| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.56% | 186.34% |
| Max Drawdown | -10.0% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.14 | 0.62 |
| Payoff Ratio | 1.6 | 1.21 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.67 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 257.43 | 2.41 |
| Outlier Loss Ratio | 5.42 | 2.48 |
| Volatility (ann.) | 2.86% | 26.04% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.07 | 0.54 |
| Skew | 7.39 | 0.18 |
| Kurtosis | 263.88 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.54% |
| Expected Yearly % | 0.63% | 30.08% |
| Kelly Criterion | -5.4% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.21% |
| Expected Shortfall (cVaR) | -0.25% | -2.21% |
| Year | 11373042:BTCUSD | 11373042:btcusd:triple_med_gx:lsma30_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 1.22 | -0.02 | + |
| 2023 | 155.54 | 1.44 | 0.01 | - |
| 2024 | 121.00 | -2.84 | -0.02 | - |
| 2025 | 30.14 | 2.80 | 0.09 | - |
| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.97% | 45.08% |
| 6M | 2.8% | 28.47% |
| YTD | 2.8% | 30.14% |
| 1Y | 1.0% | 105.13% |
| 3Y (ann.) | 0.56% | 81.7% |
| 5Y (ann.) | 0.74% | 36.03% |
| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| Max Drawdown | -10.0% | -67.18% |
| Longest DD Days | 1028.0 | 683.0 |
| Avg. Drawdown | -2.53% | -6.74% |
| Avg. Drawdown Days | 244.0 | 36.0 |
| Recovery Factor | 0.26 | 2.77 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2025-07-14 | -10.00 | 1028 |
| 2022-07-29 | 2022-09-09 | -1.45 | 42 |
| 2022-03-01 | 2022-03-16 | -0.52 | 15 |
| 2022-03-17 | 2022-07-29 | -0.51 | 134 |
| 2022-09-19 | 2022-09-19 | -0.18 | 0 |
| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| Best Day | 3.74% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 3.85% | 35.75% |
| Worst Week | -3.34% | -29.64% |
| Best Month | 4.05% | 43.77% |
| Worst Month | -3.47% | -37.12% |
| Best Year | 2.8% | 155.54% |
| Worst Year | -2.84% | -61.04% |
| Avg. Up Day | 0.79% | 0.89% |
| Avg. Down Day | -0.49% | -0.73% |
| Avg. Up Week | 1.16% | 8.88% |
| Avg. Down Week | -1.21% | -4.73% |
| Avg. Up Month | 1.31% | 13.0% |
| Avg. Down Month | -1.25% | -14.29% |
| Win Days % | 35.17% | 51.29% |
| Win Month % | 51.52% | 61.9% |
| Win Week % | 45.1% | 51.1% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |