| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.49% | 184.18% |
| Max Drawdown | -8.8% | -67.18% |
| Sharpe | 0.13 | 0.42 |
| Sortino | 0.22 | 0.61 |
| Payoff Ratio | 1.53 | 1.37 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.75 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 124.6 | 2.67 |
| Outlier Loss Ratio | 4.4 | 2.61 |
| Volatility (ann.) | 4.77% | 26.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.24 | 0.53 |
| Skew | 3.11 | 0.18 |
| Kurtosis | 138.94 | 6.48 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.52% |
| Expected Yearly % | 1.82% | 29.84% |
| Kelly Criterion | -4.84% | 15.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.22% |
| Expected Shortfall (cVaR) | -0.41% | -2.22% |
| Year | 11372928:BTCUSD | 11372928:btcusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 1.71 | -0.03 | + |
| 2023 | 155.54 | 0.17 | 0.00 | - |
| 2024 | 121.00 | 5.82 | 0.05 | - |
| 2025 | 30.14 | -0.30 | -0.01 | - |
| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.27% | 45.08% |
| 6M | -0.06% | 28.47% |
| YTD | -0.3% | 30.14% |
| 1Y | 5.87% | 105.13% |
| 3Y (ann.) | 3.49% | 81.7% |
| 5Y (ann.) | 2.13% | 35.56% |
| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| Max Drawdown | -8.8% | -67.18% |
| Longest DD Days | 390.0 | 683.0 |
| Avg. Drawdown | -3.58% | -7.25% |
| Avg. Drawdown Days | 95.0 | 38.0 |
| Recovery Factor | 0.85 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2024-04-08 | -8.80 | 390 |
| 2024-04-08 | 2025-01-15 | -8.48 | 282 |
| 2022-03-11 | 2023-02-17 | -8.42 | 343 |
| 2025-03-03 | 2025-03-05 | -7.20 | 2 |
| 2025-04-13 | 2025-07-14 | -3.32 | 92 |
| 2025-03-15 | 2025-04-04 | -2.25 | 19 |
| 2025-04-04 | 2025-04-12 | -1.87 | 8 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2025-03-15 | 2025-03-15 | -0.37 | 0 |
| 2022-03-10 | 2022-03-10 | -0.18 | 0 |
| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| Best Day | 4.24% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.25% | 35.75% |
| Worst Week | -5.19% | -29.64% |
| Best Month | 7.25% | 43.77% |
| Worst Month | -6.47% | -37.12% |
| Best Year | 5.82% | 155.54% |
| Worst Year | -0.3% | -61.33% |
| Avg. Up Day | 0.98% | 1.03% |
| Avg. Down Day | -0.64% | -0.75% |
| Avg. Up Week | 1.92% | 8.98% |
| Avg. Down Week | -1.26% | -3.18% |
| Avg. Up Month | 1.96% | 15.46% |
| Avg. Down Month | -2.66% | -8.45% |
| Win Days % | 36.61% | 51.31% |
| Win Month % | 58.82% | 61.9% |
| Win Week % | 45.9% | 50.82% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |