| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.71% | 239.56% |
| Max Drawdown | -24.52% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.11 | 0.68 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 59.81 | 3.2 |
| Outlier Loss Ratio | 3.72 | 3.02 |
| Volatility (ann.) | 8.66% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.04 | 0.63 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 102.55 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.88% |
| Expected Yearly % | 0.91% | 35.75% |
| Kelly Criterion | -6.9% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11370346:BTCUSD | 11370346:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -13.75 | 0.26 | + |
| 2023 | 155.54 | 11.50 | 0.07 | - |
| 2024 | 121.00 | 8.14 | 0.07 | - |
| 2025 | 30.14 | -0.28 | -0.01 | - |
| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| MTD | 4.18% | 13.36% |
| 3M | 8.32% | 45.08% |
| 6M | -1.85% | 28.47% |
| YTD | -0.28% | 30.14% |
| 1Y | -7.37% | 105.13% |
| 3Y (ann.) | 7.26% | 81.7% |
| 5Y (ann.) | 1.05% | 42.14% |
| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| Max Drawdown | -24.52% | -67.18% |
| Longest DD Days | 410.0 | 683.0 |
| Avg. Drawdown | -8.28% | -6.05% |
| Avg. Drawdown Days | 131.0 | 29.0 |
| Recovery Factor | 0.15 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-07-14 | -24.52 | 386 |
| 2022-01-26 | 2023-03-12 | -23.54 | 410 |
| 2023-04-26 | 2024-04-08 | -18.09 | 347 |
| 2024-04-08 | 2024-05-13 | -5.46 | 35 |
| 2023-03-13 | 2023-03-13 | -1.46 | 0 |
| 2024-05-14 | 2024-05-15 | -0.81 | 1 |
| 2023-04-09 | 2023-04-10 | -0.32 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 17.18% | 43.77% |
| Worst Month | -8.41% | -37.12% |
| Best Year | 11.5% | 155.54% |
| Worst Year | -13.75% | -53.8% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 2.83% | 7.68% |
| Avg. Down Week | -2.02% | -2.9% |
| Avg. Up Month | 5.02% | 17.36% |
| Avg. Down Month | -3.67% | -9.85% |
| Win Days % | 42.78% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 46.39% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |