| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 0.09% | 237.48% |
| Max Drawdown | -22.38% | -67.18% |
| Sharpe | 0.04 | 0.47 |
| Sortino | 0.06 | 0.68 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 46.92 | 3.24 |
| Outlier Loss Ratio | 4.16 | 3.19 |
| Volatility (ann.) | 8.37% | 26.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.0 | 0.63 |
| Skew | 0.08 | 0.2 |
| Kurtosis | 59.19 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.0% | 2.87% |
| Expected Yearly % | 0.02% | 35.54% |
| Kelly Criterion | -3.12% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11373621:BTCUSD | 11373621:btcusd:triple_med_gx:lsma80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 4.75 | -0.09 | + |
| 2023 | 155.54 | 9.45 | 0.06 | - |
| 2024 | 121.00 | -2.61 | -0.02 | - |
| 2025 | 30.14 | -10.36 | -0.34 | - |
| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -3.46% | 45.08% |
| 6M | -12.45% | 28.47% |
| YTD | -10.36% | 30.14% |
| 1Y | -9.77% | 105.13% |
| 3Y (ann.) | -2.93% | 81.7% |
| 5Y (ann.) | 0.02% | 42.08% |
| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| Max Drawdown | -22.38% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -3.49% | -5.84% |
| Avg. Drawdown Days | 58.0 | 29.0 |
| Recovery Factor | 0.0 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -22.38 | 469 |
| 2022-04-21 | 2023-10-21 | -15.00 | 548 |
| 2022-02-01 | 2022-02-28 | -5.37 | 27 |
| 2022-03-02 | 2022-03-19 | -4.08 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-28 | -3.13 | 19 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-10-21 | 2024-01-08 | -2.65 | 78 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.08% | 35.75% |
| Worst Week | -11.51% | -29.64% |
| Best Month | 8.1% | 43.77% |
| Worst Month | -9.93% | -37.12% |
| Best Year | 9.45% | 155.54% |
| Worst Year | -10.36% | -54.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.17% | 8.41% |
| Avg. Down Week | -1.96% | -2.97% |
| Avg. Up Month | 3.61% | 11.2% |
| Avg. Down Month | -3.35% | -9.64% |
| Win Days % | 45.81% | 51.31% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 45.78% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |