| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -9.62% | 172.02% |
| Max Drawdown | -27.49% | -67.18% |
| Sharpe | -0.07 | 0.4 |
| Sortino | -0.11 | 0.58 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.47 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 72.36 | 3.02 |
| Outlier Loss Ratio | 4.51 | 3.06 |
| Volatility (ann.) | 6.79% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.1 | 0.49 |
| Skew | 0.66 | 0.18 |
| Kurtosis | 83.83 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.23% | 2.35% |
| Expected Yearly % | -2.5% | 28.43% |
| Kelly Criterion | -9.9% | 10.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11373481:BTCUSD | 11373481:btcusd:triple_med_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.10 | -3.48 | 0.06 | + |
| 2023 | 155.54 | 4.51 | 0.03 | - |
| 2024 | 121.00 | -3.70 | -0.03 | - |
| 2025 | 27.10 | -6.96 | -0.26 | - |
| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| MTD | -0.97% | 10.71% |
| 3M | 1.35% | 41.88% |
| 6M | -7.58% | 22.91% |
| YTD | -6.96% | 27.1% |
| 1Y | -21.35% | 82.29% |
| 3Y (ann.) | -5.03% | 77.48% |
| 5Y (ann.) | -2.84% | 33.02% |
| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| Max Drawdown | -27.49% | -67.18% |
| Longest DD Days | 582.0 | 683.0 |
| Avg. Drawdown | -5.92% | -7.83% |
| Avg. Drawdown Days | 108.0 | 38.0 |
| Recovery Factor | -0.35 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-17 | -27.49 | 372 |
| 2022-08-08 | 2024-03-13 | -13.67 | 582 |
| 2022-04-14 | 2022-07-05 | -8.87 | 82 |
| 2022-01-27 | 2022-03-27 | -4.55 | 59 |
| 2022-07-06 | 2022-07-18 | -3.77 | 12 |
| 2024-03-13 | 2024-05-15 | -3.51 | 63 |
| 2022-07-18 | 2022-07-30 | -1.55 | 12 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-29 | 2024-06-30 | -0.59 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| Best Day | 5.81% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 6.59% | 35.75% |
| Worst Week | -8.04% | -29.64% |
| Best Month | 8.8% | 43.77% |
| Worst Month | -9.59% | -37.12% |
| Best Year | 4.51% | 155.54% |
| Worst Year | -6.96% | -62.1% |
| Avg. Up Day | 0.91% | 0.96% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.24% | 6.13% |
| Avg. Down Week | -1.87% | -3.62% |
| Avg. Up Month | 3.63% | 14.46% |
| Avg. Down Month | -4.44% | -9.34% |
| Win Days % | 38.58% | 51.23% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 43.24% | 51.34% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |