| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 42.61% | 198.43% |
| Max Drawdown | -24.99% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 32.51 | 3.56 |
| Outlier Loss Ratio | 4.09 | 3.46 |
| Volatility (ann.) | 11.43% | 26.29% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.43 | 0.55 |
| Skew | 1.74 | 0.19 |
| Kurtosis | 49.62 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.58% |
| Expected Yearly % | 9.28% | 31.43% |
| Kelly Criterion | 0.57% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11370340:BTCUSD | 11370340:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -3.01 | 0.05 | + |
| 2023 | 155.54 | 17.34 | 0.11 | - |
| 2024 | 121.00 | 20.50 | 0.17 | - |
| 2025 | 30.14 | 3.99 | 0.13 | - |
| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| MTD | 5.36% | 13.36% |
| 3M | 13.98% | 45.08% |
| 6M | 0.6% | 28.47% |
| YTD | 3.99% | 30.14% |
| 1Y | 7.81% | 105.13% |
| 3Y (ann.) | 6.19% | 81.7% |
| 5Y (ann.) | 10.74% | 36.92% |
| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| Max Drawdown | -24.99% | -67.18% |
| Longest DD Days | 308.0 | 683.0 |
| Avg. Drawdown | -4.98% | -6.95% |
| Avg. Drawdown Days | 40.0 | 34.0 |
| Recovery Factor | 1.71 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-14 | -24.99 | 237 |
| 2025-01-19 | 2025-07-14 | -22.59 | 176 |
| 2023-04-26 | 2024-02-28 | -16.59 | 308 |
| 2024-04-08 | 2024-08-23 | -14.66 | 137 |
| 2022-04-20 | 2022-07-07 | -14.07 | 78 |
| 2024-09-11 | 2025-01-15 | -10.20 | 126 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2024-02-29 | 2024-03-25 | -3.74 | 25 |
| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 24.36% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 21.65% | 43.77% |
| Worst Month | -11.57% | -37.12% |
| Best Year | 20.5% | 155.54% |
| Worst Year | -3.01% | -59.39% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.88% | 7.33% |
| Avg. Down Week | -2.09% | -2.96% |
| Avg. Up Month | 7.6% | 16.13% |
| Avg. Down Month | -5.04% | -9.98% |
| Win Days % | 45.77% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 42.34% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |