| Metric | 11371781:btcusd:triple_med_gx:lsma35_20 | 11371781:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.33% | 183.01% |
| Max Drawdown | -21.65% | -67.18% |
| Sharpe | 0.06 | 0.41 |
| Sortino | 0.09 | 0.6 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.54 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.7 | 3.11 |
| Outlier Loss Ratio | 4.66 | 3.05 |
| Volatility (ann.) | 7.12% | 26.3% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.03 | 0.52 |
| Skew | 3.27 | 0.18 |
| Kurtosis | 111.04 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.45% |
| Expected Yearly % | 0.58% | 29.7% |
| Kelly Criterion | -5.77% | 12.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.23% |
| Expected Shortfall (cVaR) | -0.61% | -2.23% |
| Year | 11371781:BTCUSD | 11371781:btcusd:triple_med_gx:lsma35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 11.39 | -0.19 | + |
| 2023 | 155.54 | -8.82 | -0.06 | - |
| 2024 | 121.00 | 8.67 | 0.07 | - |
| 2025 | 30.14 | -7.29 | -0.24 | - |
| Metric | 11371781:btcusd:triple_med_gx:lsma35_20 | 11371781:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 3.6% | 45.08% |
| 6M | -8.17% | 28.47% |
| YTD | -7.29% | 30.14% |
| 1Y | -4.62% | 105.13% |
| 3Y (ann.) | -3.35% | 81.7% |
| 5Y (ann.) | 0.66% | 34.66% |
| Metric | 11371781:btcusd:triple_med_gx:lsma35_20 | 11371781:BTCUSD |
|---|---|---|
| Max Drawdown | -21.65% | -67.18% |
| Longest DD Days | 1070.0 | 683.0 |
| Avg. Drawdown | -3.44% | -7.49% |
| Avg. Drawdown Days | 94.0 | 37.0 |
| Recovery Factor | 0.11 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2025-07-14 | -21.65 | 1070 |
| 2022-01-26 | 2022-05-14 | -5.54 | 108 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-07-05 | 2022-07-18 | -3.83 | 12 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-05-15 | 2022-05-30 | -1.72 | 15 |
| 2022-07-29 | 2022-07-30 | -1.27 | 1 |
| 2022-06-08 | 2022-06-18 | -1.26 | 10 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11371781:btcusd:triple_med_gx:lsma35_20 | 11371781:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -4.47% | -29.64% |
| Best Month | 10.15% | 43.77% |
| Worst Month | -8.27% | -37.12% |
| Best Year | 11.39% | 155.54% |
| Worst Year | -8.82% | -61.49% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 2.13% | 6.7% |
| Avg. Down Week | -1.56% | -3.86% |
| Avg. Up Month | 2.95% | 13.86% |
| Avg. Down Month | -3.1% | -8.05% |
| Win Days % | 39.82% | 51.25% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 43.48% | 51.87% |
| Win Quarter % | 28.57% | 60.0% |
| Win Year % | 50.0% | 75.0% |