| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 3.01% | 233.23% |
| Max Drawdown | -24.56% | -67.18% |
| Sharpe | 0.07 | 0.46 |
| Sortino | 0.1 | 0.67 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.99 | 1.08 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 0.96 | 1.0 |
| Outlier Win Ratio | 43.42 | 3.37 |
| Outlier Loss Ratio | 4.06 | 3.26 |
| Volatility (ann.) | 9.03% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.03 | 0.62 |
| Skew | 1.14 | 0.2 |
| Kurtosis | 53.57 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.84% |
| Expected Yearly % | 0.74% | 35.11% |
| Kelly Criterion | -2.6% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11371933:BTCUSD | 11371933:btcusd:triple_med_gx:lsma80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 10.73 | -0.20 | + |
| 2023 | 155.54 | 2.43 | 0.02 | - |
| 2024 | 121.00 | 6.32 | 0.05 | - |
| 2025 | 30.14 | -14.58 | -0.48 | - |
| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -0.19% | 45.08% |
| 6M | -16.47% | 28.47% |
| YTD | -14.58% | 30.14% |
| 1Y | -11.19% | 105.13% |
| 3Y (ann.) | -3.63% | 81.7% |
| 5Y (ann.) | 0.86% | 41.6% |
| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| Max Drawdown | -24.56% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -5.04% | -6.05% |
| Avg. Drawdown Days | 110.0 | 31.0 |
| Recovery Factor | 0.12 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -24.56 | 469 |
| 2022-03-02 | 2024-01-29 | -13.90 | 698 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 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 |
| 2024-01-30 | 2024-02-28 | -1.69 | 28 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.16 | 0 |
| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 10.04% | 35.75% |
| Worst Week | -7.15% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -14.52% | -37.12% |
| Best Year | 10.73% | 155.54% |
| Worst Year | -14.58% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 3.2% | 8.64% |
| Avg. Down Week | -2.0% | -2.88% |
| Avg. Up Month | 4.24% | 14.44% |
| Avg. Down Month | -4.41% | -10.31% |
| Win Days % | 46.56% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 39.76% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |