| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 10.42% | 220.31% |
| Max Drawdown | -19.17% | -67.18% |
| Sharpe | 0.13 | 0.45 |
| Sortino | 0.2 | 0.66 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 68.95 | 3.15 |
| Outlier Loss Ratio | 3.78 | 2.96 |
| Volatility (ann.) | 7.33% | 26.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.15 | 0.6 |
| Skew | 1.67 | 0.2 |
| Kurtosis | 126.87 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.74% |
| Expected Yearly % | 2.51% | 33.78% |
| Kelly Criterion | -5.19% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11370466:BTCUSD | 11370466:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -15.93 | 0.28 | + |
| 2023 | 155.54 | 9.78 | 0.06 | - |
| 2024 | 121.00 | 24.02 | 0.20 | - |
| 2025 | 30.14 | -3.53 | -0.12 | - |
| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.33% | 45.08% |
| 6M | -4.58% | 28.47% |
| YTD | -3.53% | 30.14% |
| 1Y | -3.75% | 105.13% |
| 3Y (ann.) | 7.41% | 81.7% |
| 5Y (ann.) | 2.91% | 40.11% |
| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| Max Drawdown | -19.17% | -67.18% |
| Longest DD Days | 741.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.34% |
| Avg. Drawdown Days | 73.0 | 32.0 |
| Recovery Factor | 0.54 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-14 | -19.17 | 372 |
| 2022-02-17 | 2024-02-28 | -19.08 | 741 |
| 2024-03-26 | 2024-04-07 | -3.07 | 11 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-04-08 | 2024-04-22 | -1.87 | 13 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-05-05 | 2024-05-05 | -0.86 | 0 |
| 2024-04-23 | 2024-05-04 | -0.83 | 11 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -10.92% | -29.64% |
| Best Month | 15.56% | 43.77% |
| Worst Month | -10.48% | -37.12% |
| Best Year | 24.02% | 155.54% |
| Worst Year | -15.93% | -56.42% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 2.64% | 7.16% |
| Avg. Down Week | -2.01% | -2.24% |
| Avg. Up Month | 4.6% | 18.04% |
| Avg. Down Month | -3.65% | -11.81% |
| Win Days % | 45.11% | 51.32% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |