| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -9.06% | 229.72% |
| Max Drawdown | -33.21% | -67.18% |
| Sharpe | -0.01 | 0.46 |
| Sortino | -0.01 | 0.67 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 28.44 | 3.49 |
| Outlier Loss Ratio | 4.57 | 3.53 |
| Volatility (ann.) | 11.25% | 26.14% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.08 | 0.62 |
| Skew | 0.53 | 0.2 |
| Kurtosis | 33.93 | 6.53 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.23% | 2.88% |
| Expected Yearly % | -2.35% | 34.75% |
| Kelly Criterion | -4.46% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11373373:BTCUSD | 11373373:btcusd:triple_med_gx:lsma135_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 0.31 | -0.01 | + |
| 2023 | 155.54 | -3.71 | -0.02 | - |
| 2024 | 121.00 | 16.14 | 0.13 | - |
| 2025 | 30.14 | -18.94 | -0.63 | - |
| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| MTD | 4.17% | 13.36% |
| 3M | 1.57% | 45.08% |
| 6M | -14.53% | 28.47% |
| YTD | -18.94% | 30.14% |
| 1Y | -6.66% | 105.13% |
| 3Y (ann.) | -3.4% | 81.7% |
| 5Y (ann.) | -2.72% | 41.44% |
| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| Max Drawdown | -33.21% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -7.37% | -6.66% |
| Avg. Drawdown Days | 88.0 | 35.0 |
| Recovery Factor | -0.27 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -33.21 | 230 |
| 2022-06-06 | 2024-03-11 | -23.60 | 643 |
| 2024-03-14 | 2024-11-11 | -21.90 | 242 |
| 2022-02-10 | 2022-05-22 | -10.85 | 100 |
| 2022-05-29 | 2022-06-06 | -3.70 | 7 |
| 2022-05-25 | 2022-05-29 | -2.41 | 3 |
| 2024-11-12 | 2024-11-15 | -1.91 | 3 |
| 2024-11-16 | 2024-11-18 | -1.64 | 2 |
| 2022-02-05 | 2022-02-10 | -1.57 | 5 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -10.93% | -29.64% |
| Best Month | 11.39% | 43.77% |
| Worst Month | -14.01% | -37.12% |
| Best Year | 16.14% | 155.54% |
| Worst Year | -18.94% | -55.14% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 3.29% | 7.39% |
| Avg. Down Week | -2.66% | -4.54% |
| Avg. Up Month | 5.58% | 17.84% |
| Avg. Down Month | -4.7% | -12.32% |
| Win Days % | 43.93% | 51.35% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 43.75% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |