| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 0.26% | 220.31% |
| Max Drawdown | -19.68% | -67.18% |
| Sharpe | 0.03 | 0.45 |
| Sortino | 0.05 | 0.66 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 109.14 | 2.88 |
| Outlier Loss Ratio | 3.96 | 2.74 |
| Volatility (ann.) | 5.67% | 26.14% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.0 | 0.6 |
| Skew | 2.46 | 0.2 |
| Kurtosis | 270.31 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.74% |
| Expected Yearly % | 0.07% | 33.78% |
| Kelly Criterion | -9.85% | 5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.22% |
| Expected Shortfall (cVaR) | -0.49% | -2.22% |
| Year | 11370462:BTCUSD | 11370462:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.08 | -0.02 | + |
| 2023 | 155.54 | 3.12 | 0.02 | - |
| 2024 | 121.00 | 9.28 | 0.08 | - |
| 2025 | 30.14 | -11.98 | -0.40 | - |
| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 3.89% | 45.08% |
| 6M | -11.37% | 28.47% |
| YTD | -11.98% | 30.14% |
| 1Y | -10.44% | 105.13% |
| 3Y (ann.) | -1.63% | 81.7% |
| 5Y (ann.) | 0.08% | 40.11% |
| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| Max Drawdown | -19.68% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.34% |
| Avg. Drawdown Days | 96.0 | 32.0 |
| Recovery Factor | 0.01 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-14 | 2025-07-14 | -19.68 | 426 |
| 2022-07-28 | 2023-05-05 | -12.39 | 280 |
| 2023-05-05 | 2024-04-22 | -7.46 | 352 |
| 2024-04-28 | 2024-05-13 | -2.07 | 14 |
| 2022-02-16 | 2022-03-09 | -1.73 | 21 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-05-17 | 2022-07-15 | -0.99 | 59 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-04-19 | 2022-04-20 | -0.29 | 0 |
| 2022-03-15 | 2022-03-16 | -0.20 | 0 |
| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -8.93% | -29.64% |
| Best Month | 6.72% | 43.77% |
| Worst Month | -8.48% | -37.12% |
| Best Year | 9.28% | 155.54% |
| Worst Year | -11.98% | -56.42% |
| Avg. Up Day | 0.86% | 0.9% |
| Avg. Down Day | -0.76% | -0.86% |
| Avg. Up Week | 1.89% | 7.94% |
| Avg. Down Week | -1.26% | -2.31% |
| Avg. Up Month | 2.73% | 13.68% |
| Avg. Down Month | -2.35% | -8.23% |
| Win Days % | 41.46% | 51.32% |
| Win Month % | 47.22% | 62.79% |
| Win Week % | 45.07% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |