| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -1.47% | 183.41% |
| Max Drawdown | -10.6% | -67.18% |
| Sharpe | -0.02 | 0.42 |
| Sortino | -0.02 | 0.61 |
| Payoff Ratio | 1.8 | 1.25 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 275.33 | 2.41 |
| Outlier Loss Ratio | 4.41 | 2.48 |
| Volatility (ann.) | 3.34% | 26.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.04 | 0.53 |
| Skew | -3.52 | 0.18 |
| Kurtosis | 482.17 | 6.54 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.51% |
| Expected Yearly % | -0.37% | 29.75% |
| Kelly Criterion | -9.66% | 12.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.21% |
| Expected Shortfall (cVaR) | -0.29% | -2.21% |
| Year | 11375798:BTCUSD | 11375798:btcusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 2.96 | -0.05 | + |
| 2023 | 155.54 | 4.48 | 0.03 | - |
| 2024 | 121.00 | -1.32 | -0.01 | - |
| 2025 | 30.14 | -7.19 | -0.24 | - |
| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.6% | 45.08% |
| 6M | -6.18% | 28.47% |
| YTD | -7.19% | 30.14% |
| 1Y | -8.95% | 105.13% |
| 3Y (ann.) | 1.27% | 81.7% |
| 5Y (ann.) | -0.43% | 35.59% |
| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| Max Drawdown | -10.6% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -3.39% | -6.79% |
| Avg. Drawdown Days | 151.0 | 36.0 |
| Recovery Factor | -0.14 | 2.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-14 | 2025-07-14 | -10.60 | 546 |
| 2022-04-05 | 2022-10-25 | -6.81 | 203 |
| 2023-02-25 | 2023-06-10 | -2.58 | 105 |
| 2022-03-06 | 2022-03-16 | -2.00 | 9 |
| 2023-08-07 | 2023-12-13 | -1.21 | 128 |
| 2022-12-19 | 2023-02-24 | -0.38 | 67 |
| 2024-01-08 | 2024-01-08 | -0.18 | 0 |
| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.23% | 35.75% |
| Worst Week | -4.87% | -29.64% |
| Best Month | 4.23% | 43.77% |
| Worst Month | -4.87% | -37.12% |
| Best Year | 4.48% | 155.54% |
| Worst Year | -7.19% | -61.44% |
| Avg. Up Day | 1.14% | 1.25% |
| Avg. Down Day | -0.63% | -1.0% |
| Avg. Up Week | 1.93% | 6.49% |
| Avg. Down Week | -1.25% | -7.38% |
| Avg. Up Month | 1.81% | 10.0% |
| Avg. Down Month | -1.58% | -13.67% |
| Win Days % | 29.46% | 51.3% |
| Win Month % | 37.93% | 61.9% |
| Win Week % | 39.53% | 50.82% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |