| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 16.54% | 237.48% |
| Max Drawdown | -33.52% | -67.18% |
| Sharpe | 0.16 | 0.47 |
| Sortino | 0.24 | 0.68 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 34.34 | 3.41 |
| Outlier Loss Ratio | 4.07 | 3.32 |
| Volatility (ann.) | 10.33% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.13 | 0.63 |
| Skew | 1.56 | 0.2 |
| Kurtosis | 55.6 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.87% |
| Expected Yearly % | 3.9% | 35.54% |
| Kelly Criterion | -0.47% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11370419:BTCUSD | 11370419:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -6.41 | 0.12 | + |
| 2023 | 155.54 | 34.50 | 0.22 | - |
| 2024 | 121.00 | 1.13 | 0.01 | - |
| 2025 | 30.14 | -8.45 | -0.28 | - |
| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -2.7% | 45.08% |
| 6M | -13.94% | 28.47% |
| YTD | -8.45% | 30.14% |
| 1Y | -1.31% | 105.13% |
| 3Y (ann.) | 5.04% | 81.7% |
| 5Y (ann.) | 4.52% | 42.08% |
| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| Max Drawdown | -33.52% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.1% | -5.84% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | 0.49 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -33.52 | 469 |
| 2022-04-21 | 2023-03-14 | -23.63 | 327 |
| 2023-04-30 | 2023-10-20 | -9.74 | 172 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-03-02 | 2022-03-22 | -4.97 | 20 |
| 2023-11-21 | 2024-01-08 | -3.61 | 48 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-27 | -3.13 | 18 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.46% | 35.75% |
| Worst Week | -13.7% | -29.64% |
| Best Month | 15.46% | 43.77% |
| Worst Month | -20.57% | -37.12% |
| Best Year | 34.5% | 155.54% |
| Worst Year | -8.45% | -54.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.65% | 8.75% |
| Avg. Down Week | -2.58% | -2.24% |
| Avg. Up Month | 5.54% | 14.73% |
| Avg. Down Month | -5.06% | -11.45% |
| Win Days % | 47.53% | 51.31% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 45.98% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |