| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -5.91% | 184.67% |
| Max Drawdown | -28.3% | -67.18% |
| Sharpe | -0.02 | 0.42 |
| Sortino | -0.03 | 0.6 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.49 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 74.45 | 3.08 |
| Outlier Loss Ratio | 3.95 | 2.96 |
| Volatility (ann.) | 7.49% | 26.32% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.06 | 0.52 |
| Skew | 2.27 | 0.18 |
| Kurtosis | 127.2 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.46% |
| Expected Yearly % | -1.51% | 29.89% |
| Kelly Criterion | -8.76% | 11.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11371798:BTCUSD | 11371798:btcusd:triple_med_gx:lsma35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -11.34 | 0.19 | + |
| 2023 | 155.54 | 17.64 | 0.11 | - |
| 2024 | 121.00 | 5.89 | 0.05 | - |
| 2025 | 30.14 | -14.82 | -0.49 | - |
| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| MTD | -1.28% | 13.36% |
| 3M | 1.01% | 45.08% |
| 6M | -14.82% | 28.47% |
| YTD | -14.82% | 30.14% |
| 1Y | -22.84% | 105.13% |
| 3Y (ann.) | 0.42% | 81.7% |
| 5Y (ann.) | -1.73% | 34.95% |
| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.79% | -7.55% |
| Avg. Drawdown Days | 73.0 | 36.0 |
| Recovery Factor | -0.21 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -28.30 | 369 |
| 2022-07-30 | 2023-04-26 | -12.82 | 269 |
| 2022-01-26 | 2022-07-30 | -12.67 | 185 |
| 2023-04-26 | 2023-11-09 | -6.78 | 196 |
| 2023-11-21 | 2023-12-02 | -4.03 | 11 |
| 2024-05-16 | 2024-07-10 | -3.13 | 54 |
| 2024-03-14 | 2024-03-24 | -2.80 | 10 |
| 2024-01-02 | 2024-02-09 | -1.67 | 37 |
| 2024-04-08 | 2024-04-20 | -1.38 | 12 |
| 2024-05-05 | 2024-05-15 | -0.86 | 10 |
| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -10.97% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -12.94% | -37.12% |
| Best Year | 17.64% | 155.54% |
| Worst Year | -14.82% | -61.27% |
| Avg. Up Day | 1.02% | 1.06% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 2.38% | 8.38% |
| Avg. Down Week | -2.08% | -4.47% |
| Avg. Up Month | 3.29% | 17.9% |
| Avg. Down Month | -5.32% | -11.96% |
| Win Days % | 38.84% | 51.26% |
| Win Month % | 54.76% | 60.47% |
| Win Week % | 48.45% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |