| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 5.66% | 239.56% |
| Max Drawdown | -14.46% | -67.18% |
| Sharpe | 0.1 | 0.47 |
| Sortino | 0.15 | 0.68 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 104.04 | 2.86 |
| Outlier Loss Ratio | 3.69 | 2.79 |
| Volatility (ann.) | 5.62% | 26.24% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.11 | 0.63 |
| Skew | 0.09 | 0.2 |
| Kurtosis | 140.16 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.88% |
| Expected Yearly % | 1.38% | 35.75% |
| Kelly Criterion | -4.35% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11373551:BTCUSD | 11373551:btcusd:triple_med_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -5.24 | 0.10 | + |
| 2023 | 155.54 | -0.82 | -0.01 | - |
| 2024 | 121.00 | 12.19 | 0.10 | - |
| 2025 | 30.14 | 0.20 | 0.01 | - |
| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| MTD | -1.52% | 13.36% |
| 3M | -4.15% | 45.08% |
| 6M | 0.2% | 28.47% |
| YTD | 0.2% | 30.14% |
| 1Y | -3.44% | 105.13% |
| 3Y (ann.) | 2.78% | 81.7% |
| 5Y (ann.) | 1.59% | 42.14% |
| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| Max Drawdown | -14.46% | -67.18% |
| Longest DD Days | 757.0 | 683.0 |
| Avg. Drawdown | -3.27% | -6.05% |
| Avg. Drawdown Days | 118.0 | 29.0 |
| Recovery Factor | 0.39 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2024-03-26 | -14.46 | 757 |
| 2024-07-11 | 2025-07-14 | -9.14 | 367 |
| 2024-04-08 | 2024-05-15 | -4.13 | 36 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2024-06-05 | 2024-06-30 | -1.09 | 24 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-28 | 2022-01-28 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.16 | 0 |
| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.06% | 35.75% |
| Worst Week | -7.13% | -29.64% |
| Best Month | 13.85% | 43.77% |
| Worst Month | -7.02% | -37.12% |
| Best Year | 12.19% | 155.54% |
| Worst Year | -5.24% | -53.8% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.77% | -0.87% |
| Avg. Up Week | 2.77% | 7.4% |
| Avg. Down Week | -1.86% | -2.38% |
| Avg. Up Month | 4.59% | 21.44% |
| Avg. Down Month | -2.01% | -15.05% |
| Win Days % | 42.81% | 51.3% |
| Win Month % | 38.1% | 62.79% |
| Win Week % | 38.24% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |