| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 3.38% | 198.43% |
| Max Drawdown | -28.02% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 32.96 | 3.52 |
| Outlier Loss Ratio | 4.18 | 3.49 |
| Volatility (ann.) | 11.52% | 26.29% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.03 | 0.55 |
| Skew | 1.41 | 0.19 |
| Kurtosis | 50.66 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.58% |
| Expected Yearly % | 0.83% | 31.43% |
| Kelly Criterion | -2.75% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11370341:BTCUSD | 11370341:btcusd:triple_med_gx:lsma70_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -5.96 | 0.10 | + |
| 2023 | 155.54 | 5.22 | 0.03 | - |
| 2024 | 121.00 | 10.96 | 0.09 | - |
| 2025 | 30.14 | -5.84 | -0.19 | - |
| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| MTD | 5.62% | 13.36% |
| 3M | 8.17% | 45.08% |
| 6M | -8.91% | 28.47% |
| YTD | -5.84% | 30.14% |
| 1Y | -6.51% | 105.13% |
| 3Y (ann.) | -2.93% | 81.7% |
| 5Y (ann.) | 0.96% | 36.92% |
| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| Max Drawdown | -28.02% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -5.05% | -6.95% |
| Avg. Drawdown Days | 64.0 | 34.0 |
| Recovery Factor | 0.12 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-07-14 | -28.02 | 174 |
| 2022-04-20 | 2024-03-25 | -24.77 | 705 |
| 2024-04-08 | 2025-01-20 | -13.39 | 286 |
| 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 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-29 | 2024-04-08 | -2.91 | 10 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.19% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 12.0% | 43.77% |
| Worst Month | -16.5% | -37.12% |
| Best Year | 10.96% | 155.54% |
| Worst Year | -5.96% | -59.39% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.39% | 7.37% |
| Avg. Down Week | -2.14% | -2.87% |
| Avg. Up Month | 5.18% | 14.27% |
| Avg. Down Month | -5.06% | -11.65% |
| Win Days % | 44.94% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 40.52% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |