| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.82% | 190.14% |
| Max Drawdown | -23.39% | -67.18% |
| Sharpe | 0.1 | 0.42 |
| Sortino | 0.16 | 0.61 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.53 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 73.57 | 3.01 |
| Outlier Loss Ratio | 4.27 | 2.92 |
| Volatility (ann.) | 7.53% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.08 | 0.53 |
| Skew | 3.75 | 0.18 |
| Kurtosis | 183.49 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.51% |
| Expected Yearly % | 1.66% | 30.51% |
| Kelly Criterion | -8.27% | 11.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11370308:BTCUSD | 11370308:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -20.05 | 0.33 | + |
| 2023 | 155.54 | 12.25 | 0.08 | - |
| 2024 | 121.00 | 7.61 | 0.06 | - |
| 2025 | 30.14 | 10.61 | 0.35 | - |
| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 7.73% | 45.08% |
| 6M | 10.61% | 28.47% |
| YTD | 10.61% | 30.14% |
| 1Y | 12.59% | 105.13% |
| 3Y (ann.) | 9.73% | 81.7% |
| 5Y (ann.) | 1.91% | 35.72% |
| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| Max Drawdown | -23.39% | -67.18% |
| Longest DD Days | 828.0 | 683.0 |
| Avg. Drawdown | -6.53% | -7.32% |
| Avg. Drawdown Days | 155.0 | 35.0 |
| Recovery Factor | 0.29 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-05-04 | -23.39 | 828 |
| 2025-03-03 | 2025-05-27 | -10.22 | 85 |
| 2024-05-05 | 2024-10-29 | -7.13 | 177 |
| 2024-11-22 | 2025-03-02 | -6.91 | 100 |
| 2025-05-27 | 2025-07-14 | -3.12 | 47 |
| 2024-11-06 | 2024-11-06 | -0.79 | 0 |
| 2024-05-04 | 2024-05-04 | -0.50 | 0 |
| 2022-01-26 | 2022-01-26 | -0.18 | 0 |
| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 16.86% | 35.75% |
| Worst Week | -8.6% | -29.64% |
| Best Month | 14.31% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 12.25% | 155.54% |
| Worst Year | -20.05% | -60.52% |
| Avg. Up Day | 0.95% | 1.0% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 2.8% | 7.16% |
| Avg. Down Week | -1.77% | -3.31% |
| Avg. Up Month | 3.48% | 16.91% |
| Avg. Down Month | -3.33% | -12.21% |
| Win Days % | 40.09% | 51.27% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 44.23% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |