| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -9.4% | 228.52% |
| Max Drawdown | -35.31% | -67.18% |
| Sharpe | -0.02 | 0.46 |
| Sortino | -0.02 | 0.67 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 34.39 | 3.4 |
| Outlier Loss Ratio | 4.08 | 3.35 |
| Volatility (ann.) | 10.36% | 26.15% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.08 | 0.61 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 51.35 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.23% | 2.8% |
| Expected Yearly % | -2.44% | 34.63% |
| Kelly Criterion | -4.27% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11370404:BTCUSD | 11370404:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -8.46 | 0.15 | + |
| 2023 | 155.54 | 19.68 | 0.13 | - |
| 2024 | 121.00 | -2.13 | -0.02 | - |
| 2025 | 30.14 | -15.51 | -0.51 | - |
| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| MTD | -1.01% | 13.36% |
| 3M | -0.93% | 45.08% |
| 6M | -18.45% | 28.47% |
| YTD | -15.51% | 30.14% |
| 1Y | -13.14% | 105.13% |
| 3Y (ann.) | -3.6% | 81.7% |
| 5Y (ann.) | -2.81% | 40.94% |
| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| Max Drawdown | -35.31% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.88% | -6.34% |
| Avg. Drawdown Days | 60.0 | 31.0 |
| Recovery Factor | -0.27 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -35.31 | 469 |
| 2022-04-21 | 2023-03-13 | -17.35 | 326 |
| 2023-04-30 | 2024-01-29 | -12.80 | 274 |
| 2022-02-01 | 2022-03-01 | -6.51 | 28 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-03-25 | 2024-03-28 | -2.93 | 3 |
| 2022-03-02 | 2022-03-18 | -2.85 | 16 |
| 2022-03-22 | 2022-04-20 | -2.58 | 28 |
| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.7% | 35.75% |
| Worst Week | -13.57% | -29.64% |
| Best Month | 11.7% | 43.77% |
| Worst Month | -15.52% | -37.12% |
| Best Year | 19.68% | 155.54% |
| Worst Year | -15.51% | -55.3% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.07% | 8.7% |
| Avg. Down Week | -2.42% | -2.18% |
| Avg. Up Month | 4.88% | 14.7% |
| Avg. Down Month | -5.64% | -9.2% |
| Win Days % | 45.97% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 44.0% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |