| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 11.22% | 175.31% |
| Max Drawdown | -23.32% | -67.18% |
| Sharpe | 0.15 | 0.41 |
| Sortino | 0.24 | 0.59 |
| Payoff Ratio | 1.6 | 1.41 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.77 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.72 | 2.9 |
| Outlier Loss Ratio | 4.45 | 2.83 |
| Volatility (ann.) | 6.72% | 26.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.13 | 0.5 |
| Skew | 5.35 | 0.18 |
| Kurtosis | 170.03 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.38% |
| Expected Yearly % | 2.69% | 28.81% |
| Kelly Criterion | -4.13% | 16.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11372618:BTCUSD | 11372618:btcusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 6.91 | -0.11 | + |
| 2023 | 155.54 | 15.63 | 0.10 | - |
| 2024 | 121.00 | -5.73 | -0.05 | - |
| 2025 | 27.10 | -4.56 | -0.17 | - |
| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.19% | 41.88% |
| 6M | -5.47% | 22.91% |
| YTD | -4.56% | 27.1% |
| 1Y | -10.81% | 82.29% |
| 3Y (ann.) | -0.02% | 77.48% |
| 5Y (ann.) | 3.08% | 33.54% |
| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| Max Drawdown | -23.32% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.2% | -7.58% |
| Avg. Drawdown Days | 59.0 | 37.0 |
| Recovery Factor | 0.48 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-20 | 2025-07-17 | -23.32 | 452 |
| 2022-11-06 | 2023-03-13 | -10.70 | 127 |
| 2023-04-26 | 2024-04-08 | -8.48 | 347 |
| 2022-06-20 | 2022-07-18 | -4.85 | 27 |
| 2022-07-30 | 2022-10-25 | -3.99 | 86 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-07-18 | 2022-07-30 | -1.55 | 12 |
| 2022-03-12 | 2022-05-15 | -1.28 | 64 |
| 2022-02-26 | 2022-03-12 | -1.08 | 14 |
| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 6.99% | 43.77% |
| Worst Month | -9.29% | -37.12% |
| Best Year | 15.63% | 155.54% |
| Worst Year | -5.73% | -61.64% |
| Avg. Up Day | 1.09% | 1.14% |
| Avg. Down Day | -0.68% | -0.81% |
| Avg. Up Week | 2.0% | 7.99% |
| Avg. Down Week | -1.99% | -4.63% |
| Avg. Up Month | 2.48% | 16.68% |
| Avg. Down Month | -4.12% | -8.58% |
| Win Days % | 35.86% | 51.23% |
| Win Month % | 62.5% | 60.47% |
| Win Week % | 52.17% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |