| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -1.22% | 178.52% |
| Max Drawdown | -22.45% | -67.18% |
| Sharpe | 0.03 | 0.41 |
| Sortino | 0.05 | 0.59 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.42 | 1.06 |
| CPC Index | 0.51 | 0.67 |
| Tail Ratio | 0.42 | 0.99 |
| Outlier Win Ratio | 53.63 | 3.24 |
| Outlier Loss Ratio | 4.45 | 3.22 |
| Volatility (ann.) | 8.28% | 26.3% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.02 | 0.51 |
| Skew | 1.97 | 0.18 |
| Kurtosis | 77.2 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.41% |
| Expected Yearly % | -0.31% | 29.19% |
| Kelly Criterion | -7.09% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11372604:BTCUSD | 11372604:btcusd:triple_med_gx:lsma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.10 | -13.00 | 0.21 | + |
| 2023 | 155.54 | 7.61 | 0.05 | - |
| 2024 | 121.00 | 8.45 | 0.07 | - |
| 2025 | 30.14 | -2.72 | -0.09 | - |
| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 6.69% | 45.08% |
| 6M | -3.59% | 28.47% |
| YTD | -2.72% | 30.14% |
| 1Y | -9.95% | 105.13% |
| 3Y (ann.) | 4.03% | 81.7% |
| 5Y (ann.) | -0.35% | 33.98% |
| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| Max Drawdown | -22.45% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -5.03% | -7.72% |
| Avg. Drawdown Days | 108.0 | 38.0 |
| Recovery Factor | -0.05 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-01-10 | -22.45 | 714 |
| 2024-07-10 | 2025-07-14 | -20.34 | 369 |
| 2024-03-13 | 2024-05-15 | -4.97 | 63 |
| 2024-01-11 | 2024-02-09 | -3.04 | 28 |
| 2024-06-16 | 2024-06-30 | -1.85 | 13 |
| 2024-01-11 | 2024-01-11 | -1.21 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-02-26 | 2024-02-26 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-03-13 | 2024-03-13 | -0.18 | 0 |
| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 9.27% | 35.75% |
| Worst Week | -8.21% | -29.64% |
| Best Month | 11.78% | 43.77% |
| Worst Month | -8.08% | -37.12% |
| Best Year | 8.45% | 155.54% |
| Worst Year | -13.0% | -62.1% |
| Avg. Up Day | 0.92% | 0.96% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.24% | 7.0% |
| Avg. Down Week | -1.89% | -4.3% |
| Avg. Up Month | 4.12% | 14.85% |
| Avg. Down Month | -3.15% | -10.48% |
| Win Days % | 41.02% | 51.24% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 45.16% | 51.34% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |