| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 14.23% | 184.67% |
| Max Drawdown | -30.06% | -67.18% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.24 | 0.6 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 60.93 | 3.24 |
| Outlier Loss Ratio | 4.01 | 3.05 |
| Volatility (ann.) | 8.23% | 26.32% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.13 | 0.52 |
| Skew | 2.05 | 0.18 |
| Kurtosis | 96.56 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.46% |
| Expected Yearly % | 3.38% | 29.89% |
| Kelly Criterion | -4.57% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11371021:BTCUSD | 11371021:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -0.98 | 0.02 | + |
| 2023 | 155.54 | 21.22 | 0.14 | - |
| 2024 | 121.00 | 10.36 | 0.09 | - |
| 2025 | 30.14 | -13.76 | -0.46 | - |
| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| MTD | -1.62% | 13.36% |
| 3M | 8.58% | 45.08% |
| 6M | -13.76% | 28.47% |
| YTD | -13.76% | 30.14% |
| 1Y | -17.76% | 105.13% |
| 3Y (ann.) | 4.58% | 81.7% |
| 5Y (ann.) | 3.89% | 34.95% |
| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| Max Drawdown | -30.06% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -3.88% | -7.55% |
| Avg. Drawdown Days | 45.0 | 36.0 |
| Recovery Factor | 0.47 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-14 | -30.06 | 339 |
| 2022-07-30 | 2023-02-16 | -11.82 | 200 |
| 2022-05-16 | 2022-07-18 | -9.06 | 63 |
| 2023-03-02 | 2023-03-31 | -8.73 | 28 |
| 2023-07-24 | 2024-02-09 | -6.41 | 200 |
| 2022-01-26 | 2022-05-14 | -5.54 | 108 |
| 2024-07-10 | 2024-08-08 | -4.70 | 29 |
| 2023-04-26 | 2023-05-28 | -4.29 | 32 |
| 2024-03-14 | 2024-04-08 | -3.37 | 25 |
| 2024-05-16 | 2024-07-09 | -3.34 | 53 |
| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -10.84% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -13.23% | -37.12% |
| Best Year | 21.22% | 155.54% |
| Worst Year | -13.76% | -61.27% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 2.86% | 7.85% |
| Avg. Down Week | -1.87% | -4.22% |
| Avg. Up Month | 3.39% | 17.17% |
| Avg. Down Month | -3.8% | -11.1% |
| Win Days % | 42.12% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 46.53% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |