| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -2.09% | 181.88% |
| Max Drawdown | -25.47% | -67.18% |
| Sharpe | 0.02 | 0.41 |
| Sortino | 0.02 | 0.6 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.52 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 75.51 | 3.04 |
| Outlier Loss Ratio | 4.16 | 2.96 |
| Volatility (ann.) | 7.43% | 26.31% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.02 | 0.51 |
| Skew | 1.59 | 0.18 |
| Kurtosis | 139.48 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.44% |
| Expected Yearly % | -0.53% | 29.57% |
| Kelly Criterion | -7.22% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11375405:BTCUSD | 11375405:btcusd:triple_med_gx:lsma30_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 9.97 | -0.16 | + |
| 2023 | 155.54 | -2.76 | -0.02 | - |
| 2024 | 121.00 | -6.96 | -0.06 | - |
| 2025 | 30.14 | -1.59 | -0.05 | - |
| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| MTD | 7.34% | 13.36% |
| 3M | 8.17% | 45.08% |
| 6M | -3.75% | 28.47% |
| YTD | -1.59% | 30.14% |
| 1Y | -1.03% | 105.13% |
| 3Y (ann.) | -0.9% | 81.7% |
| 5Y (ann.) | -0.6% | 34.54% |
| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| Max Drawdown | -25.47% | -67.18% |
| Longest DD Days | 844.0 | 683.0 |
| Avg. Drawdown | -4.16% | -7.48% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | -0.08 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2025-07-14 | -25.47 | 844 |
| 2022-06-06 | 2022-11-23 | -14.75 | 170 |
| 2023-01-28 | 2023-03-13 | -6.50 | 44 |
| 2022-02-12 | 2022-04-01 | -3.83 | 47 |
| 2022-05-03 | 2022-05-04 | -2.38 | 1 |
| 2022-12-07 | 2023-01-20 | -1.74 | 44 |
| 2022-01-19 | 2022-02-04 | -1.35 | 16 |
| 2022-05-30 | 2022-06-05 | -0.73 | 6 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.67% | 35.75% |
| Worst Week | -6.01% | -29.64% |
| Best Month | 8.2% | 43.77% |
| Worst Month | -9.21% | -37.12% |
| Best Year | 9.97% | 155.54% |
| Worst Year | -6.96% | -61.64% |
| Avg. Up Day | 0.98% | 1.02% |
| Avg. Down Day | -0.74% | -0.86% |
| Avg. Up Week | 2.63% | 7.12% |
| Avg. Down Week | -1.82% | -3.73% |
| Avg. Up Month | 3.36% | 12.52% |
| Avg. Down Month | -3.37% | -11.2% |
| Win Days % | 39.02% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 43.88% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |