| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.88% | 184.67% |
| Max Drawdown | -23.22% | -67.18% |
| Sharpe | 0.14 | 0.42 |
| Sortino | 0.22 | 0.6 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.58 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.0 | 3.23 |
| Outlier Loss Ratio | 4.08 | 3.04 |
| Volatility (ann.) | 7.77% | 26.32% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.14 | 0.52 |
| Skew | 3.15 | 0.18 |
| Kurtosis | 107.49 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.46% |
| Expected Yearly % | 2.85% | 29.89% |
| Kelly Criterion | -3.36% | 11.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11371799:BTCUSD | 11371799:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -4.54 | 0.07 | + |
| 2023 | 155.54 | 15.48 | 0.10 | - |
| 2024 | 121.00 | 8.72 | 0.07 | - |
| 2025 | 30.14 | -6.64 | -0.22 | - |
| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| MTD | -1.28% | 13.36% |
| 3M | 2.72% | 45.08% |
| 6M | -6.64% | 28.47% |
| YTD | -6.64% | 30.14% |
| 1Y | -12.6% | 105.13% |
| 3Y (ann.) | 2.75% | 81.7% |
| 5Y (ann.) | 3.27% | 34.95% |
| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| Max Drawdown | -23.22% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -4.36% | -7.55% |
| Avg. Drawdown Days | 72.0 | 36.0 |
| Recovery Factor | 0.51 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -23.22 | 369 |
| 2022-07-30 | 2024-03-25 | -20.57 | 603 |
| 2022-05-16 | 2022-07-06 | -8.26 | 51 |
| 2022-01-26 | 2022-05-15 | -5.71 | 109 |
| 2022-07-07 | 2022-07-18 | -3.45 | 11 |
| 2024-04-08 | 2024-05-15 | -2.52 | 37 |
| 2024-05-16 | 2024-06-04 | -2.32 | 19 |
| 2024-06-28 | 2024-06-30 | -2.29 | 2 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 11.95% | 43.77% |
| Worst Month | -9.79% | -37.12% |
| Best Year | 15.48% | 155.54% |
| Worst Year | -6.64% | -61.27% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.55% | 8.79% |
| Avg. Down Week | -2.13% | -4.57% |
| Avg. Up Month | 2.88% | 17.08% |
| Avg. Down Month | -4.46% | -11.37% |
| Win Days % | 41.94% | 51.26% |
| Win Month % | 61.9% | 60.47% |
| Win Week % | 48.45% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |