| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -2.41% | 198.43% |
| Max Drawdown | -10.93% | -67.18% |
| Sharpe | -0.02 | 0.43 |
| Sortino | -0.03 | 0.62 |
| Payoff Ratio | 1.44 | 1.26 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 157.08 | 2.57 |
| Outlier Loss Ratio | 4.31 | 2.55 |
| Volatility (ann.) | 4.47% | 26.29% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.06 | 0.55 |
| Skew | 5.9 | 0.19 |
| Kurtosis | 290.36 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.58% |
| Expected Yearly % | -0.61% | 31.43% |
| Kelly Criterion | -9.57% | 12.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.23% |
| Expected Shortfall (cVaR) | -0.38% | -2.23% |
| Year | 11374462:BTCUSD | 11374462:btcusd:triple_med_gx:lsma30_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -3.39 | 0.06 | + |
| 2023 | 155.54 | 3.45 | 0.02 | - |
| 2024 | 121.00 | -1.73 | -0.01 | - |
| 2025 | 30.14 | -0.64 | -0.02 | - |
| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -0.29% | 45.08% |
| 6M | -2.53% | 28.47% |
| YTD | -0.64% | 30.14% |
| 1Y | 0.16% | 105.13% |
| 3Y (ann.) | -2.02% | 81.7% |
| 5Y (ann.) | -0.7% | 36.92% |
| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| Max Drawdown | -10.93% | -67.18% |
| Longest DD Days | 778.0 | 683.0 |
| Avg. Drawdown | -6.0% | -6.95% |
| Avg. Drawdown Days | 248.0 | 34.0 |
| Recovery Factor | -0.22 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-14 | 2023-01-21 | -10.93 | 191 |
| 2023-05-28 | 2025-07-14 | -8.84 | 778 |
| 2022-01-21 | 2022-06-06 | -6.14 | 135 |
| 2023-01-21 | 2023-05-28 | -3.31 | 126 |
| 2022-07-02 | 2022-07-13 | -0.76 | 11 |
| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.16% | -9.32% |
| Best Week | 5.96% | 35.75% |
| Worst Week | -5.33% | -29.64% |
| Best Month | 6.75% | 43.77% |
| Worst Month | -5.33% | -37.12% |
| Best Year | 3.45% | 155.54% |
| Worst Year | -3.39% | -59.39% |
| Avg. Up Day | 0.93% | 0.99% |
| Avg. Down Day | -0.65% | -0.79% |
| Avg. Up Week | 1.88% | 5.51% |
| Avg. Down Week | -1.13% | -3.76% |
| Avg. Up Month | 1.93% | 13.18% |
| Avg. Down Month | -1.98% | -7.46% |
| Win Days % | 35.32% | 51.25% |
| Win Month % | 42.5% | 60.47% |
| Win Week % | 37.5% | 51.61% |
| Win Quarter % | 35.71% | 60.0% |
| Win Year % | 25.0% | 75.0% |