| Metric | 11370417:btcusd:triple_med_gx:lsma80_10 | 11370417:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 5.88% | 237.48% |
| Max Drawdown | -28.18% | -67.18% |
| Sharpe | 0.09 | 0.47 |
| Sortino | 0.13 | 0.68 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 38.54 | 3.37 |
| Outlier Loss Ratio | 4.13 | 3.29 |
| Volatility (ann.) | 9.66% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.06 | 0.63 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 62.5 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.87% |
| Expected Yearly % | 1.44% | 35.54% |
| Kelly Criterion | -2.19% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11370417:BTCUSD | 11370417:btcusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -13.19 | 0.24 | + |
| 2023 | 155.54 | 22.69 | 0.15 | - |
| 2024 | 121.00 | 4.67 | 0.04 | - |
| 2025 | 30.14 | -5.02 | -0.17 | - |
| Metric | 11370417:btcusd:triple_med_gx:lsma80_10 | 11370417:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | 1.49% | 45.08% |
| 6M | -8.66% | 28.47% |
| YTD | -5.02% | 30.14% |
| 1Y | -1.79% | 105.13% |
| 3Y (ann.) | 3.26% | 81.7% |
| 5Y (ann.) | 1.66% | 42.08% |
| Metric | 11370417:btcusd:triple_med_gx:lsma80_10 | 11370417:BTCUSD |
|---|---|---|
| Max Drawdown | -28.18% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -4.42% | -5.84% |
| Avg. Drawdown Days | 65.0 | 29.0 |
| Recovery Factor | 0.21 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -28.18 | 469 |
| 2022-04-21 | 2023-10-20 | -22.35 | 546 |
| 2022-02-01 | 2022-03-22 | -5.37 | 48 |
| 2023-10-21 | 2024-01-08 | -5.05 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11370417:btcusd:triple_med_gx:lsma80_10 | 11370417:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.7% | 35.75% |
| Worst Week | -13.7% | -29.64% |
| Best Month | 11.7% | 43.77% |
| Worst Month | -12.1% | -37.12% |
| Best Year | 22.69% | 155.54% |
| Worst Year | -13.19% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.07% | 8.84% |
| Avg. Down Week | -2.2% | -2.13% |
| Avg. Up Month | 5.0% | 13.49% |
| Avg. Down Month | -4.31% | -11.45% |
| Win Days % | 46.36% | 51.31% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 48.86% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |