| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 5.55% | 198.43% |
| Max Drawdown | -22.92% | -67.18% |
| Sharpe | 0.09 | 0.43 |
| Sortino | 0.13 | 0.62 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.88 | 3.27 |
| Outlier Loss Ratio | 3.57 | 3.09 |
| Volatility (ann.) | 8.96% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.07 | 0.55 |
| Skew | 1.11 | 0.19 |
| Kurtosis | 91.06 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.58% |
| Expected Yearly % | 1.36% | 31.43% |
| Kelly Criterion | -7.04% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11370333:BTCUSD | 11370333:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -21.47 | 0.36 | + |
| 2023 | 155.54 | 12.42 | 0.08 | - |
| 2024 | 121.00 | 21.37 | 0.18 | - |
| 2025 | 30.14 | -1.48 | -0.05 | - |
| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 9.47% | 45.08% |
| 6M | -1.48% | 28.47% |
| YTD | -1.48% | 30.14% |
| 1Y | -5.11% | 105.13% |
| 3Y (ann.) | 5.41% | 81.7% |
| 5Y (ann.) | 1.57% | 36.92% |
| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| Max Drawdown | -22.92% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -10.76% | -6.95% |
| Avg. Drawdown Days | 152.0 | 34.0 |
| Recovery Factor | 0.24 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-10 | -22.92 | 253 |
| 2024-06-05 | 2025-07-14 | -19.53 | 404 |
| 2022-01-26 | 2022-07-30 | -18.24 | 185 |
| 2023-04-26 | 2024-04-08 | -17.49 | 347 |
| 2024-04-29 | 2024-05-15 | -4.97 | 15 |
| 2024-04-08 | 2024-04-22 | -2.71 | 13 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 14.63% | 43.77% |
| Worst Month | -11.67% | -37.12% |
| Best Year | 21.37% | 155.54% |
| Worst Year | -21.47% | -59.39% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 3.39% | 7.85% |
| Avg. Down Week | -2.31% | -3.1% |
| Avg. Up Month | 5.69% | 15.88% |
| Avg. Down Month | -3.78% | -9.05% |
| Win Days % | 43.72% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 44.33% | 51.61% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |