| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1.45% | 190.47% |
| Max Drawdown | -26.8% | -67.18% |
| Sharpe | 0.06 | 0.42 |
| Sortino | 0.1 | 0.61 |
| Payoff Ratio | 1.37 | 1.22 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.55 | 0.67 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 36.84 | 3.51 |
| Outlier Loss Ratio | 4.99 | 3.35 |
| Volatility (ann.) | 10.41% | 26.29% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.02 | 0.53 |
| Skew | 1.97 | 0.18 |
| Kurtosis | 57.51 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.51% |
| Expected Yearly % | 0.36% | 30.55% |
| Kelly Criterion | -5.0% | 11.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11371643:BTCUSD | 11371643:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.48 | 3.46 | -0.06 | + |
| 2023 | 155.54 | 3.18 | 0.02 | - |
| 2024 | 121.00 | -3.87 | -0.03 | - |
| 2025 | 30.14 | -1.14 | -0.04 | - |
| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| MTD | 2.32% | 13.36% |
| 3M | -6.43% | 45.08% |
| 6M | -5.3% | 28.47% |
| YTD | -1.14% | 30.14% |
| 1Y | -3.48% | 105.13% |
| 3Y (ann.) | -0.59% | 81.7% |
| 5Y (ann.) | 0.41% | 35.54% |
| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| Max Drawdown | -26.8% | -67.18% |
| Longest DD Days | 1228.0 | 683.0 |
| Avg. Drawdown | -4.54% | -7.31% |
| Avg. Drawdown Days | 159.0 | 36.0 |
| Recovery Factor | 0.05 | 2.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2025-07-14 | -26.80 | 1228 |
| 2022-02-08 | 2022-02-28 | -4.29 | 20 |
| 2022-01-15 | 2022-01-28 | -3.12 | 13 |
| 2022-01-30 | 2022-02-08 | -1.31 | 9 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-15 | 2022-01-15 | -0.20 | 0 |
| 2022-01-14 | 2022-01-14 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.16 | 0 |
| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.19% | 35.75% |
| Worst Week | -7.94% | -29.64% |
| Best Month | 13.1% | 43.77% |
| Worst Month | -11.55% | -37.12% |
| Best Year | 3.46% | 155.54% |
| Worst Year | -3.87% | -60.48% |
| Avg. Up Day | 0.93% | 0.97% |
| Avg. Down Day | -0.68% | -0.79% |
| Avg. Up Week | 2.91% | 7.61% |
| Avg. Down Week | -2.16% | -4.3% |
| Avg. Up Month | 3.92% | 13.79% |
| Avg. Down Month | -5.23% | -11.65% |
| Win Days % | 39.29% | 51.26% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 40.62% | 51.87% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |