| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -3.4% | 233.23% |
| Max Drawdown | -28.03% | -67.18% |
| Sharpe | 0.0 | 0.46 |
| Sortino | 0.01 | 0.67 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 0.37 | 1.08 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 0.37 | 1.0 |
| Outlier Win Ratio | 58.38 | 3.21 |
| Outlier Loss Ratio | 3.99 | 3.09 |
| Volatility (ann.) | 7.49% | 26.12% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.04 | 0.62 |
| Skew | 0.63 | 0.2 |
| Kurtosis | 68.39 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.08% | 2.84% |
| Expected Yearly % | -0.86% | 35.11% |
| Kelly Criterion | -3.65% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11373637:BTCUSD | 11373637:btcusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -4.17 | 0.08 | + |
| 2023 | 155.54 | 23.20 | 0.15 | - |
| 2024 | 121.00 | -9.70 | -0.08 | - |
| 2025 | 30.14 | -9.39 | -0.31 | - |
| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.37% | 45.08% |
| 6M | -10.48% | 28.47% |
| YTD | -9.39% | 30.14% |
| 1Y | -17.2% | 105.13% |
| 3Y (ann.) | -0.89% | 81.7% |
| 5Y (ann.) | -0.99% | 41.6% |
| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| Max Drawdown | -28.03% | -67.18% |
| Longest DD Days | 573.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.05% |
| Avg. Drawdown Days | 60.0 | 31.0 |
| Recovery Factor | -0.12 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -28.03 | 458 |
| 2022-02-01 | 2023-08-29 | -14.16 | 573 |
| 2024-02-29 | 2024-04-10 | -3.84 | 41 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2023-10-02 | 2023-10-20 | -2.83 | 17 |
| 2023-08-29 | 2023-09-14 | -2.58 | 15 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2024-01-06 | 2024-01-08 | -1.19 | 2 |
| 2023-09-14 | 2023-10-01 | -1.16 | 17 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 5.59% | 35.75% |
| Worst Week | -6.19% | -29.64% |
| Best Month | 8.63% | 43.77% |
| Worst Month | -6.19% | -37.12% |
| Best Year | 23.2% | 155.54% |
| Worst Year | -9.7% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.39% | 8.77% |
| Avg. Down Week | -1.94% | -3.03% |
| Avg. Up Month | 3.5% | 10.58% |
| Avg. Down Month | -2.58% | -10.13% |
| Win Days % | 44.75% | 51.3% |
| Win Month % | 39.47% | 62.79% |
| Win Week % | 41.67% | 51.89% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 25.0% | 75.0% |