| Metric | 11370389:btcusd:triple_med_gx:lsma85_10 | 11370389:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.67% | 243.19% |
| Max Drawdown | -30.89% | -67.18% |
| Sharpe | 0.01 | 0.47 |
| Sortino | 0.02 | 0.68 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 33.73 | 3.4 |
| Outlier Loss Ratio | 4.18 | 3.4 |
| Volatility (ann.) | 10.74% | 26.17% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.05 | 0.64 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 57.1 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.91% |
| Expected Yearly % | -1.45% | 36.11% |
| Kelly Criterion | -3.61% | 7.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11370389:BTCUSD | 11370389:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -14.33 | 0.27 | + |
| 2023 | 155.54 | 27.49 | 0.18 | - |
| 2024 | 121.00 | -8.01 | -0.07 | - |
| 2025 | 30.14 | -6.12 | -0.20 | - |
| Metric | 11370389:btcusd:triple_med_gx:lsma85_10 | 11370389:BTCUSD |
|---|---|---|
| MTD | -0.87% | 13.36% |
| 3M | -0.77% | 45.08% |
| 6M | -10.69% | 28.47% |
| YTD | -6.12% | 30.14% |
| 1Y | -8.29% | 105.13% |
| 3Y (ann.) | -0.45% | 81.7% |
| 5Y (ann.) | -1.67% | 42.69% |
| Metric | 11370389:btcusd:triple_med_gx:lsma85_10 | 11370389:BTCUSD |
|---|---|---|
| Max Drawdown | -30.89% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -7.04% | -6.09% |
| Avg. Drawdown Days | 89.0 | 30.0 |
| Recovery Factor | -0.18 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-07-14 | -30.89 | 500 |
| 2022-03-22 | 2023-04-27 | -29.49 | 400 |
| 2023-04-30 | 2024-02-28 | -19.16 | 303 |
| 2022-02-01 | 2022-02-28 | -8.78 | 26 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-02 | 2022-03-18 | -1.88 | 16 |
| 2023-04-28 | 2023-04-30 | -1.06 | 2 |
| 2023-04-27 | 2023-04-27 | -0.50 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11370389:btcusd:triple_med_gx:lsma85_10 | 11370389:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.96% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 15.96% | 43.77% |
| Worst Month | -15.19% | -37.12% |
| Best Year | 27.49% | 155.54% |
| Worst Year | -14.33% | -53.3% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.78% | 8.82% |
| Avg. Down Week | -2.51% | -2.31% |
| Avg. Up Month | 5.55% | 13.53% |
| Avg. Down Month | -6.56% | -9.01% |
| Win Days % | 44.91% | 51.3% |
| Win Month % | 51.16% | 62.79% |
| Win Week % | 38.24% | 51.89% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |