| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 66.69% | 183.37% |
| Max Drawdown | -21.59% | -67.18% |
| Sharpe | 0.37 | 0.41 |
| Sortino | 0.61 | 0.6 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 30.25 | 3.58 |
| Outlier Loss Ratio | 4.48 | 3.45 |
| Volatility (ann.) | 11.54% | 26.31% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.73 | 0.52 |
| Skew | 2.64 | 0.18 |
| Kurtosis | 55.47 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.45% |
| Expected Yearly % | 13.63% | 29.74% |
| Kelly Criterion | 1.41% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11370317:BTCUSD | 11370317:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 19.58 | -0.32 | + |
| 2023 | 155.54 | 20.70 | 0.13 | - |
| 2024 | 121.00 | 10.05 | 0.08 | - |
| 2025 | 27.10 | 4.94 | 0.18 | - |
| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| MTD | 5.51% | 10.71% |
| 3M | 14.21% | 41.88% |
| 6M | 4.68% | 22.91% |
| YTD | 4.94% | 27.1% |
| 1Y | 0.95% | 82.29% |
| 3Y (ann.) | 8.32% | 77.48% |
| 5Y (ann.) | 15.75% | 34.74% |
| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| Max Drawdown | -21.59% | -67.18% |
| Longest DD Days | 315.0 | 683.0 |
| Avg. Drawdown | -5.3% | -7.42% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 3.09 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -21.59 | 136 |
| 2022-07-20 | 2023-03-13 | -20.37 | 236 |
| 2023-05-29 | 2024-04-08 | -17.62 | 315 |
| 2022-04-14 | 2022-06-20 | -14.30 | 67 |
| 2024-10-07 | 2025-03-02 | -12.54 | 145 |
| 2024-04-08 | 2024-08-08 | -6.74 | 122 |
| 2022-06-21 | 2022-07-07 | -5.90 | 15 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| 2023-05-15 | 2023-05-28 | -4.42 | 13 |
| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 20.05% | 35.75% |
| Worst Week | -8.11% | -29.64% |
| Best Month | 18.15% | 43.77% |
| Worst Month | -7.39% | -37.12% |
| Best Year | 20.7% | 155.54% |
| Worst Year | 4.94% | -60.52% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.75% | 7.76% |
| Avg. Down Week | -2.15% | -3.36% |
| Avg. Up Month | 5.98% | 13.71% |
| Avg. Down Month | -3.28% | -9.09% |
| Win Days % | 44.82% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 44.44% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |