| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -16.39% | 240.34% |
| Max Drawdown | -27.84% | -67.18% |
| Sharpe | -0.23 | 0.47 |
| Sortino | -0.33 | 0.68 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 0.85 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.36 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 130.11 | 2.65 |
| Outlier Loss Ratio | 4.38 | 2.66 |
| Volatility (ann.) | 5.04% | 26.24% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.18 | 0.63 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 174.27 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.42% | 2.89% |
| Expected Yearly % | -4.38% | 35.82% |
| Kelly Criterion | -18.23% | 8.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11370356:BTCUSD | 11370356:btcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -0.44 | 0.01 | + |
| 2023 | 155.54 | -6.72 | -0.04 | - |
| 2024 | 121.00 | -2.22 | -0.02 | - |
| 2025 | 30.14 | -7.92 | -0.26 | - |
| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| MTD | -1.51% | 13.36% |
| 3M | 0.82% | 45.08% |
| 6M | -9.04% | 28.47% |
| YTD | -7.92% | 30.14% |
| 1Y | -13.59% | 105.13% |
| 3Y (ann.) | -5.83% | 81.7% |
| 5Y (ann.) | -5.02% | 42.27% |
| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| Max Drawdown | -27.84% | -67.18% |
| Longest DD Days | 809.0 | 683.0 |
| Avg. Drawdown | -6.7% | -6.0% |
| Avg. Drawdown Days | 202.0 | 29.0 |
| Recovery Factor | -0.59 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-07-14 | -27.84 | 809 |
| 2022-07-28 | 2023-03-12 | -5.49 | 227 |
| 2022-01-26 | 2022-06-21 | -4.70 | 146 |
| 2023-03-13 | 2023-04-10 | -1.82 | 28 |
| 2022-07-14 | 2022-07-15 | -0.18 | 0 |
| 2022-07-28 | 2022-07-28 | -0.18 | 0 |
| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| Best Day | 5.64% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.02% | 35.75% |
| Worst Week | -4.32% | -29.64% |
| Best Month | 5.02% | 43.77% |
| Worst Month | -6.72% | -37.12% |
| Best Year | -0.44% | 155.54% |
| Worst Year | -7.92% | -53.69% |
| Avg. Up Day | 0.8% | 0.86% |
| Avg. Down Day | -0.67% | -0.76% |
| Avg. Up Week | 1.53% | 8.15% |
| Avg. Down Week | -1.33% | -3.42% |
| Avg. Up Month | 1.95% | 15.12% |
| Avg. Down Month | -2.08% | -9.66% |
| Win Days % | 35.71% | 51.29% |
| Win Month % | 39.02% | 62.79% |
| Win Week % | 40.7% | 51.89% |
| Win Quarter % | 26.67% | 60.0% |
| Win Year % | 0.0% | 75.0% |