| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 4.07% | 239.56% |
| Max Drawdown | -6.34% | -67.18% |
| Sharpe | 0.1 | 0.47 |
| Sortino | 0.15 | 0.68 |
| Payoff Ratio | 1.32 | 1.21 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 173.18 | 2.52 |
| Outlier Loss Ratio | 4.01 | 2.47 |
| Volatility (ann.) | 3.74% | 26.24% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.18 | 0.63 |
| Skew | 3.94 | 0.2 |
| Kurtosis | 161.87 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.88% |
| Expected Yearly % | 1.0% | 35.75% |
| Kelly Criterion | -7.3% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.23% |
| Expected Shortfall (cVaR) | -0.32% | -2.23% |
| Year | 11374478:BTCUSD | 11374478:btcusd:triple_med_gx:lsma40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 0.42 | -0.01 | + |
| 2023 | 155.54 | 0.77 | 0.00 | - |
| 2024 | 121.00 | 3.64 | 0.03 | - |
| 2025 | 30.14 | -0.76 | -0.03 | - |
| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.65% | 45.08% |
| 6M | -0.76% | 28.47% |
| YTD | -0.76% | 30.14% |
| 1Y | -1.88% | 105.13% |
| 3Y (ann.) | 0.57% | 81.7% |
| 5Y (ann.) | 1.15% | 42.14% |
| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| Max Drawdown | -6.34% | -67.18% |
| Longest DD Days | 616.0 | 683.0 |
| Avg. Drawdown | -2.49% | -6.05% |
| Avg. Drawdown Days | 97.0 | 29.0 |
| Recovery Factor | 0.64 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-03-26 | -6.34 | 616 |
| 2022-02-27 | 2022-07-18 | -6.02 | 141 |
| 2025-03-05 | 2025-07-14 | -5.84 | 130 |
| 2024-07-11 | 2025-03-05 | -5.22 | 236 |
| 2024-05-06 | 2024-05-15 | -3.25 | 9 |
| 2024-06-05 | 2024-06-30 | -1.26 | 25 |
| 2024-04-10 | 2024-04-22 | -0.96 | 12 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-02-27 | 2022-02-27 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.18 | 0 |
| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -3.38% | -9.32% |
| Best Week | 5.4% | 35.75% |
| Worst Week | -3.55% | -29.64% |
| Best Month | 5.17% | 43.77% |
| Worst Month | -4.04% | -37.12% |
| Best Year | 3.64% | 155.54% |
| Worst Year | -0.76% | -53.8% |
| Avg. Up Day | 0.91% | 0.98% |
| Avg. Down Day | -0.69% | -0.81% |
| Avg. Up Week | 1.75% | 7.16% |
| Avg. Down Week | -1.06% | -1.97% |
| Avg. Up Month | 1.92% | 16.57% |
| Avg. Down Month | -0.92% | -14.75% |
| Win Days % | 39.01% | 51.3% |
| Win Month % | 54.29% | 62.79% |
| Win Week % | 44.64% | 51.89% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 75.0% | 75.0% |