| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 16.88% | 233.23% |
| Max Drawdown | -19.25% | -67.18% |
| Sharpe | 0.19 | 0.46 |
| Sortino | 0.28 | 0.67 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 66.88 | 3.14 |
| Outlier Loss Ratio | 3.73 | 2.94 |
| Volatility (ann.) | 7.38% | 26.12% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 0.62 |
| Skew | 0.68 | 0.2 |
| Kurtosis | 127.86 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.84% |
| Expected Yearly % | 3.98% | 35.11% |
| Kelly Criterion | -2.94% | 3.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11370426:BTCUSD | 11370426:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.65 | 0.21 | + |
| 2023 | 155.54 | 4.77 | 0.03 | - |
| 2024 | 121.00 | 31.93 | 0.26 | - |
| 2025 | 30.14 | -4.29 | -0.14 | - |
| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.29% | 45.08% |
| 6M | -5.26% | 28.47% |
| YTD | -4.29% | 30.14% |
| 1Y | -1.55% | 105.13% |
| 3Y (ann.) | 5.24% | 81.7% |
| 5Y (ann.) | 4.61% | 41.6% |
| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| Max Drawdown | -19.25% | -67.18% |
| Longest DD Days | 630.0 | 683.0 |
| Avg. Drawdown | -4.32% | -6.05% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | 0.88 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -19.25 | 234 |
| 2022-06-08 | 2024-02-28 | -18.26 | 630 |
| 2022-02-16 | 2022-06-07 | -9.15 | 111 |
| 2024-07-07 | 2024-11-21 | -8.72 | 136 |
| 2024-05-05 | 2024-06-30 | -3.46 | 56 |
| 2024-03-26 | 2024-04-05 | -1.66 | 10 |
| 2024-04-22 | 2024-05-04 | -1.13 | 12 |
| 2024-04-07 | 2024-04-08 | -0.65 | 0 |
| 2024-04-21 | 2024-04-22 | -0.64 | 0 |
| 2022-01-29 | 2022-02-15 | -0.52 | 17 |
| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.11% | 35.75% |
| Worst Week | -11.33% | -29.64% |
| Best Month | 10.11% | 43.77% |
| Worst Month | -9.17% | -37.12% |
| Best Year | 31.93% | 155.54% |
| Worst Year | -11.65% | -54.66% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 2.16% | 7.21% |
| Avg. Down Week | -1.48% | -3.03% |
| Avg. Up Month | 3.62% | 15.66% |
| Avg. Down Month | -2.68% | -12.53% |
| Win Days % | 46.11% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 54.76% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |