| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -8.79% | 183.01% |
| Max Drawdown | -35.35% | -67.18% |
| Sharpe | -0.04 | 0.41 |
| Sortino | -0.05 | 0.6 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.42 | 1.06 |
| CPC Index | 0.49 | 0.62 |
| Tail Ratio | 0.43 | 0.99 |
| Outlier Win Ratio | 54.22 | 3.25 |
| Outlier Loss Ratio | 4.25 | 3.19 |
| Volatility (ann.) | 8.36% | 26.3% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.07 | 0.52 |
| Skew | 1.28 | 0.18 |
| Kurtosis | 75.47 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.21% | 2.45% |
| Expected Yearly % | -2.27% | 29.7% |
| Kelly Criterion | -7.21% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11371783:BTCUSD | 11371783:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 11.89 | -0.19 | + |
| 2023 | 155.54 | -13.09 | -0.08 | - |
| 2024 | 121.00 | 5.55 | 0.05 | - |
| 2025 | 30.14 | -11.14 | -0.37 | - |
| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.02% | 45.08% |
| 6M | -13.25% | 28.47% |
| YTD | -11.14% | 30.14% |
| 1Y | -11.39% | 105.13% |
| 3Y (ann.) | -9.17% | 81.7% |
| 5Y (ann.) | -2.6% | 34.66% |
| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| Max Drawdown | -35.35% | -67.18% |
| Longest DD Days | 1091.0 | 683.0 |
| Avg. Drawdown | -4.51% | -7.49% |
| Avg. Drawdown Days | 91.0 | 37.0 |
| Recovery Factor | -0.25 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2025-07-14 | -35.35 | 1091 |
| 2022-01-26 | 2022-03-27 | -5.54 | 60 |
| 2022-06-20 | 2022-07-18 | -5.01 | 27 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-06-08 | 2022-06-18 | -1.26 | 10 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 10.07% | 35.75% |
| Worst Week | -11.19% | -29.64% |
| Best Month | 8.88% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 11.89% | 155.54% |
| Worst Year | -13.09% | -61.49% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.25% | 7.09% |
| Avg. Down Week | -1.74% | -3.94% |
| Avg. Up Month | 2.65% | 13.6% |
| Avg. Down Month | -3.89% | -8.56% |
| Win Days % | 41.77% | 51.25% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 42.74% | 51.87% |
| Win Quarter % | 35.71% | 60.0% |
| Win Year % | 50.0% | 75.0% |