| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 25.07% | 233.23% |
| Max Drawdown | -23.75% | -67.18% |
| Sharpe | 0.21 | 0.46 |
| Sortino | 0.31 | 0.67 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 35.79 | 3.41 |
| Outlier Loss Ratio | 4.05 | 3.33 |
| Volatility (ann.) | 10.06% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.28 | 0.62 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 56.92 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.84% |
| Expected Yearly % | 5.75% | 35.11% |
| Kelly Criterion | 0.35% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11370437:BTCUSD | 11370437:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.75 | 0.12 | + |
| 2023 | 155.54 | 25.69 | 0.17 | - |
| 2024 | 121.00 | 15.14 | 0.13 | - |
| 2025 | 30.14 | -7.32 | -0.24 | - |
| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -2.84% | 45.08% |
| 6M | -11.66% | 28.47% |
| YTD | -7.32% | 30.14% |
| 1Y | -0.26% | 105.13% |
| 3Y (ann.) | 8.87% | 81.7% |
| 5Y (ann.) | 6.68% | 41.6% |
| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| Max Drawdown | -23.75% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -4.49% | -6.05% |
| Avg. Drawdown Days | 64.0 | 31.0 |
| Recovery Factor | 1.06 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -23.75 | 469 |
| 2022-04-21 | 2023-10-20 | -23.63 | 546 |
| 2022-03-02 | 2022-04-21 | -7.26 | 50 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-01-31 | 2024-02-28 | -3.00 | 27 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2023-11-24 | 2024-01-08 | -2.43 | 44 |
| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.22% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 11.19% | 43.77% |
| Worst Month | -12.09% | -37.12% |
| Best Year | 25.69% | 155.54% |
| Worst Year | -7.32% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.42% | 8.63% |
| Avg. Down Week | -2.3% | -2.41% |
| Avg. Up Month | 5.05% | 15.19% |
| Avg. Down Month | -4.89% | -12.31% |
| Win Days % | 48.29% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 48.28% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |