| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 4.06% | 212.83% |
| Max Drawdown | -13.43% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.14 | 0.65 |
| Payoff Ratio | 1.42 | 1.05 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 190.42 | 2.45 |
| Outlier Loss Ratio | 4.31 | 2.48 |
| Volatility (ann.) | 3.63% | 26.12% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.09 | 0.58 |
| Skew | -3.42 | 0.2 |
| Kurtosis | 249.95 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.69% |
| Expected Yearly % | 1.0% | 32.99% |
| Kelly Criterion | -9.16% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.22% |
| Expected Shortfall (cVaR) | -0.31% | -2.22% |
| Year | 11371959:BTCUSD | 11371959:btcusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 9.68 | -0.17 | + |
| 2023 | 155.54 | -4.74 | -0.03 | - |
| 2024 | 121.00 | 11.12 | 0.09 | - |
| 2025 | 27.10 | -10.36 | -0.38 | - |
| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.13% | 41.88% |
| 6M | -9.3% | 22.91% |
| YTD | -10.36% | 27.1% |
| 1Y | -8.74% | 82.29% |
| 3Y (ann.) | -1.51% | 77.48% |
| 5Y (ann.) | 1.16% | 39.04% |
| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| Max Drawdown | -13.43% | -67.18% |
| Longest DD Days | 517.0 | 683.0 |
| Avg. Drawdown | -1.97% | -6.44% |
| Avg. Drawdown Days | 68.0 | 32.0 |
| Recovery Factor | 0.3 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-06 | 2025-07-17 | -13.43 | 252 |
| 2022-11-21 | 2024-04-22 | -7.02 | 517 |
| 2022-02-16 | 2022-03-16 | -1.73 | 28 |
| 2024-05-13 | 2024-07-10 | -1.34 | 57 |
| 2022-07-15 | 2022-07-16 | -1.33 | 0 |
| 2024-09-11 | 2024-10-14 | -0.97 | 32 |
| 2022-10-24 | 2022-11-05 | -0.84 | 11 |
| 2022-05-17 | 2022-06-23 | -0.82 | 36 |
| 2022-07-29 | 2022-09-28 | -0.65 | 60 |
| 2024-08-10 | 2024-09-11 | -0.54 | 32 |
| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| Best Day | 2.96% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.32% | 35.75% |
| Worst Week | -7.4% | -29.64% |
| Best Month | 4.86% | 43.77% |
| Worst Month | -5.22% | -37.12% |
| Best Year | 11.12% | 155.54% |
| Worst Year | -10.36% | -56.42% |
| Avg. Up Day | 0.97% | 1.04% |
| Avg. Down Day | -0.68% | -0.99% |
| Avg. Up Week | 1.59% | 7.89% |
| Avg. Down Week | -0.95% | -2.66% |
| Avg. Up Month | 2.3% | 9.78% |
| Avg. Down Month | -1.14% | -9.86% |
| Win Days % | 36.02% | 51.31% |
| Win Month % | 35.14% | 62.79% |
| Win Week % | 38.6% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |