| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 5.55% | 198.43% |
| Max Drawdown | -25.05% | -67.18% |
| Sharpe | 0.09 | 0.43 |
| Sortino | 0.14 | 0.62 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 35.77 | 3.45 |
| Outlier Loss Ratio | 4.08 | 3.35 |
| Volatility (ann.) | 10.77% | 26.29% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.06 | 0.55 |
| Skew | 1.62 | 0.19 |
| Kurtosis | 58.32 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.58% |
| Expected Yearly % | 1.36% | 31.43% |
| Kelly Criterion | -1.85% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.23% |
| Expected Shortfall (cVaR) | -0.92% | -2.23% |
| Year | 11371839:BTCUSD | 11371839:btcusd:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -7.21 | 0.12 | + |
| 2023 | 155.54 | 7.50 | 0.05 | - |
| 2024 | 121.00 | 5.32 | 0.04 | - |
| 2025 | 30.14 | 0.46 | 0.02 | - |
| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| MTD | 3.13% | 13.36% |
| 3M | 4.59% | 45.08% |
| 6M | -2.82% | 28.47% |
| YTD | 0.46% | 30.14% |
| 1Y | -0.42% | 105.13% |
| 3Y (ann.) | -2.81% | 81.7% |
| 5Y (ann.) | 1.57% | 36.92% |
| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| Max Drawdown | -25.05% | -67.18% |
| Longest DD Days | 1180.0 | 683.0 |
| Avg. Drawdown | -3.1% | -6.95% |
| Avg. Drawdown Days | 81.0 | 34.0 |
| Recovery Factor | 0.22 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2025-07-14 | -25.05 | 1180 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-31 | 2022-02-26 | -0.66 | 25 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.27% | 35.75% |
| Worst Week | -8.17% | -29.64% |
| Best Month | 10.61% | 43.77% |
| Worst Month | -11.31% | -37.12% |
| Best Year | 7.5% | 155.54% |
| Worst Year | -7.21% | -59.39% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.61% | 7.04% |
| Avg. Down Week | -2.14% | -3.47% |
| Avg. Up Month | 4.23% | 13.59% |
| Avg. Down Month | -4.81% | -12.35% |
| Win Days % | 45.1% | 51.25% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 45.79% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |