| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 16.85% | 168.36% |
| Max Drawdown | -30.78% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.23 | 0.59 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.4 | 1.05 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 31.4 | 3.5 |
| Outlier Loss Ratio | 4.18 | 3.54 |
| Volatility (ann.) | 11.19% | 26.51% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.15 | 0.5 |
| Skew | 0.29 | 0.19 |
| Kurtosis | 36.17 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.38% |
| Expected Yearly % | 3.97% | 27.99% |
| Kelly Criterion | -0.73% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.25% |
| Expected Shortfall (cVaR) | -0.96% | -2.25% |
| Year | 11383639:BTCUSD | 11383639:btcusd:triple_med_gx:lsma20_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 17.57 | -0.30 | + |
| 2023 | 155.54 | -13.53 | -0.09 | - |
| 2024 | 121.00 | 21.81 | 0.18 | - |
| 2025 | 17.02 | -5.65 | -0.33 | - |
| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.49% | 31.76% |
| 6M | -0.88% | 12.25% |
| YTD | -5.65% | 17.02% |
| 1Y | 8.23% | 57.19% |
| 3Y (ann.) | 3.49% | 55.42% |
| 5Y (ann.) | 4.7% | 33.81% |
| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| Max Drawdown | -30.78% | -67.18% |
| Longest DD Days | 784.0 | 683.0 |
| Avg. Drawdown | -6.44% | -7.27% |
| Avg. Drawdown Days | 80.0 | 35.0 |
| Recovery Factor | 0.55 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-19 | 2025-06-11 | -30.78 | 784 |
| 2022-08-17 | 2023-03-12 | -19.17 | 207 |
| 2022-01-21 | 2022-03-09 | -13.53 | 47 |
| 2022-06-06 | 2022-07-14 | -10.49 | 38 |
| 2022-03-09 | 2022-05-30 | -8.53 | 81 |
| 2023-03-13 | 2023-04-18 | -6.95 | 36 |
| 2022-07-24 | 2022-07-27 | -2.06 | 3 |
| 2022-07-28 | 2022-08-08 | -1.49 | 10 |
| 2023-04-18 | 2023-04-18 | -1.10 | 0 |
| 2022-07-14 | 2022-07-15 | -0.70 | 0 |
| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.06% | 35.75% |
| Worst Week | -13.93% | -29.64% |
| Best Month | 24.39% | 43.77% |
| Worst Month | -9.79% | -37.12% |
| Best Year | 21.81% | 155.54% |
| Worst Year | -13.53% | -59.39% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 4.01% | 5.97% |
| Avg. Down Week | -3.33% | -6.06% |
| Avg. Up Month | 5.04% | 18.19% |
| Avg. Down Month | -4.73% | -12.48% |
| Win Days % | 46.28% | 51.22% |
| Win Month % | 51.22% | 59.52% |
| Win Week % | 50.0% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |