| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.51% | 222.44% |
| Max Drawdown | -19.85% | -67.18% |
| Sharpe | 0.06 | 0.45 |
| Sortino | 0.09 | 0.66 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.61 | 1.08 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 0.59 | 1.0 |
| Outlier Win Ratio | 53.29 | 3.28 |
| Outlier Loss Ratio | 3.98 | 3.07 |
| Volatility (ann.) | 8.26% | 26.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.04 | 0.6 |
| Skew | 1.77 | 0.2 |
| Kurtosis | 94.38 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.76% |
| Expected Yearly % | 0.62% | 34.0% |
| Kelly Criterion | -3.09% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.22% |
| Expected Shortfall (cVaR) | -0.71% | -2.22% |
| Year | 11370451:BTCUSD | 11370451:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -9.25 | 0.16 | + |
| 2023 | 155.54 | 9.60 | 0.06 | - |
| 2024 | 121.00 | 17.90 | 0.15 | - |
| 2025 | 30.14 | -12.58 | -0.42 | - |
| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.43% | 45.08% |
| 6M | -13.36% | 28.47% |
| YTD | -12.58% | 30.14% |
| 1Y | -5.92% | 105.13% |
| 3Y (ann.) | -0.25% | 81.7% |
| 5Y (ann.) | 0.72% | 40.34% |
| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| Max Drawdown | -19.85% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -5.14% | -6.36% |
| Avg. Drawdown Days | 122.0 | 32.0 |
| Recovery Factor | 0.13 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-07-14 | -19.85 | 500 |
| 2022-04-21 | 2024-01-28 | -18.64 | 646 |
| 2022-03-02 | 2022-03-18 | -4.94 | 16 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-04-21 | -1.82 | 32 |
| 2022-02-01 | 2022-03-01 | -1.54 | 28 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2024-02-27 | 2024-02-27 | -0.18 | 0 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.17% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 9.93% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 17.9% | 155.54% |
| Worst Year | -12.58% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 2.78% | 8.27% |
| Avg. Down Week | -1.63% | -2.14% |
| Avg. Up Month | 3.87% | 12.9% |
| Avg. Down Month | -5.12% | -9.9% |
| Win Days % | 44.63% | 51.29% |
| Win Month % | 56.41% | 62.79% |
| Win Week % | 43.75% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |