| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -11.27% | 184.32% |
| Max Drawdown | -32.13% | -67.18% |
| Sharpe | -0.1 | 0.42 |
| Sortino | -0.16 | 0.6 |
| Payoff Ratio | 1.56 | 1.42 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.48 | 0.78 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 87.97 | 2.9 |
| Outlier Loss Ratio | 4.86 | 2.89 |
| Volatility (ann.) | 6.56% | 26.3% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.1 | 0.52 |
| Skew | 5.34 | 0.18 |
| Kurtosis | 205.42 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.28% | 2.46% |
| Expected Yearly % | -2.94% | 29.85% |
| Kelly Criterion | -9.98% | 17.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11375382:BTCUSD | 11375382:btcusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.31 | -0.11 | 0.00 | + |
| 2023 | 155.54 | 12.19 | 0.08 | - |
| 2024 | 121.00 | -4.75 | -0.04 | - |
| 2025 | 30.14 | -16.87 | -0.56 | - |
| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 0.63% | 45.08% |
| 6M | -16.02% | 28.47% |
| YTD | -16.87% | 30.14% |
| 1Y | -21.29% | 105.13% |
| 3Y (ann.) | -2.47% | 81.7% |
| 5Y (ann.) | -3.35% | 34.74% |
| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| Max Drawdown | -32.13% | -67.18% |
| Longest DD Days | 485.0 | 683.0 |
| Avg. Drawdown | -4.9% | -7.74% |
| Avg. Drawdown Days | 92.0 | 38.0 |
| Recovery Factor | -0.35 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-16 | 2025-07-14 | -32.13 | 485 |
| 2022-04-24 | 2023-03-12 | -10.03 | 322 |
| 2023-05-11 | 2024-01-08 | -7.26 | 242 |
| 2024-03-05 | 2024-03-06 | -2.93 | 0 |
| 2022-01-18 | 2022-03-05 | -2.61 | 46 |
| 2024-03-11 | 2024-03-15 | -2.21 | 4 |
| 2024-01-09 | 2024-02-26 | -1.69 | 48 |
| 2023-03-13 | 2023-03-13 | -1.46 | 0 |
| 2022-03-05 | 2022-03-23 | -1.25 | 18 |
| 2023-04-17 | 2023-05-02 | -0.93 | 15 |
| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 16.92% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -10.03% | -37.12% |
| Best Year | 12.19% | 155.54% |
| Worst Year | -16.87% | -61.31% |
| Avg. Up Day | 0.99% | 1.07% |
| Avg. Down Day | -0.64% | -0.75% |
| Avg. Up Week | 1.78% | 6.37% |
| Avg. Down Week | -1.62% | -4.95% |
| Avg. Up Month | 3.26% | 12.95% |
| Avg. Down Month | -3.17% | -10.14% |
| Win Days % | 32.95% | 51.25% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 41.32% | 51.87% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |