| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -13.14% | 184.67% |
| Max Drawdown | -20.54% | -67.18% |
| Sharpe | -0.22 | 0.42 |
| Sortino | -0.29 | 0.6 |
| Payoff Ratio | 1.05 | 0.88 |
| Profit Factor | 0.83 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.32 | 0.48 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 182.74 | 2.51 |
| Outlier Loss Ratio | 3.71 | 2.5 |
| Volatility (ann.) | 4.25% | 26.32% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.19 | 0.52 |
| Skew | -1.64 | 0.18 |
| Kurtosis | 191.92 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.33% | 2.46% |
| Expected Yearly % | -3.46% | 29.89% |
| Kelly Criterion | -23.94% | -4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.24% |
| Expected Shortfall (cVaR) | -0.37% | -2.24% |
| Year | 11373504:BTCUSD | 11373504:btcusd:triple_med_gx:lsma35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -1.31 | 0.02 | + |
| 2023 | 155.54 | 5.46 | 0.04 | - |
| 2024 | 121.00 | 0.88 | 0.01 | - |
| 2025 | 30.14 | -17.27 | -0.57 | - |
| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.6% | 45.08% |
| 6M | -17.27% | 28.47% |
| YTD | -17.27% | 30.14% |
| 1Y | -18.66% | 105.13% |
| 3Y (ann.) | -3.65% | 81.7% |
| 5Y (ann.) | -3.96% | 34.95% |
| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| Max Drawdown | -20.54% | -67.18% |
| Longest DD Days | 504.0 | 683.0 |
| Avg. Drawdown | -4.52% | -7.55% |
| Avg. Drawdown Days | 144.0 | 36.0 |
| Recovery Factor | -0.64 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-27 | 2025-07-14 | -20.54 | 198 |
| 2022-01-28 | 2023-06-17 | -8.49 | 504 |
| 2024-08-10 | 2024-12-27 | -3.22 | 139 |
| 2023-08-24 | 2024-06-30 | -3.13 | 311 |
| 2023-07-12 | 2023-07-13 | -0.25 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 0 |
| 2024-08-09 | 2024-08-09 | -0.18 | 0 |
| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| Best Day | 4.45% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 3.68% | 35.75% |
| Worst Week | -7.0% | -29.64% |
| Best Month | 4.29% | 43.77% |
| Worst Month | -9.47% | -37.12% |
| Best Year | 5.46% | 155.54% |
| Worst Year | -17.27% | -61.27% |
| Avg. Up Day | 0.84% | 0.91% |
| Avg. Down Day | -0.8% | -1.04% |
| Avg. Up Week | 1.05% | 7.59% |
| Avg. Down Week | -1.17% | -2.81% |
| Avg. Up Month | 1.38% | 13.11% |
| Avg. Down Month | -2.26% | -12.78% |
| Win Days % | 36.55% | 51.26% |
| Win Month % | 43.9% | 60.47% |
| Win Week % | 45.71% | 51.61% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 75.0% |