| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 8.67% | 237.48% |
| Max Drawdown | -28.53% | -67.18% |
| Sharpe | 0.11 | 0.47 |
| Sortino | 0.16 | 0.68 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 42.4 | 3.35 |
| Outlier Loss Ratio | 4.08 | 3.22 |
| Volatility (ann.) | 9.06% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.09 | 0.63 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 56.15 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.87% |
| Expected Yearly % | 2.1% | 35.54% |
| Kelly Criterion | -1.2% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11373622:BTCUSD | 11373622:btcusd:triple_med_gx:lsma85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 6.62 | -0.12 | + |
| 2023 | 155.54 | 20.64 | 0.13 | - |
| 2024 | 121.00 | -1.68 | -0.01 | - |
| 2025 | 30.14 | -14.08 | -0.47 | - |
| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -8.44% | 45.08% |
| 6M | -17.97% | 28.47% |
| YTD | -14.08% | 30.14% |
| 1Y | -10.85% | 105.13% |
| 3Y (ann.) | 0.06% | 81.7% |
| 5Y (ann.) | 2.43% | 42.08% |
| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| Max Drawdown | -28.53% | -67.18% |
| Longest DD Days | 495.0 | 683.0 |
| Avg. Drawdown | -3.99% | -5.84% |
| Avg. Drawdown Days | 53.0 | 29.0 |
| Recovery Factor | 0.3 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -28.53 | 469 |
| 2022-04-21 | 2023-08-29 | -15.38 | 495 |
| 2023-08-29 | 2023-10-20 | -9.20 | 51 |
| 2022-03-02 | 2022-04-20 | -6.18 | 49 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-30 | 2024-03-03 | -3.21 | 33 |
| 2024-01-09 | 2024-01-27 | -3.13 | 18 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -11.51% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -14.96% | -37.12% |
| Best Year | 20.64% | 155.54% |
| Worst Year | -14.08% | -54.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 2.85% | 8.09% |
| Avg. Down Week | -2.32% | -3.09% |
| Avg. Up Month | 4.82% | 13.83% |
| Avg. Down Month | -3.68% | -9.17% |
| Win Days % | 46.93% | 51.31% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 44.44% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |