| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -10.02% | 229.72% |
| Max Drawdown | -30.81% | -67.18% |
| Sharpe | -0.01 | 0.46 |
| Sortino | -0.01 | 0.67 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 28.55 | 3.54 |
| Outlier Loss Ratio | 4.3 | 3.52 |
| Volatility (ann.) | 11.57% | 26.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.1 | 0.62 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 35.45 | 6.53 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.88% |
| Expected Yearly % | -2.6% | 34.75% |
| Kelly Criterion | -3.72% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.22% |
| Expected Shortfall (cVaR) | -1.0% | -2.22% |
| Year | 11374305:BTCUSD | 11374305:btcusd:triple_med_gx:lsma135_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 4.56 | -0.08 | + |
| 2023 | 155.54 | -1.36 | -0.01 | - |
| 2024 | 121.00 | -10.89 | -0.09 | - |
| 2025 | 30.14 | -2.10 | -0.07 | - |
| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| MTD | 9.13% | 13.36% |
| 3M | 9.44% | 45.08% |
| 6M | -1.0% | 28.47% |
| YTD | -2.1% | 30.14% |
| 1Y | -8.39% | 105.13% |
| 3Y (ann.) | -2.44% | 81.7% |
| 5Y (ann.) | -3.02% | 41.44% |
| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| Max Drawdown | -30.81% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -12.44% | -6.66% |
| Avg. Drawdown Days | 179.0 | 35.0 |
| Recovery Factor | -0.33 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -30.81 | 469 |
| 2022-06-06 | 2023-01-21 | -21.51 | 229 |
| 2023-01-21 | 2024-03-31 | -19.06 | 435 |
| 2022-02-16 | 2022-06-06 | -10.57 | 110 |
| 2022-02-05 | 2022-02-15 | -4.30 | 10 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-02-03 | 2022-02-04 | -0.18 | 0 |
| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 14.2% | 43.77% |
| Worst Month | -14.62% | -37.12% |
| Best Year | 4.56% | 155.54% |
| Worst Year | -10.89% | -55.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.36% | 5.55% |
| Avg. Down Week | -2.95% | -4.82% |
| Avg. Up Month | 5.96% | 16.32% |
| Avg. Down Month | -7.22% | -12.69% |
| Win Days % | 45.7% | 51.35% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 45.38% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |