| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -1.53% | 181.88% |
| Max Drawdown | -21.27% | -67.18% |
| Sharpe | 0.01 | 0.41 |
| Sortino | 0.02 | 0.6 |
| Payoff Ratio | 1.5 | 1.26 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 113.3 | 2.7 |
| Outlier Loss Ratio | 3.91 | 2.59 |
| Volatility (ann.) | 6.27% | 26.31% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.02 | 0.51 |
| Skew | 3.6 | 0.18 |
| Kurtosis | 255.5 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.44% |
| Expected Yearly % | -0.38% | 29.57% |
| Kelly Criterion | -9.87% | 12.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11375404:BTCUSD | 11375404:btcusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 2.31 | -0.04 | + |
| 2023 | 155.54 | 17.05 | 0.11 | - |
| 2024 | 121.00 | -14.24 | -0.12 | - |
| 2025 | 30.14 | -4.11 | -0.14 | - |
| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| MTD | 1.6% | 13.36% |
| 3M | -1.19% | 45.08% |
| 6M | -6.33% | 28.47% |
| YTD | -4.11% | 30.14% |
| 1Y | -6.37% | 105.13% |
| 3Y (ann.) | 1.02% | 81.7% |
| 5Y (ann.) | -0.44% | 34.54% |
| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| Max Drawdown | -21.27% | -67.18% |
| Longest DD Days | 844.0 | 683.0 |
| Avg. Drawdown | -4.12% | -7.48% |
| Avg. Drawdown Days | 118.0 | 36.0 |
| Recovery Factor | -0.07 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2025-07-14 | -21.27 | 844 |
| 2022-06-06 | 2023-01-20 | -11.45 | 228 |
| 2023-01-28 | 2023-02-15 | -2.95 | 18 |
| 2023-03-07 | 2023-03-13 | -2.83 | 6 |
| 2022-02-12 | 2022-03-06 | -1.38 | 22 |
| 2022-04-01 | 2022-05-30 | -0.53 | 58 |
| 2022-05-30 | 2022-06-06 | -0.24 | 6 |
| 2023-03-22 | 2023-03-22 | -0.18 | 0 |
| 2022-01-19 | 2022-01-20 | -0.18 | 0 |
| 2023-02-23 | 2023-02-23 | -0.18 | 0 |
| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -6.33% | -29.64% |
| Best Month | 7.56% | 43.77% |
| Worst Month | -7.08% | -37.12% |
| Best Year | 17.05% | 155.54% |
| Worst Year | -14.24% | -61.64% |
| Avg. Up Day | 1.13% | 1.21% |
| Avg. Down Day | -0.75% | -0.96% |
| Avg. Up Week | 2.31% | 6.06% |
| Avg. Down Week | -1.38% | -4.08% |
| Avg. Up Month | 2.35% | 11.31% |
| Avg. Down Month | -3.34% | -12.15% |
| Win Days % | 34.07% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 40.23% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |