| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -22.77% | 239.56% |
| Max Drawdown | -38.66% | -67.18% |
| Sharpe | -0.31 | 0.47 |
| Sortino | -0.46 | 0.68 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 0.8 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.34 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 116.79 | 2.63 |
| Outlier Loss Ratio | 4.43 | 2.73 |
| Volatility (ann.) | 5.57% | 26.24% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.19 | 0.63 |
| Skew | 3.17 | 0.2 |
| Kurtosis | 165.86 | 6.39 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.6% | 2.88% |
| Expected Yearly % | -6.26% | 35.75% |
| Kelly Criterion | -19.33% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11370343:BTCUSD | 11370343:btcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 7.31 | -0.14 | + |
| 2023 | 155.54 | -12.79 | -0.08 | - |
| 2024 | 121.00 | -8.66 | -0.07 | - |
| 2025 | 30.14 | -9.66 | -0.32 | - |
| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | 2.48% | 45.08% |
| 6M | -9.02% | 28.47% |
| YTD | -9.66% | 30.14% |
| 1Y | -15.23% | 105.13% |
| 3Y (ann.) | -10.35% | 81.7% |
| 5Y (ann.) | -7.16% | 42.14% |
| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| Max Drawdown | -38.66% | -67.18% |
| Longest DD Days | 809.0 | 683.0 |
| Avg. Drawdown | -7.44% | -6.05% |
| Avg. Drawdown Days | 146.0 | 29.0 |
| Recovery Factor | -0.59 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-07-14 | -38.66 | 809 |
| 2022-07-28 | 2022-09-09 | -6.12 | 42 |
| 2022-01-26 | 2022-05-15 | -5.58 | 109 |
| 2022-10-22 | 2023-03-12 | -5.06 | 141 |
| 2023-03-13 | 2023-04-10 | -1.96 | 28 |
| 2022-07-02 | 2022-07-28 | -1.45 | 25 |
| 2022-06-06 | 2022-06-20 | -0.50 | 14 |
| 2022-06-06 | 2022-06-06 | -0.18 | 0 |
| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.22% | 35.75% |
| Worst Week | -4.32% | -29.64% |
| Best Month | 7.22% | 43.77% |
| Worst Month | -7.63% | -37.12% |
| Best Year | 7.31% | 155.54% |
| Worst Year | -12.79% | -53.8% |
| Avg. Up Day | 0.84% | 0.9% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 1.8% | 7.57% |
| Avg. Down Week | -1.55% | -3.0% |
| Avg. Up Month | 2.2% | 14.99% |
| Avg. Down Month | -3.07% | -9.17% |
| Win Days % | 33.92% | 51.3% |
| Win Month % | 38.1% | 62.79% |
| Win Week % | 36.96% | 51.89% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |