| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 1.99% | 233.23% |
| Max Drawdown | -24.64% | -67.18% |
| Sharpe | 0.06 | 0.46 |
| Sortino | 0.08 | 0.67 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.59 | 1.08 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 0.58 | 1.0 |
| Outlier Win Ratio | 55.15 | 3.24 |
| Outlier Loss Ratio | 4.02 | 3.09 |
| Volatility (ann.) | 7.74% | 26.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.02 | 0.62 |
| Skew | 0.51 | 0.2 |
| Kurtosis | 65.15 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.84% |
| Expected Yearly % | 0.49% | 35.11% |
| Kelly Criterion | -2.83% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | 11372760:BTCUSD | 11372760:btcusd:triple_med_gx:lsma70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -0.74 | 0.01 | + |
| 2023 | 155.54 | 18.02 | 0.12 | - |
| 2024 | 121.00 | -2.23 | -0.02 | - |
| 2025 | 30.14 | -10.95 | -0.36 | - |
| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.57% | 45.08% |
| 6M | -11.82% | 28.47% |
| YTD | -10.95% | 30.14% |
| 1Y | -14.58% | 105.13% |
| 3Y (ann.) | -0.14% | 81.7% |
| 5Y (ann.) | 0.57% | 41.6% |
| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| Max Drawdown | -24.64% | -67.18% |
| Longest DD Days | 589.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.05% |
| Avg. Drawdown Days | 60.0 | 31.0 |
| Recovery Factor | 0.08 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -24.64 | 458 |
| 2022-02-01 | 2023-09-14 | -11.96 | 589 |
| 2024-02-29 | 2024-04-10 | -3.84 | 41 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2023-10-02 | 2023-10-18 | -2.83 | 15 |
| 2024-01-06 | 2024-01-28 | -1.46 | 22 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2023-09-14 | 2023-10-01 | -1.16 | 16 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 9.13% | 35.75% |
| Worst Week | -5.91% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -7.72% | -37.12% |
| Best Year | 18.02% | 155.54% |
| Worst Year | -10.95% | -54.66% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.21% | 8.5% |
| Avg. Down Week | -1.86% | -3.31% |
| Avg. Up Month | 3.16% | 14.8% |
| Avg. Down Month | -2.69% | -10.13% |
| Win Days % | 44.91% | 51.3% |
| Win Month % | 47.37% | 62.79% |
| Win Week % | 42.03% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |