| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 10.15% | 188.02% |
| Max Drawdown | -16.02% | -67.18% |
| Sharpe | 0.14 | 0.42 |
| Sortino | 0.24 | 0.61 |
| Payoff Ratio | 1.39 | 1.34 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 97.93 | 2.77 |
| Outlier Loss Ratio | 4.14 | 2.77 |
| Volatility (ann.) | 6.28% | 26.33% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.18 | 0.53 |
| Skew | 6.73 | 0.18 |
| Kurtosis | 226.37 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.49% |
| Expected Yearly % | 2.45% | 30.27% |
| Kelly Criterion | -8.26% | 14.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11371818:BTCUSD | 11371818:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -11.67 | 0.19 | + |
| 2023 | 155.54 | 5.67 | 0.04 | - |
| 2024 | 121.00 | 11.42 | 0.09 | - |
| 2025 | 30.14 | 5.91 | 0.20 | - |
| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| MTD | 2.68% | 13.36% |
| 3M | 3.03% | 45.08% |
| 6M | 5.91% | 28.47% |
| YTD | 5.91% | 30.14% |
| 1Y | 4.39% | 105.13% |
| 3Y (ann.) | 4.86% | 81.7% |
| 5Y (ann.) | 2.82% | 35.5% |
| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| Max Drawdown | -16.02% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -5.01% | -7.5% |
| Avg. Drawdown Days | 108.0 | 36.0 |
| Recovery Factor | 0.63 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-08 | -16.02 | 617 |
| 2022-05-16 | 2022-07-30 | -8.94 | 75 |
| 2024-10-07 | 2025-07-11 | -8.15 | 276 |
| 2022-01-26 | 2022-03-16 | -5.64 | 49 |
| 2024-07-10 | 2024-08-23 | -5.35 | 44 |
| 2024-04-08 | 2024-05-15 | -3.63 | 37 |
| 2022-05-05 | 2022-05-15 | -3.40 | 10 |
| 2024-06-04 | 2024-07-10 | -2.69 | 35 |
| 2024-09-09 | 2024-10-07 | -0.56 | 27 |
| 2022-04-16 | 2022-05-05 | -0.56 | 19 |
| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -7.6% | -29.64% |
| Best Month | 9.46% | 43.77% |
| Worst Month | -7.6% | -37.12% |
| Best Year | 11.42% | 155.54% |
| Worst Year | -11.67% | -60.81% |
| Avg. Up Day | 1.1% | 1.15% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 2.76% | 9.18% |
| Avg. Down Week | -1.49% | -3.33% |
| Avg. Up Month | 3.64% | 14.9% |
| Avg. Down Month | -2.61% | -10.38% |
| Win Days % | 37.09% | 51.26% |
| Win Month % | 40.48% | 60.47% |
| Win Week % | 38.96% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |