| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 22.58% | 239.56% |
| Max Drawdown | -29.93% | -67.18% |
| Sharpe | 0.22 | 0.47 |
| Sortino | 0.35 | 0.68 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 65.12 | 3.14 |
| Outlier Loss Ratio | 3.6 | 2.99 |
| Volatility (ann.) | 7.91% | 26.24% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.2 | 0.63 |
| Skew | 2.12 | 0.2 |
| Kurtosis | 121.19 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.88% |
| Expected Yearly % | 5.22% | 35.75% |
| Kelly Criterion | -0.63% | 8.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11371845:BTCUSD | 11371845:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -20.57 | 0.38 | + |
| 2023 | 155.54 | 24.08 | 0.15 | - |
| 2024 | 121.00 | 14.29 | 0.12 | - |
| 2025 | 30.14 | 8.81 | 0.29 | - |
| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | 1.44% | 45.08% |
| 6M | 8.81% | 28.47% |
| YTD | 8.81% | 30.14% |
| 1Y | 4.77% | 105.13% |
| 3Y (ann.) | 14.83% | 81.7% |
| 5Y (ann.) | 6.03% | 42.14% |
| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| Max Drawdown | -29.93% | -67.18% |
| Longest DD Days | 731.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.05% |
| Avg. Drawdown Days | 73.0 | 29.0 |
| Recovery Factor | 0.75 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2024-02-28 | -29.93 | 731 |
| 2024-07-10 | 2025-04-11 | -12.39 | 275 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2025-05-23 | 2025-07-14 | -4.42 | 52 |
| 2024-06-05 | 2024-06-30 | -3.17 | 25 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-04-11 | 2025-05-22 | -0.96 | 40 |
| 2024-04-07 | 2024-04-08 | -0.83 | 0 |
| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.68% | 35.75% |
| Worst Week | -9.18% | -29.64% |
| Best Month | 15.75% | 43.77% |
| Worst Month | -12.1% | -37.12% |
| Best Year | 24.08% | 155.54% |
| Worst Year | -20.57% | -53.8% |
| Avg. Up Day | 1.0% | 1.03% |
| Avg. Down Day | -0.83% | -0.91% |
| Avg. Up Week | 3.07% | 8.06% |
| Avg. Down Week | -2.61% | -3.08% |
| Avg. Up Month | 5.11% | 16.92% |
| Avg. Down Month | -4.48% | -16.23% |
| Win Days % | 45.0% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 47.5% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |