| Metric | 11370454:btcusd:triple_med_gx:lsma80_10 | 11370454:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 8.04% | 222.44% |
| Max Drawdown | -32.82% | -67.18% |
| Sharpe | 0.11 | 0.45 |
| Sortino | 0.16 | 0.66 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 0.97 | 1.0 |
| Outlier Win Ratio | 40.34 | 3.36 |
| Outlier Loss Ratio | 3.98 | 3.24 |
| Volatility (ann.) | 9.57% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.07 | 0.6 |
| Skew | 1.6 | 0.2 |
| Kurtosis | 67.65 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.76% |
| Expected Yearly % | 1.95% | 34.0% |
| Kelly Criterion | -1.58% | 5.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11370454:BTCUSD | 11370454:btcusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 7.68 | -0.14 | + |
| 2023 | 155.54 | 20.57 | 0.13 | - |
| 2024 | 121.00 | -3.26 | -0.03 | - |
| 2025 | 30.14 | -13.98 | -0.46 | - |
| Metric | 11370454:btcusd:triple_med_gx:lsma80_10 | 11370454:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -2.41% | 45.08% |
| 6M | -18.1% | 28.47% |
| YTD | -13.98% | 30.14% |
| 1Y | -8.32% | 105.13% |
| 3Y (ann.) | 0.51% | 81.7% |
| 5Y (ann.) | 2.26% | 40.34% |
| Metric | 11370454:btcusd:triple_med_gx:lsma80_10 | 11370454:BTCUSD |
|---|---|---|
| Max Drawdown | -32.82% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.6% | -6.36% |
| Avg. Drawdown Days | 53.0 | 32.0 |
| Recovery Factor | 0.24 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -32.82 | 469 |
| 2022-03-02 | 2023-03-13 | -12.82 | 376 |
| 2023-04-30 | 2023-06-21 | -8.91 | 51 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-07-31 | 2023-08-29 | -5.22 | 29 |
| 2023-03-14 | 2023-04-27 | -3.66 | 43 |
| 2024-01-09 | 2024-01-30 | -3.62 | 21 |
| 2023-10-21 | 2024-01-08 | -3.49 | 78 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11370454:btcusd:triple_med_gx:lsma80_10 | 11370454:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.22% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 10.17% | 43.77% |
| Worst Month | -19.08% | -37.12% |
| Best Year | 20.57% | 155.54% |
| Worst Year | -13.98% | -56.13% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 3.1% | 8.39% |
| Avg. Down Week | -2.46% | -2.35% |
| Avg. Up Month | 4.32% | 14.78% |
| Avg. Down Month | -5.87% | -10.73% |
| Win Days % | 47.37% | 51.29% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 49.4% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |