| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -6.36% | 220.31% |
| Max Drawdown | -28.16% | -67.18% |
| Sharpe | 0.0 | 0.45 |
| Sortino | 0.0 | 0.66 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 0.87 | 1.0 |
| Outlier Win Ratio | 38.39 | 3.36 |
| Outlier Loss Ratio | 4.05 | 3.31 |
| Volatility (ann.) | 9.84% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.07 | 0.6 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 61.42 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.15% | 2.74% |
| Expected Yearly % | -1.63% | 33.78% |
| Kelly Criterion | -4.7% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11370476:BTCUSD | 11370476:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -11.80 | 0.21 | + |
| 2023 | 155.54 | 16.24 | 0.10 | - |
| 2024 | 121.00 | 10.79 | 0.09 | - |
| 2025 | 30.14 | -17.56 | -0.58 | - |
| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -3.51% | 45.08% |
| 6M | -17.74% | 28.47% |
| YTD | -17.56% | 30.14% |
| 1Y | -15.93% | 105.13% |
| 3Y (ann.) | 2.56% | 81.7% |
| 5Y (ann.) | -1.88% | 40.11% |
| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476:BTCUSD |
|---|---|---|
| Max Drawdown | -28.16% | -67.18% |
| Longest DD Days | 728.0 | 683.0 |
| Avg. Drawdown | -9.49% | -6.34% |
| Avg. Drawdown Days | 176.0 | 32.0 |
| Recovery Factor | -0.23 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-02-28 | -28.16 | 728 |
| 2024-03-26 | 2025-07-14 | -26.54 | 475 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| 2022-02-05 | 2022-03-01 | -0.68 | 24 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476: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 | 9.82% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 16.24% | 155.54% |
| Worst Year | -17.56% | -56.42% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.04% | 8.41% |
| Avg. Down Week | -2.8% | -2.96% |
| Avg. Up Month | 4.29% | 15.28% |
| Avg. Down Month | -7.2% | -12.63% |
| Win Days % | 46.67% | 51.32% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 50.59% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |