| Metric | 11374301:btcusd:triple_med_gx:lsma115_35 | 11374301:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -10.95% | 222.44% |
| Max Drawdown | -33.8% | -67.18% |
| Sharpe | -0.02 | 0.45 |
| Sortino | -0.03 | 0.66 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 30.34 | 3.48 |
| Outlier Loss Ratio | 4.36 | 3.5 |
| Volatility (ann.) | 11.16% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.1 | 0.6 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 39.38 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.76% |
| Expected Yearly % | -2.86% | 34.0% |
| Kelly Criterion | -4.13% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11374301:BTCUSD | 11374301:btcusd:triple_med_gx:lsma115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.59 | 0.08 | + |
| 2023 | 155.54 | 9.46 | 0.06 | - |
| 2024 | 121.00 | -9.19 | -0.08 | - |
| 2025 | 30.14 | -6.10 | -0.20 | - |
| Metric | 11374301:btcusd:triple_med_gx:lsma115_35 | 11374301:BTCUSD |
|---|---|---|
| MTD | 9.13% | 13.36% |
| 3M | 10.51% | 45.08% |
| 6M | -3.63% | 28.47% |
| YTD | -6.1% | 30.14% |
| 1Y | -9.89% | 105.13% |
| 3Y (ann.) | -1.23% | 81.7% |
| 5Y (ann.) | -3.3% | 40.34% |
| Metric | 11374301:btcusd:triple_med_gx:lsma115_35 | 11374301:BTCUSD |
|---|---|---|
| Max Drawdown | -33.8% | -67.18% |
| Longest DD Days | 637.0 | 683.0 |
| Avg. Drawdown | -7.2% | -6.36% |
| Avg. Drawdown Days | 104.0 | 32.0 |
| Recovery Factor | -0.32 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -33.80 | 469 |
| 2022-06-06 | 2024-03-04 | -24.46 | 637 |
| 2022-02-05 | 2022-05-30 | -10.76 | 114 |
| 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 |
| 2024-03-30 | 2024-03-31 | -0.85 | 0 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11374301:btcusd:triple_med_gx:lsma115_35 | 11374301:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -12.16% | -29.64% |
| Best Month | 14.2% | 43.77% |
| Worst Month | -14.44% | -37.12% |
| Best Year | 9.46% | 155.54% |
| Worst Year | -9.19% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.08% | 5.49% |
| Avg. Down Week | -3.15% | -4.1% |
| Avg. Up Month | 4.99% | 15.31% |
| Avg. Down Month | -6.41% | -11.69% |
| Win Days % | 45.76% | 51.29% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 48.25% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |