| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 20.16% | 188.02% |
| Max Drawdown | -27.53% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.36 | 0.61 |
| Payoff Ratio | 1.24 | 1.25 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.02 | 3.14 |
| Outlier Loss Ratio | 4.02 | 3.04 |
| Volatility (ann.) | 7.66% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.2 | 0.53 |
| Skew | 5.25 | 0.18 |
| Kurtosis | 120.37 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.49% |
| Expected Yearly % | 4.7% | 30.27% |
| Kelly Criterion | -2.93% | 12.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11371820:BTCUSD | 11371820:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -13.44 | 0.22 | + |
| 2023 | 155.54 | 14.97 | 0.10 | - |
| 2024 | 121.00 | 11.81 | 0.10 | - |
| 2025 | 30.14 | 7.99 | 0.27 | - |
| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| MTD | 2.71% | 13.36% |
| 3M | 6.56% | 45.08% |
| 6M | 7.99% | 28.47% |
| YTD | 7.99% | 30.14% |
| 1Y | 6.22% | 105.13% |
| 3Y (ann.) | 5.72% | 81.7% |
| 5Y (ann.) | 5.42% | 35.5% |
| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| Max Drawdown | -27.53% | -67.18% |
| Longest DD Days | 1027.0 | 683.0 |
| Avg. Drawdown | -4.9% | -7.5% |
| Avg. Drawdown Days | 138.0 | 36.0 |
| Recovery Factor | 0.73 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-05-22 | -27.53 | 1027 |
| 2022-01-26 | 2022-07-07 | -7.33 | 162 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2025-05-23 | 2025-07-11 | -2.40 | 49 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-07-16 | 2022-07-17 | -0.22 | 0 |
| 2022-07-29 | 2022-07-30 | -0.18 | 0 |
| 2022-07-16 | 2022-07-16 | -0.18 | 0 |
| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 13.43% | 35.75% |
| Worst Week | -7.46% | -29.64% |
| Best Month | 18.55% | 43.77% |
| Worst Month | -16.57% | -37.12% |
| Best Year | 14.97% | 155.54% |
| Worst Year | -13.44% | -60.81% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.97% | 8.63% |
| Avg. Down Week | -1.71% | -4.17% |
| Avg. Up Month | 4.71% | 17.12% |
| Avg. Down Month | -3.19% | -12.04% |
| Win Days % | 42.94% | 51.26% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 46.99% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |