| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 10.39% | 233.23% |
| Max Drawdown | -25.47% | -67.18% |
| Sharpe | 0.12 | 0.46 |
| Sortino | 0.18 | 0.67 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 44.26 | 3.33 |
| Outlier Loss Ratio | 4.13 | 3.2 |
| Volatility (ann.) | 9.01% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.11 | 0.62 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 73.05 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.84% |
| Expected Yearly % | 2.5% | 35.11% |
| Kelly Criterion | -2.08% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11370434:BTCUSD | 11370434:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.60 | 0.21 | + |
| 2023 | 155.54 | 25.30 | 0.16 | - |
| 2024 | 121.00 | 13.02 | 0.11 | - |
| 2025 | 30.14 | -11.82 | -0.39 | - |
| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.13% | 45.08% |
| 6M | -12.48% | 28.47% |
| YTD | -11.82% | 30.14% |
| 1Y | -7.59% | 105.13% |
| 3Y (ann.) | 2.0% | 81.7% |
| 5Y (ann.) | 2.9% | 41.6% |
| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| Max Drawdown | -25.47% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.05% |
| Avg. Drawdown Days | 54.0 | 31.0 |
| Recovery Factor | 0.41 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -25.47 | 458 |
| 2022-04-21 | 2023-10-20 | -23.66 | 546 |
| 2022-02-01 | 2022-03-19 | -5.87 | 45 |
| 2023-11-24 | 2024-01-08 | -3.82 | 44 |
| 2024-02-29 | 2024-03-26 | -3.13 | 25 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -14.62% | -37.12% |
| Best Year | 25.3% | 155.54% |
| Worst Year | -11.82% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.1% | 8.35% |
| Avg. Down Week | -2.12% | -2.2% |
| Avg. Up Month | 4.67% | 15.16% |
| Avg. Down Month | -4.08% | -12.31% |
| Win Days % | 45.96% | 51.3% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 47.5% | 51.89% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |