| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 23.45% | 184.67% |
| Max Drawdown | -22.71% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.33 | 0.6 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.77 | 1.06 |
| CPC Index | 0.59 | 0.66 |
| Tail Ratio | 0.7 | 0.99 |
| Outlier Win Ratio | 47.41 | 3.37 |
| Outlier Loss Ratio | 4.12 | 3.23 |
| Volatility (ann.) | 9.38% | 26.32% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.27 | 0.52 |
| Skew | 3.24 | 0.18 |
| Kurtosis | 88.65 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.46% |
| Expected Yearly % | 5.41% | 29.89% |
| Kelly Criterion | -3.06% | 10.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11370300:BTCUSD | 11370300:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -8.08 | 0.13 | + |
| 2023 | 155.54 | 23.57 | 0.15 | - |
| 2024 | 121.00 | 13.80 | 0.11 | - |
| 2025 | 30.14 | -4.50 | -0.15 | - |
| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| MTD | -2.27% | 13.36% |
| 3M | 8.43% | 45.08% |
| 6M | -4.5% | 28.47% |
| YTD | -4.5% | 30.14% |
| 1Y | 2.54% | 105.13% |
| 3Y (ann.) | 8.53% | 81.7% |
| 5Y (ann.) | 6.22% | 34.95% |
| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| Max Drawdown | -22.71% | -67.18% |
| Longest DD Days | 269.0 | 683.0 |
| Avg. Drawdown | -4.85% | -7.55% |
| Avg. Drawdown Days | 50.0 | 36.0 |
| Recovery Factor | 1.03 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -22.71 | 133 |
| 2022-07-30 | 2023-03-13 | -19.45 | 225 |
| 2022-01-26 | 2022-07-18 | -15.98 | 173 |
| 2023-07-14 | 2024-04-08 | -11.47 | 269 |
| 2025-01-16 | 2025-03-02 | -6.37 | 45 |
| 2024-07-07 | 2024-08-08 | -6.19 | 32 |
| 2024-08-09 | 2024-11-07 | -5.77 | 90 |
| 2023-04-26 | 2023-05-28 | -5.43 | 32 |
| 2024-04-08 | 2024-06-30 | -4.96 | 83 |
| 2024-12-26 | 2025-01-15 | -3.79 | 20 |
| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 16.86% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 11.63% | 43.77% |
| Worst Month | -8.7% | -37.12% |
| Best Year | 23.57% | 155.54% |
| Worst Year | -8.08% | -61.27% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.38% | 7.87% |
| Avg. Down Week | -2.09% | -3.95% |
| Avg. Up Month | 4.95% | 17.09% |
| Avg. Down Month | -3.49% | -11.81% |
| Win Days % | 42.71% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 45.61% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |