| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -18.84% | 183.01% |
| Max Drawdown | -27.86% | -67.18% |
| Sharpe | -0.22 | 0.41 |
| Sortino | -0.34 | 0.6 |
| Payoff Ratio | 1.36 | 1.35 |
| Profit Factor | 0.88 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.42 | 0.74 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 88.38 | 2.9 |
| Outlier Loss Ratio | 4.8 | 2.96 |
| Volatility (ann.) | 5.92% | 26.3% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.21 | 0.52 |
| Skew | 2.45 | 0.18 |
| Kurtosis | 88.01 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.48% | 2.45% |
| Expected Yearly % | -5.09% | 29.7% |
| Kelly Criterion | -13.54% | 15.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11372610:BTCUSD | 11372610:btcusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 6.44 | -0.10 | + |
| 2023 | 155.54 | -11.28 | -0.07 | - |
| 2024 | 121.00 | -2.51 | -0.02 | - |
| 2025 | 30.14 | -11.85 | -0.39 | - |
| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| MTD | -0.71% | 13.36% |
| 3M | 1.09% | 45.08% |
| 6M | -11.57% | 28.47% |
| YTD | -11.85% | 30.14% |
| 1Y | -18.8% | 105.13% |
| 3Y (ann.) | -7.83% | 81.7% |
| 5Y (ann.) | -5.8% | 34.66% |
| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| Max Drawdown | -27.86% | -67.18% |
| Longest DD Days | 1070.0 | 683.0 |
| Avg. Drawdown | -7.02% | -7.49% |
| Avg. Drawdown Days | 201.0 | 37.0 |
| Recovery Factor | -0.68 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2025-07-14 | -27.86 | 1070 |
| 2022-01-26 | 2022-05-30 | -6.04 | 124 |
| 2022-07-05 | 2022-07-18 | -4.34 | 13 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-06-19 | 2022-06-19 | -1.40 | 0 |
| 2022-07-29 | 2022-07-30 | -0.18 | 0 |
| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| Best Day | 5.81% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 5.29% | 35.75% |
| Worst Week | -5.5% | -29.64% |
| Best Month | 5.29% | 43.77% |
| Worst Month | -9.1% | -37.12% |
| Best Year | 6.44% | 155.54% |
| Worst Year | -11.85% | -61.49% |
| Avg. Up Day | 0.9% | 0.95% |
| Avg. Down Day | -0.66% | -0.7% |
| Avg. Up Week | 1.72% | 7.22% |
| Avg. Down Week | -1.62% | -3.78% |
| Avg. Up Month | 2.18% | 13.22% |
| Avg. Down Month | -3.56% | -8.5% |
| Win Days % | 34.67% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 40.57% | 51.87% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |