| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 4.48% | 182.86% |
| Max Drawdown | -25.84% | -67.18% |
| Sharpe | 0.08 | 0.41 |
| Sortino | 0.13 | 0.6 |
| Payoff Ratio | 1.56 | 1.35 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.58 | 0.74 |
| Tail Ratio | 0.91 | 0.99 |
| Outlier Win Ratio | 46.05 | 3.4 |
| Outlier Loss Ratio | 5.25 | 3.19 |
| Volatility (ann.) | 8.95% | 26.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.05 | 0.51 |
| Skew | 3.11 | 0.18 |
| Kurtosis | 69.0 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.45% |
| Expected Yearly % | 1.1% | 29.69% |
| Kelly Criterion | -5.41% | 15.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11371641:BTCUSD | 11371641:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.59 | -3.19 | 0.05 | + |
| 2023 | 155.54 | 4.49 | 0.03 | - |
| 2024 | 121.00 | 2.42 | 0.02 | - |
| 2025 | 27.10 | 0.84 | 0.03 | - |
| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| MTD | 4.71% | 10.71% |
| 3M | 0.96% | 41.88% |
| 6M | -4.79% | 22.91% |
| YTD | 0.84% | 27.1% |
| 1Y | -3.48% | 82.29% |
| 3Y (ann.) | 5.65% | 77.48% |
| 5Y (ann.) | 1.25% | 34.36% |
| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| Max Drawdown | -25.84% | -67.18% |
| Longest DD Days | 416.0 | 683.0 |
| Avg. Drawdown | -5.45% | -7.15% |
| Avg. Drawdown Days | 83.0 | 34.0 |
| Recovery Factor | 0.17 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-01 | 2022-11-14 | -25.84 | 286 |
| 2022-11-18 | 2024-01-08 | -23.49 | 416 |
| 2024-06-07 | 2025-07-17 | -14.57 | 404 |
| 2024-01-11 | 2024-04-08 | -6.32 | 88 |
| 2024-04-19 | 2024-05-15 | -4.38 | 26 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2024-04-08 | 2024-04-18 | -1.24 | 9 |
| 2022-11-14 | 2022-11-15 | -1.00 | 0 |
| 2024-05-28 | 2024-05-29 | -0.94 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 10.05% | 35.75% |
| Worst Week | -6.56% | -29.64% |
| Best Month | 14.39% | 43.77% |
| Worst Month | -12.31% | -37.12% |
| Best Year | 4.49% | 155.54% |
| Worst Year | -3.19% | -60.59% |
| Avg. Up Day | 0.98% | 1.03% |
| Avg. Down Day | -0.63% | -0.76% |
| Avg. Up Week | 2.45% | 7.12% |
| Avg. Down Week | -1.76% | -4.12% |
| Avg. Up Month | 3.71% | 12.26% |
| Avg. Down Month | -6.2% | -11.77% |
| Win Days % | 35.83% | 51.27% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 44.44% | 51.87% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |