| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 18.7% | 222.44% |
| Max Drawdown | -21.03% | -67.18% |
| Sharpe | 0.2 | 0.45 |
| Sortino | 0.31 | 0.66 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 65.27 | 3.15 |
| Outlier Loss Ratio | 3.74 | 2.96 |
| Volatility (ann.) | 7.45% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 0.6 |
| Skew | 1.76 | 0.2 |
| Kurtosis | 120.36 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.76% |
| Expected Yearly % | 4.38% | 34.0% |
| Kelly Criterion | -1.69% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11370446:BTCUSD | 11370446:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -8.23 | 0.15 | + |
| 2023 | 155.54 | 1.50 | 0.01 | - |
| 2024 | 121.00 | 32.07 | 0.27 | - |
| 2025 | 30.14 | -3.52 | -0.12 | - |
| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 7.64% | 45.08% |
| 6M | -4.61% | 28.47% |
| YTD | -3.52% | 30.14% |
| 1Y | 3.75% | 105.13% |
| 3Y (ann.) | 6.7% | 81.7% |
| 5Y (ann.) | 5.09% | 40.34% |
| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| Max Drawdown | -21.03% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -3.73% | -6.36% |
| Avg. Drawdown Days | 56.0 | 32.0 |
| Recovery Factor | 0.89 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-08 | -21.03 | 617 |
| 2025-01-16 | 2025-07-14 | -17.86 | 179 |
| 2024-07-01 | 2024-12-12 | -12.49 | 164 |
| 2022-04-20 | 2022-07-18 | -7.61 | 88 |
| 2025-01-04 | 2025-01-15 | -3.95 | 11 |
| 2022-02-16 | 2022-03-18 | -3.13 | 30 |
| 2024-05-05 | 2024-05-15 | -2.66 | 10 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-04-08 | 2024-04-22 | -1.58 | 13 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.17% | 35.75% |
| Worst Week | -10.92% | -29.64% |
| Best Month | 10.17% | 43.77% |
| Worst Month | -10.51% | -37.12% |
| Best Year | 32.07% | 155.54% |
| Worst Year | -8.23% | -56.13% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 2.56% | 7.54% |
| Avg. Down Week | -1.58% | -2.32% |
| Avg. Up Month | 4.33% | 14.51% |
| Avg. Down Month | -3.69% | -9.52% |
| Win Days % | 46.49% | 51.29% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 49.37% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |