| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -4.33% | 233.23% |
| Max Drawdown | -27.82% | -67.18% |
| Sharpe | -0.0 | 0.46 |
| Sortino | -0.0 | 0.67 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 0.72 | 1.08 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 0.72 | 1.0 |
| Outlier Win Ratio | 53.6 | 3.24 |
| Outlier Loss Ratio | 4.12 | 3.16 |
| Volatility (ann.) | 7.89% | 26.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.05 | 0.62 |
| Skew | 0.73 | 0.2 |
| Kurtosis | 61.76 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 2.84% |
| Expected Yearly % | -1.1% | 35.11% |
| Kelly Criterion | -4.08% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.22% |
| Expected Shortfall (cVaR) | -0.68% | -2.22% |
| Year | 11373638:BTCUSD | 11373638:btcusd:triple_med_gx:lsma75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 1.05 | -0.02 | + |
| 2023 | 155.54 | 15.63 | 0.10 | - |
| 2024 | 121.00 | -7.64 | -0.06 | - |
| 2025 | 30.14 | -11.34 | -0.38 | - |
| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.05% | 45.08% |
| 6M | -11.97% | 28.47% |
| YTD | -11.34% | 30.14% |
| 1Y | -16.3% | 105.13% |
| 3Y (ann.) | -2.31% | 81.7% |
| 5Y (ann.) | -1.27% | 41.6% |
| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| Max Drawdown | -27.82% | -67.18% |
| Longest DD Days | 458.0 | 683.0 |
| Avg. Drawdown | -4.0% | -6.05% |
| Avg. Drawdown Days | 62.0 | 31.0 |
| Recovery Factor | -0.16 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -27.82 | 458 |
| 2022-04-21 | 2023-06-20 | -11.84 | 425 |
| 2023-08-29 | 2023-10-20 | -7.71 | 51 |
| 2022-02-01 | 2022-04-20 | -6.75 | 77 |
| 2024-02-29 | 2024-03-28 | -3.13 | 28 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2023-10-21 | 2024-01-08 | -2.71 | 78 |
| 2023-08-02 | 2023-08-29 | -2.36 | 27 |
| 2023-07-31 | 2023-08-01 | -1.97 | 1 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 6.84% | 35.75% |
| Worst Week | -5.32% | -29.64% |
| Best Month | 8.54% | 43.77% |
| Worst Month | -7.48% | -37.12% |
| Best Year | 15.63% | 155.54% |
| Worst Year | -11.34% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.64% | 9.2% |
| Avg. Down Week | -1.93% | -2.55% |
| Avg. Up Month | 3.6% | 10.79% |
| Avg. Down Month | -2.85% | -10.71% |
| Win Days % | 44.64% | 51.3% |
| Win Month % | 38.46% | 62.79% |
| Win Week % | 40.0% | 51.89% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 75.0% |