| Metric | 11373639:btcusd:triple_med_gx:lsma80_30 | 11373639:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 0.5% | 233.23% |
| Max Drawdown | -26.43% | -67.18% |
| Sharpe | 0.05 | 0.46 |
| Sortino | 0.07 | 0.67 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.98 | 1.08 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | 0.96 | 1.0 |
| Outlier Win Ratio | 48.04 | 3.27 |
| Outlier Loss Ratio | 4.09 | 3.2 |
| Volatility (ann.) | 8.44% | 26.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.01 | 0.62 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 63.0 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.84% |
| Expected Yearly % | 0.12% | 35.11% |
| Kelly Criterion | -2.83% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.22% |
| Expected Shortfall (cVaR) | -0.73% | -2.22% |
| Year | 11373639:BTCUSD | 11373639:btcusd:triple_med_gx:lsma80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 9.11 | -0.17 | + |
| 2023 | 155.54 | 11.69 | 0.08 | - |
| 2024 | 121.00 | -7.01 | -0.06 | - |
| 2025 | 30.14 | -11.32 | -0.38 | - |
| Metric | 11373639:btcusd:triple_med_gx:lsma80_30 | 11373639:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -3.09% | 45.08% |
| 6M | -13.28% | 28.47% |
| YTD | -11.32% | 30.14% |
| 1Y | -16.11% | 105.13% |
| 3Y (ann.) | -3.49% | 81.7% |
| 5Y (ann.) | 0.14% | 41.6% |
| Metric | 11373639:btcusd:triple_med_gx:lsma80_30 | 11373639:BTCUSD |
|---|---|---|
| Max Drawdown | -26.43% | -67.18% |
| Longest DD Days | 525.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.05% |
| Avg. Drawdown Days | 58.0 | 31.0 |
| Recovery Factor | 0.02 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -26.43 | 469 |
| 2022-03-22 | 2023-08-29 | -12.56 | 525 |
| 2023-08-29 | 2023-10-21 | -9.09 | 52 |
| 2022-03-02 | 2022-03-22 | -5.84 | 20 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-01-09 | 2024-01-29 | -2.72 | 20 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11373639:btcusd:triple_med_gx:lsma80_30 | 11373639:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 10.04% | 35.75% |
| Worst Week | -5.32% | -29.64% |
| Best Month | 9.31% | 43.77% |
| Worst Month | -9.17% | -37.12% |
| Best Year | 11.69% | 155.54% |
| Worst Year | -11.32% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.66% | 9.18% |
| Avg. Down Week | -2.09% | -2.81% |
| Avg. Up Month | 3.18% | 11.95% |
| Avg. Down Month | -3.55% | -10.71% |
| Win Days % | 45.71% | 51.3% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 42.86% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |