| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.8% | 233.23% |
| Max Drawdown | -17.42% | -67.18% |
| Sharpe | 0.05 | 0.46 |
| Sortino | 0.08 | 0.67 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.51 | 0.61 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 95.18 | 2.89 |
| Outlier Loss Ratio | 4.04 | 2.77 |
| Volatility (ann.) | 6.03% | 26.12% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.03 | 0.62 |
| Skew | 2.62 | 0.2 |
| Kurtosis | 222.81 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.84% |
| Expected Yearly % | 0.45% | 35.11% |
| Kelly Criterion | -7.61% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.22% |
| Expected Shortfall (cVaR) | -0.52% | -2.22% |
| Year | 11370424:BTCUSD | 11370424:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -7.26 | 0.13 | + |
| 2023 | 155.54 | -0.35 | -0.00 | - |
| 2024 | 121.00 | 12.92 | 0.11 | - |
| 2025 | 30.14 | -2.44 | -0.08 | - |
| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| MTD | 1.79% | 13.36% |
| 3M | 5.68% | 45.08% |
| 6M | -2.05% | 28.47% |
| YTD | -2.44% | 30.14% |
| 1Y | -0.28% | 105.13% |
| 3Y (ann.) | 0.01% | 81.7% |
| 5Y (ann.) | 0.52% | 41.6% |
| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| Max Drawdown | -17.42% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -3.86% | -6.05% |
| Avg. Drawdown Days | 207.0 | 31.0 |
| Recovery Factor | 0.1 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -17.42 | 1133 |
| 2022-02-16 | 2022-03-16 | -2.47 | 28 |
| 2022-05-04 | 2022-06-06 | -2.28 | 32 |
| 2022-03-17 | 2022-05-04 | -0.49 | 48 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-02-15 | 2022-02-15 | -0.18 | 0 |
| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 7.3% | 35.75% |
| Worst Week | -6.72% | -29.64% |
| Best Month | 11.16% | 43.77% |
| Worst Month | -7.25% | -37.12% |
| Best Year | 12.92% | 155.54% |
| Worst Year | -7.26% | -54.66% |
| Avg. Up Day | 0.88% | 0.92% |
| Avg. Down Day | -0.73% | -0.83% |
| Avg. Up Week | 1.62% | 8.12% |
| Avg. Down Week | -1.06% | -1.9% |
| Avg. Up Month | 3.06% | 15.27% |
| Avg. Down Month | -2.44% | -11.75% |
| Win Days % | 41.11% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 51.25% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |