| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -5.0% | 184.67% |
| Max Drawdown | -17.09% | -67.18% |
| Sharpe | -0.05 | 0.42 |
| Sortino | -0.08 | 0.6 |
| Payoff Ratio | 1.42 | 1.25 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 142.23 | 2.62 |
| Outlier Loss Ratio | 4.25 | 2.57 |
| Volatility (ann.) | 4.84% | 26.32% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.09 | 0.52 |
| Skew | 4.86 | 0.18 |
| Kurtosis | 393.32 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.46% |
| Expected Yearly % | -1.28% | 29.89% |
| Kelly Criterion | -10.69% | 12.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11371795:BTCUSD | 11371795:btcusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -11.31 | 0.18 | + |
| 2023 | 155.54 | 11.00 | 0.07 | - |
| 2024 | 121.00 | -1.50 | -0.01 | - |
| 2025 | 30.14 | -2.04 | -0.07 | - |
| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| MTD | -1.28% | 13.36% |
| 3M | 2.24% | 45.08% |
| 6M | -2.04% | 28.47% |
| YTD | -2.04% | 30.14% |
| 1Y | -11.22% | 105.13% |
| 3Y (ann.) | 0.4% | 81.7% |
| 5Y (ann.) | -1.46% | 34.95% |
| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| Max Drawdown | -17.09% | -67.18% |
| Longest DD Days | 712.0 | 683.0 |
| Avg. Drawdown | -4.79% | -7.55% |
| Avg. Drawdown Days | 147.0 | 36.0 |
| Recovery Factor | -0.29 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-07-14 | -17.09 | 356 |
| 2022-01-26 | 2024-01-08 | -11.71 | 712 |
| 2024-01-22 | 2024-03-24 | -4.98 | 62 |
| 2024-06-19 | 2024-07-10 | -2.82 | 20 |
| 2024-04-07 | 2024-04-20 | -1.01 | 12 |
| 2024-03-24 | 2024-04-07 | -0.37 | 14 |
| 2024-05-04 | 2024-05-04 | -0.18 | 0 |
| 2024-05-15 | 2024-05-15 | -0.18 | 0 |
| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -8.03% | -29.64% |
| Best Month | 5.8% | 43.77% |
| Worst Month | -8.03% | -37.12% |
| Best Year | 11.0% | 155.54% |
| Worst Year | -11.31% | -61.27% |
| Avg. Up Day | 0.94% | 1.04% |
| Avg. Down Day | -0.66% | -0.83% |
| Avg. Up Week | 1.55% | 8.33% |
| Avg. Down Week | -1.53% | -4.33% |
| Avg. Up Month | 1.92% | 16.26% |
| Avg. Down Month | -2.6% | -11.52% |
| Win Days % | 34.96% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 47.62% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |