| Metric | 11370429:btcusd:triple_med_gx:lsma40_10 | 11370429:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 9.63% | 233.23% |
| Max Drawdown | -22.92% | -67.18% |
| Sharpe | 0.12 | 0.46 |
| Sortino | 0.18 | 0.67 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 61.9 | 3.16 |
| Outlier Loss Ratio | 3.69 | 3.01 |
| Volatility (ann.) | 7.86% | 26.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.12 | 0.62 |
| Skew | 0.46 | 0.2 |
| Kurtosis | 112.62 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.84% |
| Expected Yearly % | 2.33% | 35.11% |
| Kelly Criterion | -3.72% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | 11370429:BTCUSD | 11370429:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.63 | 0.21 | + |
| 2023 | 155.54 | -1.22 | -0.01 | - |
| 2024 | 121.00 | 29.68 | 0.25 | - |
| 2025 | 30.14 | -3.15 | -0.10 | - |
| Metric | 11370429:btcusd:triple_med_gx:lsma40_10 | 11370429:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 7.21% | 45.08% |
| 6M | -4.29% | 28.47% |
| YTD | -3.15% | 30.14% |
| 1Y | -4.88% | 105.13% |
| 3Y (ann.) | 4.61% | 81.7% |
| 5Y (ann.) | 2.69% | 41.6% |
| Metric | 11370429:btcusd:triple_med_gx:lsma40_10 | 11370429:BTCUSD |
|---|---|---|
| Max Drawdown | -22.92% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -4.6% | -6.05% |
| Avg. Drawdown Days | 86.0 | 31.0 |
| Recovery Factor | 0.42 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-08 | -22.92 | 617 |
| 2024-07-07 | 2025-07-14 | -21.97 | 372 |
| 2022-02-16 | 2022-07-28 | -10.84 | 162 |
| 2024-05-05 | 2024-05-15 | -2.66 | 10 |
| 2024-04-08 | 2024-04-22 | -1.44 | 13 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| 2024-05-04 | 2024-05-04 | -0.50 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11370429:btcusd:triple_med_gx:lsma40_10 | 11370429:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.14% | 35.75% |
| Worst Week | -10.92% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -8.49% | -37.12% |
| Best Year | 29.68% | 155.54% |
| Worst Year | -11.63% | -54.66% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 2.52% | 7.15% |
| Avg. Down Week | -1.71% | -3.16% |
| Avg. Up Month | 4.54% | 14.74% |
| Avg. Down Month | -3.52% | -12.53% |
| Win Days % | 45.83% | 51.3% |
| Win Month % | 45.0% | 62.79% |
| Win Week % | 50.6% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |