| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -1.15% | 173.52% |
| Max Drawdown | -16.67% | -67.18% |
| Sharpe | 0.0 | 0.41 |
| Sortino | 0.01 | 0.6 |
| Payoff Ratio | 1.28 | 1.08 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 135.51 | 2.63 |
| Outlier Loss Ratio | 4.2 | 2.64 |
| Volatility (ann.) | 4.46% | 26.06% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.02 | 0.51 |
| Skew | 2.3 | 0.18 |
| Kurtosis | 131.78 | 6.52 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.42% |
| Expected Yearly % | -0.29% | 28.6% |
| Kelly Criterion | -9.28% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.21% |
| Expected Shortfall (cVaR) | -0.38% | -2.21% |
| Year | 11372158:BTCUSD | 11372158:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 2.42 | -0.04 | + |
| 2023 | 155.54 | 0.65 | 0.00 | - |
| 2024 | 121.00 | 2.41 | 0.02 | - |
| 2025 | 30.14 | -6.36 | -0.21 | - |
| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 1.49% | 45.08% |
| 6M | -6.1% | 28.47% |
| YTD | -6.36% | 30.14% |
| 1Y | -4.02% | 105.13% |
| 3Y (ann.) | -0.84% | 81.7% |
| 5Y (ann.) | -0.34% | 34.15% |
| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| Max Drawdown | -16.67% | -67.18% |
| Longest DD Days | 822.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.36% |
| Avg. Drawdown Days | 132.0 | 39.0 |
| Recovery Factor | -0.07 | 2.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-13 | 2025-07-14 | -16.67 | 822 |
| 2022-09-20 | 2023-03-14 | -7.02 | 175 |
| 2022-04-05 | 2022-09-19 | -4.02 | 167 |
| 2022-03-11 | 2022-03-16 | -2.96 | 4 |
| 2022-03-16 | 2022-04-04 | -2.37 | 19 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2023-04-12 | 2023-04-13 | -0.62 | 0 |
| 2022-03-10 | 2022-03-10 | -0.53 | 0 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.66% | 35.75% |
| Worst Week | -6.38% | -29.64% |
| Best Month | 4.66% | 43.77% |
| Worst Month | -6.2% | -37.12% |
| Best Year | 2.42% | 155.54% |
| Worst Year | -6.36% | -62.78% |
| Avg. Up Day | 0.87% | 0.91% |
| Avg. Down Day | -0.68% | -0.84% |
| Avg. Up Week | 1.54% | 9.93% |
| Avg. Down Week | -1.24% | -3.64% |
| Avg. Up Month | 2.05% | 15.87% |
| Avg. Down Month | -2.08% | -10.88% |
| Win Days % | 38.62% | 51.29% |
| Win Month % | 40.62% | 59.52% |
| Win Week % | 41.67% | 50.82% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |