| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.71% | 190.14% |
| Max Drawdown | -19.36% | -67.18% |
| Sharpe | 0.18 | 0.42 |
| Sortino | 0.28 | 0.61 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.58 | 0.69 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.05 | 3.23 |
| Outlier Loss Ratio | 4.08 | 3.02 |
| Volatility (ann.) | 8.42% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.25 | 0.53 |
| Skew | 3.38 | 0.18 |
| Kurtosis | 132.23 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.51% |
| Expected Yearly % | 4.16% | 30.51% |
| Kelly Criterion | -5.4% | 12.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11370309:BTCUSD | 11370309:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -16.64 | 0.27 | + |
| 2023 | 155.54 | 10.96 | 0.07 | - |
| 2024 | 121.00 | 8.92 | 0.07 | - |
| 2025 | 30.14 | 16.83 | 0.56 | - |
| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| MTD | 3.87% | 13.36% |
| 3M | 13.58% | 45.08% |
| 6M | 16.83% | 28.47% |
| YTD | 16.83% | 30.14% |
| 1Y | 21.42% | 105.13% |
| 3Y (ann.) | 11.38% | 81.7% |
| 5Y (ann.) | 4.79% | 35.72% |
| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| Max Drawdown | -19.36% | -67.18% |
| Longest DD Days | 634.0 | 683.0 |
| Avg. Drawdown | -6.73% | -7.32% |
| Avg. Drawdown Days | 134.0 | 35.0 |
| Recovery Factor | 0.91 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-03-13 | -19.36 | 411 |
| 2023-06-07 | 2025-03-02 | -19.02 | 634 |
| 2025-03-03 | 2025-05-21 | -12.91 | 79 |
| 2023-04-26 | 2023-05-28 | -4.29 | 32 |
| 2025-05-27 | 2025-07-10 | -3.30 | 44 |
| 2023-04-06 | 2023-04-10 | -1.15 | 4 |
| 2022-01-26 | 2022-01-26 | -0.18 | 0 |
| 2023-04-05 | 2023-04-05 | -0.18 | 0 |
| 2023-04-26 | 2023-04-26 | -0.18 | 0 |
| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -8.6% | -29.64% |
| Best Month | 14.41% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 16.83% | 155.54% |
| Worst Year | -16.64% | -60.52% |
| Avg. Up Day | 1.03% | 1.07% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.33% | 7.74% |
| Avg. Down Week | -2.15% | -3.63% |
| Avg. Up Month | 4.91% | 14.62% |
| Avg. Down Month | -3.4% | -11.38% |
| Win Days % | 40.95% | 51.27% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 43.69% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |