| Metric | 11371915:btcusd:triple_med_gx:lsma80_20 | 11371915:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 12.82% | 237.48% |
| Max Drawdown | -20.17% | -67.18% |
| Sharpe | 0.14 | 0.47 |
| Sortino | 0.21 | 0.68 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 42.57 | 3.29 |
| Outlier Loss Ratio | 4.17 | 3.21 |
| Volatility (ann.) | 8.89% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.18 | 0.63 |
| Skew | 1.35 | 0.2 |
| Kurtosis | 65.22 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.87% |
| Expected Yearly % | 3.06% | 35.54% |
| Kelly Criterion | -0.83% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11371915:BTCUSD | 11371915:btcusd:triple_med_gx:lsma80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 3.77 | -0.07 | + |
| 2023 | 155.54 | 5.94 | 0.04 | - |
| 2024 | 121.00 | 11.74 | 0.10 | - |
| 2025 | 30.14 | -8.16 | -0.27 | - |
| Metric | 11371915:btcusd:triple_med_gx:lsma80_20 | 11371915:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -0.94% | 45.08% |
| 6M | -10.5% | 28.47% |
| YTD | -8.16% | 30.14% |
| 1Y | -6.43% | 105.13% |
| 3Y (ann.) | -0.72% | 81.7% |
| 5Y (ann.) | 3.54% | 42.08% |
| Metric | 11371915:btcusd:triple_med_gx:lsma80_20 | 11371915:BTCUSD |
|---|---|---|
| Max Drawdown | -20.17% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -4.9% | -5.84% |
| Avg. Drawdown Days | 77.0 | 29.0 |
| Recovery Factor | 0.64 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-02-28 | -20.17 | 678 |
| 2024-10-16 | 2025-07-14 | -17.30 | 270 |
| 2024-04-23 | 2024-10-15 | -12.26 | 175 |
| 2022-02-01 | 2022-02-28 | -5.37 | 26 |
| 2022-03-02 | 2022-03-22 | -4.39 | 20 |
| 2024-04-01 | 2024-04-22 | -3.72 | 21 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| Metric | 11371915:btcusd:triple_med_gx:lsma80_20 | 11371915:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.5% | 35.75% |
| Worst Week | -7.15% | -29.64% |
| Best Month | 12.14% | 43.77% |
| Worst Month | -10.16% | -37.12% |
| Best Year | 11.74% | 155.54% |
| Worst Year | -8.16% | -54.08% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.3% | 8.53% |
| Avg. Down Week | -1.61% | -3.01% |
| Avg. Up Month | 4.17% | 12.46% |
| Avg. Down Month | -3.31% | -9.17% |
| Win Days % | 46.66% | 51.31% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 44.32% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |