| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -3.68% | 190.14% |
| Max Drawdown | -27.03% | -67.18% |
| Sharpe | 0.02 | 0.42 |
| Sortino | 0.02 | 0.61 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 46.75 | 3.33 |
| Outlier Loss Ratio | 4.21 | 3.26 |
| Volatility (ann.) | 9.28% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.04 | 0.53 |
| Skew | 0.45 | 0.18 |
| Kurtosis | 68.51 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.51% |
| Expected Yearly % | -0.93% | 30.51% |
| Kelly Criterion | -4.51% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11376257:BTCUSD | 11376257:btcusd:triple_med_gx:lsma70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 1.33 | -0.02 | + |
| 2023 | 155.54 | 15.95 | 0.10 | - |
| 2024 | 121.00 | -11.73 | -0.10 | - |
| 2025 | 30.14 | -7.13 | -0.24 | - |
| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| MTD | 3.51% | 13.36% |
| 3M | 0.85% | 45.08% |
| 6M | -10.59% | 28.47% |
| YTD | -7.13% | 30.14% |
| 1Y | -2.44% | 105.13% |
| 3Y (ann.) | 1.85% | 81.7% |
| 5Y (ann.) | -1.07% | 35.72% |
| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| Max Drawdown | -27.03% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -5.04% | -7.32% |
| Avg. Drawdown Days | 52.0 | 35.0 |
| Recovery Factor | -0.14 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-07-14 | -27.03 | 468 |
| 2022-04-26 | 2023-02-23 | -25.40 | 302 |
| 2022-01-20 | 2022-03-24 | -13.68 | 62 |
| 2023-05-23 | 2023-09-12 | -9.11 | 111 |
| 2023-12-03 | 2024-01-26 | -7.82 | 54 |
| 2024-02-03 | 2024-03-06 | -4.66 | 31 |
| 2023-03-22 | 2023-04-18 | -4.47 | 26 |
| 2023-09-12 | 2023-11-15 | -3.31 | 63 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2023-02-23 | 2023-03-22 | -2.50 | 27 |
| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 11.65% | 43.77% |
| Worst Month | -12.18% | -37.12% |
| Best Year | 15.95% | 155.54% |
| Worst Year | -11.73% | -60.52% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 2.63% | 5.24% |
| Avg. Down Week | -2.19% | -3.86% |
| Avg. Up Month | 4.23% | 12.59% |
| Avg. Down Month | -4.56% | -11.82% |
| Win Days % | 43.75% | 51.27% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 42.48% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |