| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 17.36% | 215.41% |
| Max Drawdown | -18.17% | -67.18% |
| Sharpe | 0.21 | 0.45 |
| Sortino | 0.31 | 0.65 |
| Payoff Ratio | 1.13 | 1.01 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 78.18 | 3.04 |
| Outlier Loss Ratio | 3.75 | 2.93 |
| Volatility (ann.) | 6.51% | 26.14% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.26 | 0.59 |
| Skew | 0.2 | 0.2 |
| Kurtosis | 87.02 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.77% |
| Expected Yearly % | 4.08% | 33.27% |
| Kelly Criterion | -1.92% | 3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.22% |
| Expected Shortfall (cVaR) | -0.56% | -2.22% |
| Year | 11372007:BTCUSD | 11372007:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 7.82 | -0.14 | + |
| 2023 | 155.54 | -10.15 | -0.07 | - |
| 2024 | 121.00 | 21.01 | 0.17 | - |
| 2025 | 30.14 | 0.10 | 0.00 | - |
| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -0.06% | 45.08% |
| 6M | -0.9% | 28.47% |
| YTD | 0.1% | 30.14% |
| 1Y | 8.02% | 105.13% |
| 3Y (ann.) | 4.62% | 81.7% |
| 5Y (ann.) | 4.76% | 39.55% |
| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| Max Drawdown | -18.17% | -67.18% |
| Longest DD Days | 427.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.6% |
| Avg. Drawdown Days | 67.0 | 34.0 |
| Recovery Factor | 0.96 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2024-05-15 | -18.17 | 427 |
| 2024-06-05 | 2024-12-15 | -10.35 | 192 |
| 2025-02-15 | 2025-07-14 | -9.83 | 148 |
| 2022-07-30 | 2023-03-14 | -7.26 | 226 |
| 2022-04-21 | 2022-07-16 | -7.00 | 86 |
| 2025-01-04 | 2025-01-14 | -4.44 | 10 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-03-11 | 2022-04-21 | -2.96 | 40 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-02-18 | 2022-03-01 | -1.48 | 11 |
| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 9.68% | 35.75% |
| Worst Week | -5.49% | -29.64% |
| Best Month | 9.68% | 43.77% |
| Worst Month | -7.55% | -37.12% |
| Best Year | 21.01% | 155.54% |
| Worst Year | -10.15% | -57.08% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.8% | -0.92% |
| Avg. Up Week | 2.24% | 8.0% |
| Avg. Down Week | -1.49% | -3.76% |
| Avg. Up Month | 3.22% | 17.7% |
| Avg. Down Month | -2.52% | -10.43% |
| Win Days % | 46.0% | 51.34% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 49.25% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |