| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.68% | 190.14% |
| Max Drawdown | -20.32% | -67.18% |
| Sharpe | 0.14 | 0.42 |
| Sortino | 0.23 | 0.61 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.57 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.35 | 3.09 |
| Outlier Loss Ratio | 4.05 | 3.01 |
| Volatility (ann.) | 7.73% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.16 | 0.53 |
| Skew | 4.45 | 0.18 |
| Kurtosis | 116.45 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.51% |
| Expected Yearly % | 2.8% | 30.51% |
| Kelly Criterion | -3.75% | 11.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11371809:BTCUSD | 11371809:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -11.51 | 0.19 | + |
| 2023 | 155.54 | 5.83 | 0.04 | - |
| 2024 | 121.00 | 15.86 | 0.13 | - |
| 2025 | 30.14 | 2.93 | 0.10 | - |
| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| MTD | 0.99% | 13.36% |
| 3M | 6.35% | 45.08% |
| 6M | 2.93% | 28.47% |
| YTD | 2.93% | 30.14% |
| 1Y | 0.55% | 105.13% |
| 3Y (ann.) | 4.76% | 81.7% |
| 5Y (ann.) | 3.22% | 35.72% |
| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| Max Drawdown | -20.32% | -67.18% |
| Longest DD Days | 700.0 | 683.0 |
| Avg. Drawdown | -6.28% | -7.32% |
| Avg. Drawdown Days | 124.0 | 35.0 |
| Recovery Factor | 0.57 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-06-30 | -20.32 | 700 |
| 2024-07-10 | 2025-05-08 | -17.00 | 302 |
| 2022-05-16 | 2022-07-18 | -10.59 | 63 |
| 2022-01-26 | 2022-05-15 | -5.64 | 109 |
| 2025-05-23 | 2025-07-14 | -5.01 | 52 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2025-05-09 | 2025-05-22 | -0.63 | 13 |
| 2022-07-29 | 2022-07-30 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.09% | 35.75% |
| Worst Week | -5.85% | -29.64% |
| Best Month | 10.65% | 43.77% |
| Worst Month | -11.23% | -37.12% |
| Best Year | 15.86% | 155.54% |
| Worst Year | -11.51% | -60.52% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 2.83% | 8.92% |
| Avg. Down Week | -1.28% | -3.9% |
| Avg. Up Month | 4.03% | 18.86% |
| Avg. Down Month | -3.13% | -12.35% |
| Win Days % | 42.77% | 51.27% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 39.36% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |