| Metric | 11370353:btcusd:triple_med_gx:lsma70_10 | 11370353:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 16.4% | 239.56% |
| Max Drawdown | -36.33% | -67.18% |
| Sharpe | 0.15 | 0.47 |
| Sortino | 0.23 | 0.68 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.56 | 0.65 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 34.0 | 3.52 |
| Outlier Loss Ratio | 4.1 | 3.45 |
| Volatility (ann.) | 11.2% | 26.24% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.12 | 0.63 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 47.47 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.88% |
| Expected Yearly % | 3.87% | 35.75% |
| Kelly Criterion | -1.71% | 10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.23% |
| Expected Shortfall (cVaR) | -0.96% | -2.23% |
| Year | 11370353:BTCUSD | 11370353:btcusd:triple_med_gx:lsma70_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 2.10 | -0.04 | + |
| 2023 | 155.54 | 18.25 | 0.12 | - |
| 2024 | 121.00 | 2.15 | 0.02 | - |
| 2025 | 30.14 | -5.62 | -0.19 | - |
| Metric | 11370353:btcusd:triple_med_gx:lsma70_10 | 11370353:BTCUSD |
|---|---|---|
| MTD | 6.51% | 13.36% |
| 3M | 9.39% | 45.08% |
| 6M | -9.53% | 28.47% |
| YTD | -5.62% | 30.14% |
| 1Y | -13.48% | 105.13% |
| 3Y (ann.) | 2.13% | 81.7% |
| 5Y (ann.) | 4.47% | 42.14% |
| Metric | 11370353:btcusd:triple_med_gx:lsma70_10 | 11370353:BTCUSD |
|---|---|---|
| Max Drawdown | -36.33% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.6% | -6.05% |
| Avg. Drawdown Days | 47.0 | 29.0 |
| Recovery Factor | 0.45 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -36.33 | 461 |
| 2022-04-20 | 2023-03-13 | -19.56 | 326 |
| 2023-11-11 | 2024-02-12 | -13.35 | 93 |
| 2023-04-26 | 2023-10-01 | -9.55 | 158 |
| 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 |
| 2023-10-02 | 2023-10-20 | -2.83 | 17 |
| Metric | 11370353:btcusd:triple_med_gx:lsma70_10 | 11370353:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.38% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 12.88% | 43.77% |
| Worst Month | -17.69% | -37.12% |
| Best Year | 18.25% | 155.54% |
| Worst Year | -5.62% | -53.8% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.5% | 7.8% |
| Avg. Down Week | -2.11% | -3.07% |
| Avg. Up Month | 5.05% | 13.33% |
| Avg. Down Month | -6.6% | -10.03% |
| Win Days % | 44.89% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 44.55% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |