| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 8.19% | 233.23% |
| Max Drawdown | -27.75% | -67.18% |
| Sharpe | 0.11 | 0.46 |
| Sortino | 0.16 | 0.67 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.04 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 39.57 | 3.37 |
| Outlier Loss Ratio | 4.09 | 3.3 |
| Volatility (ann.) | 9.68% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.08 | 0.62 |
| Skew | 1.55 | 0.2 |
| Kurtosis | 65.1 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.84% |
| Expected Yearly % | 1.99% | 35.11% |
| Kelly Criterion | -1.93% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11370435:BTCUSD | 11370435:btcusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -1.20 | 0.02 | + |
| 2023 | 155.54 | 17.62 | 0.11 | - |
| 2024 | 121.00 | 6.53 | 0.05 | - |
| 2025 | 30.14 | -12.61 | -0.42 | - |
| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | 0.01% | 45.08% |
| 6M | -14.59% | 28.47% |
| YTD | -12.61% | 30.14% |
| 1Y | -9.77% | 105.13% |
| 3Y (ann.) | -0.6% | 81.7% |
| 5Y (ann.) | 2.3% | 41.6% |
| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| Max Drawdown | -27.75% | -67.18% |
| Longest DD Days | 657.0 | 683.0 |
| Avg. Drawdown | -4.62% | -6.05% |
| Avg. Drawdown Days | 71.0 | 31.0 |
| Recovery Factor | 0.3 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -27.75 | 469 |
| 2022-03-22 | 2024-01-08 | -21.28 | 657 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-03-02 | 2022-03-18 | -4.94 | 16 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 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 |
| 2024-01-09 | 2024-01-29 | -2.65 | 20 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.17% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 9.7% | 43.77% |
| Worst Month | -16.57% | -37.12% |
| Best Year | 17.62% | 155.54% |
| Worst Year | -12.61% | -54.66% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.38% | 8.93% |
| Avg. Down Week | -2.16% | -2.09% |
| Avg. Up Month | 4.59% | 15.01% |
| Avg. Down Month | -4.85% | -12.31% |
| Win Days % | 46.8% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 45.88% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |