| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 22.42% | 190.14% |
| Max Drawdown | -21.4% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.33 | 0.61 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 54.83 | 3.28 |
| Outlier Loss Ratio | 3.9 | 3.05 |
| Volatility (ann.) | 8.8% | 26.33% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.28 | 0.53 |
| Skew | 3.11 | 0.18 |
| Kurtosis | 112.05 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.51% |
| Expected Yearly % | 5.19% | 30.51% |
| Kelly Criterion | -3.36% | 10.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11370310:BTCUSD | 11370310:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -19.52 | 0.32 | + |
| 2023 | 155.54 | 26.67 | 0.17 | - |
| 2024 | 121.00 | 10.78 | 0.09 | - |
| 2025 | 30.14 | 8.40 | 0.28 | - |
| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| MTD | 2.68% | 13.36% |
| 3M | 19.18% | 45.08% |
| 6M | 8.4% | 28.47% |
| YTD | 8.4% | 30.14% |
| 1Y | 13.45% | 105.13% |
| 3Y (ann.) | 10.07% | 81.7% |
| 5Y (ann.) | 5.97% | 35.72% |
| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| Max Drawdown | -21.4% | -67.18% |
| Longest DD Days | 411.0 | 683.0 |
| Avg. Drawdown | -6.02% | -7.32% |
| Avg. Drawdown Days | 92.0 | 35.0 |
| Recovery Factor | 1.05 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-03-13 | -21.40 | 411 |
| 2025-03-03 | 2025-07-14 | -20.99 | 133 |
| 2023-07-23 | 2024-06-04 | -12.34 | 316 |
| 2024-06-04 | 2024-11-07 | -6.86 | 155 |
| 2024-12-26 | 2025-03-02 | -4.37 | 66 |
| 2023-04-26 | 2023-05-05 | -4.29 | 8 |
| 2023-05-29 | 2023-07-13 | -2.53 | 45 |
| 2023-05-06 | 2023-05-28 | -2.50 | 22 |
| 2024-11-07 | 2024-12-15 | -2.21 | 37 |
| 2022-01-26 | 2022-01-26 | -0.18 | 0 |
| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 14.41% | 43.77% |
| Worst Month | -9.94% | -37.12% |
| Best Year | 26.67% | 155.54% |
| Worst Year | -19.52% | -60.52% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.72% | 8.22% |
| Avg. Down Week | -1.83% | -3.55% |
| Avg. Up Month | 4.6% | 17.62% |
| Avg. Down Month | -2.96% | -11.15% |
| Win Days % | 43.44% | 51.27% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 40.59% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |