| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 10.61% | 220.31% |
| Max Drawdown | -17.84% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.2 | 0.66 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 70.91 | 3.1 |
| Outlier Loss Ratio | 3.72 | 2.91 |
| Volatility (ann.) | 7.37% | 26.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.17 | 0.6 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 138.6 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.74% |
| Expected Yearly % | 2.55% | 33.78% |
| Kelly Criterion | -6.09% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11370465:BTCUSD | 11370465:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -10.25 | 0.18 | + |
| 2023 | 155.54 | 1.83 | 0.01 | - |
| 2024 | 121.00 | 31.83 | 0.26 | - |
| 2025 | 30.14 | -8.20 | -0.27 | - |
| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.07% | 45.08% |
| 6M | -9.23% | 28.47% |
| YTD | -8.2% | 30.14% |
| 1Y | -0.14% | 105.13% |
| 3Y (ann.) | 7.01% | 81.7% |
| 5Y (ann.) | 2.96% | 40.11% |
| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| Max Drawdown | -17.84% | -67.18% |
| Longest DD Days | 352.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.34% |
| Avg. Drawdown Days | 51.0 | 32.0 |
| Recovery Factor | 0.59 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-07-14 | -17.84 | 182 |
| 2022-07-30 | 2023-04-27 | -15.35 | 270 |
| 2023-05-06 | 2024-04-22 | -12.22 | 352 |
| 2022-02-16 | 2022-07-30 | -11.49 | 164 |
| 2024-07-01 | 2024-10-29 | -8.13 | 120 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2023-04-28 | 2023-05-05 | -1.98 | 7 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -11.33% | -29.64% |
| Best Month | 15.56% | 43.77% |
| Worst Month | -11.17% | -37.12% |
| Best Year | 31.83% | 155.54% |
| Worst Year | -10.25% | -56.42% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 2.54% | 7.55% |
| Avg. Down Week | -1.68% | -2.13% |
| Avg. Up Month | 4.83% | 16.72% |
| Avg. Down Month | -2.98% | -12.03% |
| Win Days % | 45.12% | 51.32% |
| Win Month % | 41.03% | 62.79% |
| Win Week % | 48.72% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |