| Metric | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -19.75% | 237.48% |
| Max Drawdown | -35.29% | -67.18% |
| Sharpe | -0.09 | 0.47 |
| Sortino | -0.14 | 0.68 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 33.22 | 3.37 |
| Outlier Loss Ratio | 4.36 | 3.46 |
| Volatility (ann.) | 10.72% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.17 | 0.63 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 43.45 | 6.49 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.51% | 2.87% |
| Expected Yearly % | -5.35% | 35.54% |
| Kelly Criterion | -4.95% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11374243:BTCUSD | 11374243:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -2.64 | 0.05 | + |
| 2023 | 155.54 | 2.79 | 0.02 | - |
| 2024 | 121.00 | -4.86 | -0.04 | - |
| 2025 | 30.14 | -15.72 | -0.52 | - |
| Metric | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243:BTCUSD |
|---|---|---|
| MTD | 1.79% | 13.36% |
| 3M | -1.47% | 45.08% |
| 6M | -13.71% | 28.47% |
| YTD | -15.72% | 30.14% |
| 1Y | -16.16% | 105.13% |
| 3Y (ann.) | -4.06% | 81.7% |
| 5Y (ann.) | -6.16% | 42.08% |
| Metric | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243:BTCUSD |
|---|---|---|
| Max Drawdown | -35.29% | -67.18% |
| Longest DD Days | 753.0 | 683.0 |
| Avg. Drawdown | -9.2% | -5.84% |
| Avg. Drawdown Days | 157.0 | 29.0 |
| Recovery Factor | -0.56 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -35.29 | 469 |
| 2022-02-10 | 2024-03-04 | -25.45 | 753 |
| 2024-03-05 | 2024-03-11 | -6.30 | 6 |
| 2022-01-30 | 2022-01-31 | -2.76 | 1 |
| 2024-03-11 | 2024-03-31 | -1.59 | 20 |
| 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 | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243: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 | 14.93% | 43.77% |
| Worst Month | -13.05% | -37.12% |
| Best Year | 2.79% | 155.54% |
| Worst Year | -15.72% | -54.08% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 3.26% | 6.32% |
| Avg. Down Week | -2.94% | -3.77% |
| Avg. Up Month | 4.64% | 18.49% |
| Avg. Down Month | -5.99% | -11.83% |
| Win Days % | 44.92% | 51.31% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 42.2% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |