| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -1.99% | 239.56% |
| Max Drawdown | -29.05% | -67.18% |
| Sharpe | 0.04 | 0.47 |
| Sortino | 0.06 | 0.68 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.97 | 1.07 |
| CPC Index | 0.53 | 0.64 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 37.82 | 3.46 |
| Outlier Loss Ratio | 4.06 | 3.4 |
| Volatility (ann.) | 10.43% | 26.24% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.02 | 0.63 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 52.93 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.88% |
| Expected Yearly % | -0.5% | 35.75% |
| Kelly Criterion | -2.91% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11371851:BTCUSD | 11371851:btcusd:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -12.00 | 0.22 | + |
| 2023 | 155.54 | 14.36 | 0.09 | - |
| 2024 | 121.00 | -3.08 | -0.03 | - |
| 2025 | 30.14 | 0.48 | 0.02 | - |
| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| MTD | 4.0% | 13.36% |
| 3M | 3.2% | 45.08% |
| 6M | -4.02% | 28.47% |
| YTD | 0.48% | 30.14% |
| 1Y | -9.43% | 105.13% |
| 3Y (ann.) | -1.4% | 81.7% |
| 5Y (ann.) | -0.58% | 42.14% |
| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| Max Drawdown | -29.05% | -67.18% |
| Longest DD Days | 1180.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.05% |
| Avg. Drawdown Days | 80.0 | 29.0 |
| Recovery Factor | -0.07 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2025-07-14 | -29.05 | 1180 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 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 |
| 2022-03-01 | 2022-03-18 | -2.01 | 17 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -8.17% | -29.64% |
| Best Month | 11.82% | 43.77% |
| Worst Month | -14.71% | -37.12% |
| Best Year | 14.36% | 155.54% |
| Worst Year | -12.0% | -53.8% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.64% | 6.95% |
| Avg. Down Week | -2.74% | -3.2% |
| Avg. Up Month | 4.54% | 13.07% |
| Avg. Down Month | -5.88% | -12.29% |
| Win Days % | 44.48% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 47.96% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |