| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 35.56% | 239.56% |
| Max Drawdown | -25.18% | -67.18% |
| Sharpe | 0.25 | 0.47 |
| Sortino | 0.39 | 0.68 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 35.13 | 3.51 |
| Outlier Loss Ratio | 3.94 | 3.33 |
| Volatility (ann.) | 10.98% | 26.24% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.36 | 0.63 |
| Skew | 1.93 | 0.2 |
| Kurtosis | 57.15 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.88% |
| Expected Yearly % | 7.9% | 35.75% |
| Kelly Criterion | 0.18% | 9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11370352:BTCUSD | 11370352:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 2.61 | -0.05 | + |
| 2023 | 155.54 | 19.86 | 0.13 | - |
| 2024 | 121.00 | 2.72 | 0.02 | - |
| 2025 | 30.14 | 7.30 | 0.24 | - |
| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| MTD | 5.32% | 13.36% |
| 3M | 14.28% | 45.08% |
| 6M | 3.98% | 28.47% |
| YTD | 7.3% | 30.14% |
| 1Y | -1.04% | 105.13% |
| 3Y (ann.) | 3.41% | 81.7% |
| 5Y (ann.) | 9.15% | 42.14% |
| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| Max Drawdown | -25.18% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -5.45% | -6.05% |
| Avg. Drawdown Days | 57.0 | 29.0 |
| Recovery Factor | 1.41 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -25.18 | 461 |
| 2022-07-09 | 2023-03-13 | -20.65 | 246 |
| 2023-11-11 | 2024-02-28 | -13.34 | 109 |
| 2022-04-20 | 2022-07-05 | -12.42 | 76 |
| 2023-04-26 | 2023-11-10 | -11.58 | 197 |
| 2022-01-26 | 2022-01-31 | -5.71 | 5 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2024-02-29 | 2024-03-25 | -3.13 | 25 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 18.39% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 18.39% | 43.77% |
| Worst Month | -12.33% | -37.12% |
| Best Year | 19.86% | 155.54% |
| Worst Year | 2.61% | -53.8% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.76% | 7.33% |
| Avg. Down Week | -2.18% | -2.91% |
| Avg. Up Month | 5.77% | 14.1% |
| Avg. Down Month | -5.32% | -9.53% |
| Win Days % | 45.6% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 45.28% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |