21.18 | 410 |
| 2023-03-13 | 2023-03-13 | -1.46 | 0 |
| 2023-04-09 | 2023-04-10 | -0.32 | 0 |
| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 16.86% | 35.75% |
| Worst Week | -8.05% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -7.85% | -37.12% |
| Best Year | 5.34% | 155.54% |
| Worst Year | -10.75% | -53.8% |
| Avg. Up Day | 1.04% | 1.1% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 2.48% | 7.61% |
| Avg. Down Week | -2.16% | -3.34% |
| Avg. Up Month | 4.35% | 16.65% |
| Avg. Down Month | -3.34% | -9.66% |
| Win Days % | 38.65% | 51.3% |
| Win Month % | 39.53% | 62.79% |
| Win Week % | 45.26% | 51.89% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |