| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 25.27% | 190.14% |
| Max Drawdown | -22.8% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.39 | 0.61 |
| Payoff Ratio | 1.28 | 1.14 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.17 | 3.15 |
| Outlier Loss Ratio | 4.13 | 3.0 |
| Volatility (ann.) | 7.73% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.29 | 0.53 |
| Skew | 2.94 | 0.18 |
| Kurtosis | 110.21 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.51% |
| Expected Yearly % | 5.79% | 30.51% |
| Kelly Criterion | -1.51% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11371030:BTCUSD | 11371030:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -11.18 | 0.18 | + |
| 2023 | 155.54 | 20.44 | 0.13 | - |
| 2024 | 121.00 | 15.67 | 0.13 | - |
| 2025 | 30.14 | 1.23 | 0.04 | - |
| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| MTD | 2.83% | 13.36% |
| 3M | 17.2% | 45.08% |
| 6M | 1.23% | 28.47% |
| YTD | 1.23% | 30.14% |
| 1Y | 3.89% | 105.13% |
| 3Y (ann.) | 6.87% | 81.7% |
| 5Y (ann.) | 6.67% | 35.72% |
| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -67.18% |
| Longest DD Days | 654.0 | 683.0 |
| Avg. Drawdown | -3.76% | -7.32% |
| Avg. Drawdown Days | 54.0 | 35.0 |
| Recovery Factor | 1.11 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-07-14 | -22.80 | 200 |
| 2022-07-30 | 2024-05-15 | -22.04 | 654 |
| 2022-05-16 | 2022-07-16 | -9.06 | 61 |
| 2022-01-26 | 2022-05-15 | -5.54 | 109 |
| 2024-06-04 | 2024-07-09 | -3.18 | 34 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-10-07 | 2024-11-06 | -2.99 | 30 |
| 2024-08-09 | 2024-09-09 | -2.61 | 31 |
| 2024-11-07 | 2024-12-15 | -2.44 | 37 |
| 2024-07-10 | 2024-08-08 | -2.36 | 29 |
| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -11.19% | -29.64% |
| Best Month | 11.41% | 43.77% |
| Worst Month | -13.36% | -37.12% |
| Best Year | 20.44% | 155.54% |
| Worst Year | -11.18% | -60.52% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.75% | -0.87% |
| Avg. Up Week | 3.24% | 8.09% |
| Avg. Down Week | -1.38% | -3.72% |
| Avg. Up Month | 3.9% | 14.43% |
| Avg. Down Month | -4.34% | -11.65% |
| Win Days % | 43.02% | 51.27% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 43.75% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |