| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -2.41% | 233.23% |
| Max Drawdown | -17.1% | -67.18% |
| Sharpe | -0.01 | 0.46 |
| Sortino | -0.01 | 0.67 |
| Payoff Ratio | 1.31 | 1.08 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 119.09 | 2.72 |
| Outlier Loss Ratio | 4.23 | 2.67 |
| Volatility (ann.) | 5.39% | 26.12% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.04 | 0.62 |
| Skew | 3.52 | 0.2 |
| Kurtosis | 315.39 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.84% |
| Expected Yearly % | -0.61% | 35.11% |
| Kelly Criterion | -9.18% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.22% |
| Expected Shortfall (cVaR) | -0.46% | -2.22% |
| Year | 11370422:BTCUSD | 11370422:btcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -2.88 | 0.05 | + |
| 2023 | 155.54 | 3.42 | 0.02 | - |
| 2024 | 121.00 | 1.83 | 0.02 | - |
| 2025 | 30.14 | -4.58 | -0.15 | - |
| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -3.97% | 28.47% |
| YTD | -4.58% | 30.14% |
| 1Y | -3.22% | 105.13% |
| 3Y (ann.) | -2.9% | 81.7% |
| 5Y (ann.) | -0.7% | 41.6% |
| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| Max Drawdown | -17.1% | -67.18% |
| Longest DD Days | 1081.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.05% |
| Avg. Drawdown Days | 167.0 | 31.0 |
| Recovery Factor | -0.14 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2025-07-14 | -17.10 | 1081 |
| 2022-06-21 | 2022-07-28 | -4.25 | 37 |
| 2022-02-16 | 2022-03-16 | -2.47 | 28 |
| 2022-05-16 | 2022-06-06 | -1.66 | 21 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-05-03 | 2022-05-04 | -0.18 | 0 |
| 2022-02-15 | 2022-02-15 | -0.18 | 0 |
| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 7.01% | 35.75% |
| Worst Week | -6.72% | -29.64% |
| Best Month | 7.01% | 43.77% |
| Worst Month | -6.72% | -37.12% |
| Best Year | 3.42% | 155.54% |
| Worst Year | -4.58% | -54.66% |
| Avg. Up Day | 0.89% | 0.95% |
| Avg. Down Day | -0.67% | -0.88% |
| Avg. Up Week | 1.74% | 8.52% |
| Avg. Down Week | -1.11% | -1.93% |
| Avg. Up Month | 2.7% | 15.3% |
| Avg. Down Month | -2.38% | -8.14% |
| Win Days % | 38.01% | 51.3% |
| Win Month % | 45.95% | 62.79% |
| Win Week % | 45.33% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |