| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 21.79% | 181.88% |
| Max Drawdown | -34.35% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.3 | 0.6 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 41.53 | 3.28 |
| Outlier Loss Ratio | 4.46 | 3.24 |
| Volatility (ann.) | 9.3% | 26.31% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.17 | 0.51 |
| Skew | 1.57 | 0.18 |
| Kurtosis | 64.12 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.44% |
| Expected Yearly % | 5.05% | 29.57% |
| Kelly Criterion | -0.71% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11376430:BTCUSD | 11376430:btcusd:triple_med_gx:lsma20_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 32.61 | -0.53 | + |
| 2023 | 155.54 | -7.37 | -0.05 | - |
| 2024 | 121.00 | -7.39 | -0.06 | - |
| 2025 | 30.14 | 7.06 | 0.23 | - |
| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | 4.69% | 45.08% |
| 6M | 6.64% | 28.47% |
| YTD | 7.06% | 30.14% |
| 1Y | 18.98% | 105.13% |
| 3Y (ann.) | 0.05% | 81.7% |
| 5Y (ann.) | 5.81% | 34.54% |
| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| Max Drawdown | -34.35% | -67.18% |
| Longest DD Days | 872.0 | 683.0 |
| Avg. Drawdown | -3.01% | -7.48% |
| Avg. Drawdown Days | 51.0 | 36.0 |
| Recovery Factor | 0.63 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-23 | 2025-07-14 | -34.35 | 872 |
| 2022-06-29 | 2022-09-09 | -9.73 | 72 |
| 2022-02-05 | 2022-05-04 | -6.90 | 88 |
| 2022-10-31 | 2023-01-20 | -4.72 | 81 |
| 2022-09-15 | 2022-10-04 | -3.91 | 19 |
| 2023-01-21 | 2023-01-29 | -2.27 | 7 |
| 2023-02-22 | 2023-02-23 | -1.88 | 0 |
| 2022-01-19 | 2022-01-20 | -1.17 | 0 |
| 2022-10-08 | 2022-10-21 | -0.69 | 13 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 13.35% | 43.77% |
| Worst Month | -12.45% | -37.12% |
| Best Year | 32.61% | 155.54% |
| Worst Year | -7.39% | -61.64% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.82% | 4.61% |
| Avg. Down Week | -1.76% | -4.52% |
| Avg. Up Month | 4.16% | 16.62% |
| Avg. Down Month | -3.77% | -8.49% |
| Win Days % | 44.46% | 51.25% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 46.55% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |