| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -1.5% | 239.56% |
| Max Drawdown | -45.41% | -67.18% |
| Sharpe | 0.05 | 0.47 |
| Sortino | 0.07 | 0.68 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 34.6 | 3.53 |
| Outlier Loss Ratio | 4.04 | 3.37 |
| Volatility (ann.) | 11.03% | 26.24% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.01 | 0.63 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 47.97 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.88% |
| Expected Yearly % | -0.38% | 35.75% |
| Kelly Criterion | -3.27% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11370354:BTCUSD | 11370354:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 9.40 | -0.17 | + |
| 2023 | 155.54 | 9.84 | 0.06 | - |
| 2024 | 121.00 | -12.77 | -0.11 | - |
| 2025 | 30.14 | -6.03 | -0.20 | - |
| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| MTD | 3.54% | 13.36% |
| 3M | 11.61% | 45.08% |
| 6M | -10.03% | 28.47% |
| YTD | -6.03% | 30.14% |
| 1Y | -11.3% | 105.13% |
| 3Y (ann.) | -5.2% | 81.7% |
| 5Y (ann.) | -0.43% | 42.14% |
| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| Max Drawdown | -45.41% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -5.94% | -6.05% |
| Avg. Drawdown Days | 46.0 | 29.0 |
| Recovery Factor | -0.03 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -45.41 | 461 |
| 2022-07-09 | 2022-09-27 | -15.14 | 79 |
| 2022-09-27 | 2023-02-16 | -12.57 | 142 |
| 2022-05-05 | 2022-07-07 | -12.17 | 63 |
| 2023-04-26 | 2023-10-20 | -9.80 | 176 |
| 2023-11-11 | 2024-01-26 | -9.50 | 76 |
| 2022-03-20 | 2022-04-19 | -6.10 | 30 |
| 2022-01-26 | 2022-01-31 | -5.71 | 5 |
| 2023-02-16 | 2023-03-12 | -5.52 | 23 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 12.19% | 43.77% |
| Worst Month | -15.87% | -37.12% |
| Best Year | 9.84% | 155.54% |
| Worst Year | -12.77% | -53.8% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.09% | 7.49% |
| Avg. Down Week | -2.61% | -2.82% |
| Avg. Up Month | 4.6% | 13.76% |
| Avg. Down Month | -7.19% | -10.03% |
| Win Days % | 45.06% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 45.45% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |