| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 42.39% | 183.01% |
| Max Drawdown | -26.89% | -67.18% |
| Sharpe | 0.32 | 0.41 |
| Sortino | 0.48 | 0.6 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.52 | 1.06 |
| CPC Index | 0.63 | 0.66 |
| Tail Ratio | 1.32 | 0.99 |
| Outlier Win Ratio | 44.84 | 3.36 |
| Outlier Loss Ratio | 4.35 | 3.19 |
| Volatility (ann.) | 9.23% | 26.3% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.4 | 0.52 |
| Skew | 0.76 | 0.18 |
| Kurtosis | 81.27 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.45% |
| Expected Yearly % | 9.24% | 29.7% |
| Kelly Criterion | -0.63% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11370283:BTCUSD | 11370283:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -10.55 | 0.17 | + |
| 2023 | 155.54 | 13.39 | 0.09 | - |
| 2024 | 121.00 | 32.56 | 0.27 | - |
| 2025 | 30.14 | 5.91 | 0.20 | - |
| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 6.27% | 45.08% |
| 6M | 2.52% | 28.47% |
| YTD | 5.91% | 30.14% |
| 1Y | 23.9% | 105.13% |
| 3Y (ann.) | 18.4% | 81.7% |
| 5Y (ann.) | 10.64% | 34.66% |
| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| Max Drawdown | -26.89% | -67.18% |
| Longest DD Days | 663.0 | 683.0 |
| Avg. Drawdown | -3.56% | -7.49% |
| Avg. Drawdown Days | 43.0 | 37.0 |
| Recovery Factor | 1.58 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-11-20 | -26.89 | 663 |
| 2024-05-04 | 2024-09-19 | -13.22 | 137 |
| 2025-03-03 | 2025-05-08 | -12.26 | 66 |
| 2025-01-30 | 2025-03-02 | -8.21 | 31 |
| 2025-05-21 | 2025-07-14 | -6.85 | 54 |
| 2024-03-22 | 2024-05-04 | -4.75 | 43 |
| 2024-12-26 | 2025-01-15 | -4.05 | 20 |
| 2023-11-20 | 2024-01-01 | -3.10 | 42 |
| 2024-10-07 | 2024-10-28 | -2.52 | 21 |
| 2024-11-23 | 2024-12-15 | -2.04 | 22 |
| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 8.26% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 13.7% | 43.77% |
| Worst Month | -9.78% | -37.12% |
| Best Year | 32.56% | 155.54% |
| Worst Year | -10.55% | -61.49% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.1% | 6.73% |
| Avg. Down Week | -2.7% | -4.54% |
| Avg. Up Month | 5.78% | 15.45% |
| Avg. Down Month | -3.75% | -10.02% |
| Win Days % | 44.16% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 52.38% | 51.87% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |