| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 32.33% | 237.48% |
| Max Drawdown | -20.22% | -67.18% |
| Sharpe | 0.3 | 0.47 |
| Sortino | 0.46 | 0.68 |
| Payoff Ratio | 1.18 | 1.02 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 63.75 | 3.19 |
| Outlier Loss Ratio | 3.83 | 2.95 |
| Volatility (ann.) | 7.65% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.42 | 0.63 |
| Skew | 1.76 | 0.2 |
| Kurtosis | 126.08 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.87% |
| Expected Yearly % | 7.25% | 35.54% |
| Kelly Criterion | 0.64% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.22% |
| Expected Shortfall (cVaR) | -0.65% | -2.22% |
| Year | 11370408:BTCUSD | 11370408:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -15.85 | 0.29 | + |
| 2023 | 155.54 | 18.99 | 0.12 | - |
| 2024 | 121.00 | 23.37 | 0.19 | - |
| 2025 | 30.14 | 7.13 | 0.24 | - |
| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.97% | 45.08% |
| 6M | 5.79% | 28.47% |
| YTD | 7.13% | 30.14% |
| 1Y | 14.61% | 105.13% |
| 3Y (ann.) | 11.23% | 81.7% |
| 5Y (ann.) | 8.43% | 42.08% |
| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| Max Drawdown | -20.22% | -67.18% |
| Longest DD Days | 453.0 | 683.0 |
| Avg. Drawdown | -3.33% | -5.84% |
| Avg. Drawdown Days | 61.0 | 29.0 |
| Recovery Factor | 1.6 | 3.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-29 | 2023-04-27 | -20.22 | 453 |
| 2025-01-16 | 2025-06-09 | -15.75 | 144 |
| 2024-04-22 | 2024-11-21 | -8.98 | 212 |
| 2023-04-28 | 2024-02-28 | -5.61 | 306 |
| 2024-11-22 | 2025-01-15 | -4.63 | 54 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2024-04-08 | 2024-04-20 | -1.94 | 12 |
| 2024-03-26 | 2024-04-05 | -1.33 | 10 |
| 2025-06-10 | 2025-06-18 | -1.21 | 8 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.11% | 35.75% |
| Worst Week | -9.71% | -29.64% |
| Best Month | 10.11% | 43.77% |
| Worst Month | -7.51% | -37.12% |
| Best Year | 23.37% | 155.54% |
| Worst Year | -15.85% | -54.08% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.77% | -0.91% |
| Avg. Up Week | 2.4% | 7.59% |
| Avg. Down Week | -1.56% | -3.06% |
| Avg. Up Month | 4.1% | 15.12% |
| Avg. Down Month | -3.36% | -12.1% |
| Win Days % | 46.32% | 51.31% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 53.41% | 51.89% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |