| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 10.61% | 228.52% |
| Max Drawdown | -24.25% | -67.18% |
| Sharpe | 0.12 | 0.46 |
| Sortino | 0.19 | 0.67 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 37.67 | 3.36 |
| Outlier Loss Ratio | 4.24 | 3.29 |
| Volatility (ann.) | 9.7% | 26.15% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.12 | 0.61 |
| Skew | 2.0 | 0.2 |
| Kurtosis | 67.41 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.8% |
| Expected Yearly % | 2.55% | 34.63% |
| Kelly Criterion | -1.13% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11371900:BTCUSD | 11371900:btcusd:triple_med_gx:lsma85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -8.53 | 0.15 | + |
| 2023 | 155.54 | 15.94 | 0.10 | - |
| 2024 | 121.00 | 14.64 | 0.12 | - |
| 2025 | 30.14 | -9.02 | -0.30 | - |
| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| MTD | -1.01% | 13.36% |
| 3M | -2.08% | 45.08% |
| 6M | -11.03% | 28.47% |
| YTD | -9.02% | 30.14% |
| 1Y | -1.76% | 105.13% |
| 3Y (ann.) | 1.01% | 81.7% |
| 5Y (ann.) | 2.95% | 40.94% |
| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| Max Drawdown | -24.25% | -67.18% |
| Longest DD Days | 582.0 | 683.0 |
| Avg. Drawdown | -5.0% | -6.34% |
| Avg. Drawdown Days | 77.0 | 31.0 |
| Recovery Factor | 0.44 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2024-01-30 | -24.25 | 582 |
| 2024-04-01 | 2025-07-14 | -17.84 | 469 |
| 2022-04-21 | 2022-06-25 | -8.07 | 65 |
| 2022-02-01 | 2022-02-28 | -7.48 | 26 |
| 2022-03-02 | 2022-03-22 | -4.39 | 20 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-03-22 | 2022-04-20 | -2.58 | 28 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -7.19% | -29.64% |
| Best Month | 11.81% | 43.77% |
| Worst Month | -9.1% | -37.12% |
| Best Year | 15.94% | 155.54% |
| Worst Year | -9.02% | -55.3% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.69% | 8.46% |
| Avg. Down Week | -1.95% | -2.51% |
| Avg. Up Month | 4.09% | 14.33% |
| Avg. Down Month | -4.19% | -9.2% |
| Win Days % | 46.37% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 44.68% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |