| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -11.55% | 237.48% |
| Max Drawdown | -35.04% | -67.18% |
| Sharpe | -0.03 | 0.47 |
| Sortino | -0.04 | 0.68 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 31.89 | 3.42 |
| Outlier Loss Ratio | 4.37 | 3.46 |
| Volatility (ann.) | 10.85% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.1 | 0.63 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 42.95 | 6.49 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.29% | 2.87% |
| Expected Yearly % | -3.02% | 35.54% |
| Kelly Criterion | -4.47% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11374299:BTCUSD | 11374299:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -4.89 | 0.09 | + |
| 2023 | 155.54 | 14.59 | 0.09 | - |
| 2024 | 121.00 | -4.74 | -0.04 | - |
| 2025 | 30.14 | -14.81 | -0.49 | - |
| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| MTD | 3.93% | 13.36% |
| 3M | 4.3% | 45.08% |
| 6M | -12.57% | 28.47% |
| YTD | -14.81% | 30.14% |
| 1Y | -17.48% | 105.13% |
| 3Y (ann.) | -1.03% | 81.7% |
| 5Y (ann.) | -3.48% | 42.08% |
| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| Max Drawdown | -35.04% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -7.35% | -5.84% |
| Avg. Drawdown Days | 113.0 | 29.0 |
| Recovery Factor | -0.33 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -35.04 | 469 |
| 2022-02-05 | 2023-10-23 | -19.84 | 625 |
| 2023-10-30 | 2024-03-04 | -8.22 | 126 |
| 2024-03-05 | 2024-03-11 | -6.30 | 6 |
| 2022-02-01 | 2022-02-04 | -5.41 | 2 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| 2024-03-11 | 2024-03-28 | -1.07 | 16 |
| 2023-10-29 | 2023-10-30 | -0.88 | 0 |
| 2024-03-30 | 2024-03-31 | -0.85 | 0 |
| 2023-10-28 | 2023-10-29 | -0.49 | 0 |
| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -11.51% | -29.64% |
| Best Month | 13.14% | 43.77% |
| Worst Month | -13.98% | -37.12% |
| Best Year | 14.59% | 155.54% |
| Worst Year | -14.81% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.88% | 5.72% |
| Avg. Down Week | -3.15% | -4.34% |
| Avg. Up Month | 4.21% | 17.26% |
| Avg. Down Month | -7.96% | -12.69% |
| Win Days % | 45.27% | 51.31% |
| Win Month % | 58.54% | 62.79% |
| Win Week % | 48.67% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |