| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 7.1% | 183.01% |
| Max Drawdown | -14.61% | -67.18% |
| Sharpe | 0.11 | 0.41 |
| Sortino | 0.17 | 0.6 |
| Payoff Ratio | 1.34 | 1.26 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.56 | 0.69 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 83.97 | 3.02 |
| Outlier Loss Ratio | 4.43 | 2.85 |
| Volatility (ann.) | 6.36% | 26.3% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.14 | 0.52 |
| Skew | 3.52 | 0.18 |
| Kurtosis | 155.44 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.45% |
| Expected Yearly % | 1.73% | 29.7% |
| Kelly Criterion | -5.6% | 12.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11371780:BTCUSD | 11371780:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 0.70 | -0.01 | + |
| 2023 | 155.54 | -7.06 | -0.05 | - |
| 2024 | 121.00 | 14.62 | 0.12 | - |
| 2025 | 30.14 | -0.16 | -0.01 | - |
| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| MTD | 3.88% | 13.36% |
| 3M | 7.88% | 45.08% |
| 6M | -1.39% | 28.47% |
| YTD | -0.16% | 30.14% |
| 1Y | 2.14% | 105.13% |
| 3Y (ann.) | -0.03% | 81.7% |
| 5Y (ann.) | 1.98% | 34.66% |
| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| Max Drawdown | -14.61% | -67.18% |
| Longest DD Days | 834.0 | 683.0 |
| Avg. Drawdown | -4.53% | -7.49% |
| Avg. Drawdown Days | 136.0 | 37.0 |
| Recovery Factor | 0.49 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-17 | 2024-10-28 | -14.61 | 834 |
| 2024-11-22 | 2025-07-14 | -13.62 | 234 |
| 2022-01-26 | 2022-06-19 | -5.83 | 143 |
| 2022-07-05 | 2022-07-17 | -3.83 | 12 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2022-01-26 | 2022-01-26 | -0.18 | 0 |
| 2022-07-04 | 2022-07-05 | -0.18 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.14% | 35.75% |
| Worst Week | -5.73% | -29.64% |
| Best Month | 8.94% | 43.77% |
| Worst Month | -5.94% | -37.12% |
| Best Year | 14.62% | 155.54% |
| Worst Year | -7.06% | -61.49% |
| Avg. Up Day | 0.91% | 0.96% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 1.95% | 6.45% |
| Avg. Down Week | -1.18% | -3.6% |
| Avg. Up Month | 2.89% | 14.24% |
| Avg. Down Month | -1.78% | -9.13% |
| Win Days % | 39.58% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 40.0% | 51.87% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |