| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 20.84% | 222.44% |
| Max Drawdown | -27.17% | -67.18% |
| Sharpe | 0.19 | 0.45 |
| Sortino | 0.28 | 0.66 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 36.78 | 3.4 |
| Outlier Loss Ratio | 4.08 | 3.3 |
| Volatility (ann.) | 9.94% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.21 | 0.6 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 59.49 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.76% |
| Expected Yearly % | 4.85% | 34.0% |
| Kelly Criterion | -0.61% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11370455:BTCUSD | 11370455:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -0.61 | 0.01 | + |
| 2023 | 155.54 | 19.80 | 0.13 | - |
| 2024 | 121.00 | 13.90 | 0.11 | - |
| 2025 | 30.14 | -10.90 | -0.36 | - |
| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -2.22% | 45.08% |
| 6M | -14.3% | 28.47% |
| YTD | -10.9% | 30.14% |
| 1Y | -0.82% | 105.13% |
| 3Y (ann.) | 8.64% | 81.7% |
| 5Y (ann.) | 5.63% | 40.34% |
| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455:BTCUSD |
|---|---|---|
| Max Drawdown | -27.17% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.36% |
| Avg. Drawdown Days | 61.0 | 32.0 |
| Recovery Factor | 0.77 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -27.17 | 469 |
| 2022-03-02 | 2023-03-14 | -18.06 | 377 |
| 2023-04-30 | 2023-08-29 | -9.82 | 120 |
| 2023-08-29 | 2023-10-21 | -8.76 | 52 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-02-28 | -4.00 | 27 |
| 2023-03-14 | 2023-04-27 | -3.66 | 43 |
| 2022-01-29 | 2022-01-31 | -3.21 | 1 |
| 2023-10-23 | 2024-01-08 | -3.14 | 77 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455: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 | 12.42% | 43.77% |
| Worst Month | -15.79% | -37.12% |
| Best Year | 19.8% | 155.54% |
| Worst Year | -10.9% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.49% | 8.65% |
| Avg. Down Week | -2.65% | -2.47% |
| Avg. Up Month | 5.16% | 15.51% |
| Avg. Down Month | -5.06% | -12.93% |
| Win Days % | 47.78% | 51.29% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 47.67% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |