| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 8.68% | 181.88% |
| Max Drawdown | -12.52% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.22 | 0.6 |
| Payoff Ratio | 1.44 | 1.39 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 115.86 | 2.71 |
| Outlier Loss Ratio | 4.44 | 2.61 |
| Volatility (ann.) | 5.48% | 26.31% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.19 | 0.51 |
| Skew | 5.33 | 0.18 |
| Kurtosis | 317.45 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.44% |
| Expected Yearly % | 2.1% | 29.57% |
| Kelly Criterion | -9.63% | 16.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11371007:BTCUSD | 11371007:btcusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -3.28 | 0.05 | + |
| 2023 | 155.54 | 1.53 | 0.01 | - |
| 2024 | 121.00 | 16.13 | 0.13 | - |
| 2025 | 30.14 | -4.70 | -0.16 | - |
| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| MTD | -1.69% | 13.36% |
| 3M | -1.35% | 45.08% |
| 6M | -4.7% | 28.47% |
| YTD | -4.7% | 30.14% |
| 1Y | 8.42% | 105.13% |
| 3Y (ann.) | 2.99% | 81.7% |
| 5Y (ann.) | 2.41% | 34.54% |
| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| Max Drawdown | -12.52% | -67.18% |
| Longest DD Days | 322.0 | 683.0 |
| Avg. Drawdown | -3.89% | -7.48% |
| Avg. Drawdown Days | 84.0 | 36.0 |
| Recovery Factor | 0.69 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-09-09 | -12.52 | 183 |
| 2025-04-02 | 2025-07-14 | -11.73 | 102 |
| 2022-09-22 | 2023-05-05 | -8.07 | 224 |
| 2024-10-21 | 2025-03-02 | -5.61 | 132 |
| 2023-05-06 | 2024-03-23 | -5.58 | 322 |
| 2024-04-12 | 2024-08-08 | -5.45 | 117 |
| 2024-09-27 | 2024-10-06 | -0.48 | 9 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2022-01-25 | 2022-01-26 | -0.18 | 0 |
| 2024-09-19 | 2024-09-19 | -0.18 | 0 |
| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.94% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 11.62% | 43.77% |
| Worst Month | -7.91% | -37.12% |
| Best Year | 16.13% | 155.54% |
| Worst Year | -4.7% | -61.64% |
| Avg. Up Day | 1.04% | 1.14% |
| Avg. Down Day | -0.73% | -0.82% |
| Avg. Up Week | 1.7% | 6.69% |
| Avg. Down Week | -1.69% | -4.02% |
| Avg. Up Month | 3.24% | 17.72% |
| Avg. Down Month | -2.07% | -11.59% |
| Win Days % | 35.38% | 51.25% |
| Win Month % | 42.86% | 60.47% |
| Win Week % | 50.0% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |