| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -24.82% | 243.19% |
| Max Drawdown | -39.9% | -67.18% |
| Sharpe | -0.15 | 0.47 |
| Sortino | -0.21 | 0.68 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 0.95 | 1.08 |
| Common Sense Ratio | 0.94 | 1.08 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 0.99 | 1.0 |
| Outlier Win Ratio | 35.2 | 3.36 |
| Outlier Loss Ratio | 4.44 | 3.39 |
| Volatility (ann.) | 10.43% | 26.17% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.2 | 0.64 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 47.01 | 6.44 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.66% | 2.91% |
| Expected Yearly % | -6.88% | 36.11% |
| Kelly Criterion | -6.1% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11374240:BTCUSD | 11374240:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -3.58 | 0.07 | + |
| 2023 | 155.54 | 7.81 | 0.05 | - |
| 2024 | 121.00 | -17.11 | -0.14 | - |
| 2025 | 30.14 | -12.75 | -0.42 | - |
| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| MTD | 1.68% | 13.36% |
| 3M | 2.51% | 45.08% |
| 6M | -8.28% | 28.47% |
| YTD | -12.75% | 30.14% |
| 1Y | -19.31% | 105.13% |
| 3Y (ann.) | -7.13% | 81.7% |
| 5Y (ann.) | -7.9% | 42.69% |
| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| Max Drawdown | -39.9% | -67.18% |
| Longest DD Days | 752.0 | 683.0 |
| Avg. Drawdown | -10.64% | -6.09% |
| Avg. Drawdown Days | 179.0 | 30.0 |
| Recovery Factor | -0.62 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -39.90 | 469 |
| 2022-02-10 | 2024-03-04 | -23.31 | 752 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2022-01-30 | 2022-01-31 | -2.76 | 1 |
| 2022-02-01 | 2022-02-03 | -1.39 | 2 |
| 2022-02-05 | 2022-02-10 | -0.68 | 5 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 10.86% | 43.77% |
| Worst Month | -16.15% | -37.12% |
| Best Year | 7.81% | 155.54% |
| Worst Year | -17.11% | -53.3% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.92% | 5.83% |
| Avg. Down Week | -2.59% | -3.77% |
| Avg. Up Month | 4.06% | 19.15% |
| Avg. Down Month | -5.48% | -10.56% |
| Win Days % | 43.69% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 40.87% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |