| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 27.06% | 198.43% |
| Max Drawdown | -20.12% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.44 | 0.62 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.16 | 3.13 |
| Outlier Loss Ratio | 3.97 | 3.03 |
| Volatility (ann.) | 7.74% | 26.29% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.35 | 0.55 |
| Skew | 4.45 | 0.19 |
| Kurtosis | 127.46 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.58% |
| Expected Yearly % | 6.17% | 31.43% |
| Kelly Criterion | -1.62% | 11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11371832:BTCUSD | 11371832:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -8.98 | 0.15 | + |
| 2023 | 155.54 | 10.26 | 0.07 | - |
| 2024 | 121.00 | 22.02 | 0.18 | - |
| 2025 | 30.14 | 3.75 | 0.12 | - |
| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| MTD | 3.49% | 13.36% |
| 3M | 1.72% | 45.08% |
| 6M | 3.75% | 28.47% |
| YTD | 3.75% | 30.14% |
| 1Y | 4.69% | 105.13% |
| 3Y (ann.) | 8.98% | 81.7% |
| 5Y (ann.) | 7.12% | 36.92% |
| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| Max Drawdown | -20.12% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.95% |
| Avg. Drawdown Days | 54.0 | 34.0 |
| Recovery Factor | 1.34 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-02-28 | -20.12 | 577 |
| 2022-04-15 | 2022-07-18 | -12.47 | 93 |
| 2024-09-10 | 2025-04-11 | -11.33 | 213 |
| 2024-04-08 | 2024-05-15 | -6.31 | 37 |
| 2024-07-10 | 2024-08-23 | -5.95 | 44 |
| 2025-05-23 | 2025-07-11 | -4.42 | 49 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2024-06-28 | 2024-06-30 | -2.29 | 2 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -8.31% | -29.64% |
| Best Month | 18.78% | 43.77% |
| Worst Month | -15.75% | -37.12% |
| Best Year | 22.02% | 155.54% |
| Worst Year | -8.98% | -59.39% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.29% | 8.81% |
| Avg. Down Week | -1.68% | -3.91% |
| Avg. Up Month | 4.57% | 17.07% |
| Avg. Down Month | -4.27% | -14.2% |
| Win Days % | 43.57% | 51.25% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 42.35% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |