| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 16.1% | 183.01% |
| Max Drawdown | -11.8% | -67.18% |
| Sharpe | 0.26 | 0.41 |
| Sortino | 0.44 | 0.6 |
| Payoff Ratio | 1.55 | 1.24 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 135.99 | 2.64 |
| Outlier Loss Ratio | 5.15 | 2.54 |
| Volatility (ann.) | 4.55% | 26.3% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.37 | 0.52 |
| Skew | 7.71 | 0.18 |
| Kurtosis | 411.44 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.45% |
| Expected Yearly % | 3.8% | 29.7% |
| Kelly Criterion | -2.47% | 12.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11371779:BTCUSD | 11371779:btcusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 6.04 | -0.10 | + |
| 2023 | 155.54 | -4.72 | -0.03 | - |
| 2024 | 121.00 | 13.03 | 0.11 | - |
| 2025 | 30.14 | 1.66 | 0.05 | - |
| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| MTD | 1.43% | 13.36% |
| 3M | 2.1% | 45.08% |
| 6M | 0.69% | 28.47% |
| YTD | 1.66% | 30.14% |
| 1Y | 9.54% | 105.13% |
| 3Y (ann.) | 1.92% | 81.7% |
| 5Y (ann.) | 4.36% | 34.66% |
| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| Max Drawdown | -11.8% | -67.18% |
| Longest DD Days | 708.0 | 683.0 |
| Avg. Drawdown | -2.06% | -7.49% |
| Avg. Drawdown Days | 67.0 | 37.0 |
| Recovery Factor | 1.36 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-31 | 2024-08-08 | -11.80 | 708 |
| 2025-02-07 | 2025-07-09 | -5.90 | 152 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2024-08-20 | 2024-11-06 | -3.06 | 78 |
| 2022-07-29 | 2022-08-31 | -2.01 | 33 |
| 2022-06-08 | 2022-06-18 | -1.26 | 10 |
| 2024-12-31 | 2025-01-02 | -0.91 | 1 |
| 2025-01-30 | 2025-02-07 | -0.59 | 7 |
| 2024-11-22 | 2024-12-01 | -0.58 | 9 |
| 2024-12-13 | 2024-12-31 | -0.58 | 17 |
| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.67% | 35.75% |
| Worst Week | -4.41% | -29.64% |
| Best Month | 6.09% | 43.77% |
| Worst Month | -4.52% | -37.12% |
| Best Year | 13.03% | 155.54% |
| Worst Year | -4.72% | -61.49% |
| Avg. Up Day | 0.88% | 0.97% |
| Avg. Down Day | -0.57% | -0.78% |
| Avg. Up Week | 1.14% | 5.3% |
| Avg. Down Week | -1.04% | -4.16% |
| Avg. Up Month | 1.64% | 11.07% |
| Avg. Down Month | -0.98% | -10.11% |
| Win Days % | 37.74% | 51.25% |
| Win Month % | 57.5% | 60.47% |
| Win Week % | 48.86% | 51.87% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |