| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 22.72% | 205.34% |
| Max Drawdown | -29.72% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.65 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 34.15 | 3.39 |
| Outlier Loss Ratio | 4.11 | 3.41 |
| Volatility (ann.) | 10.57% | 26.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.21 | 0.58 |
| Skew | 1.65 | 0.2 |
| Kurtosis | 45.0 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.69% |
| Expected Yearly % | 5.25% | 32.19% |
| Kelly Criterion | 0.59% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.25% |
| Expected Shortfall (cVaR) | -0.9% | -2.25% |
| Year | 11383654:BTCUSD | 11383654:btcusd:triple_med_gx:lsma20_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 15.79 | -0.29 | + |
| 2023 | 155.54 | -12.60 | -0.08 | - |
| 2024 | 121.00 | 37.79 | 0.31 | - |
| 2025 | 17.02 | -12.00 | -0.70 | - |
| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -5.25% | 31.76% |
| 6M | -8.96% | 12.25% |
| YTD | -12.0% | 17.02% |
| 1Y | 2.74% | 57.19% |
| 3Y (ann.) | 0.46% | 55.42% |
| 5Y (ann.) | 6.23% | 39.05% |
| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| Max Drawdown | -29.72% | -67.18% |
| Longest DD Days | 602.0 | 683.0 |
| Avg. Drawdown | -5.6% | -6.27% |
| Avg. Drawdown Days | 55.0 | 29.0 |
| Recovery Factor | 0.76 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-19 | 2024-12-11 | -29.72 | 602 |
| 2022-07-28 | 2023-04-18 | -20.98 | 263 |
| 2025-01-15 | 2025-06-11 | -16.31 | 147 |
| 2022-06-06 | 2022-07-27 | -10.62 | 51 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-12-19 | 2025-01-10 | -6.36 | 21 |
| 2022-02-16 | 2022-03-09 | -5.41 | 21 |
| 2025-01-10 | 2025-01-14 | -5.10 | 3 |
| 2022-01-22 | 2022-01-23 | -3.26 | 1 |
| 2022-03-11 | 2022-04-01 | -3.11 | 21 |
| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 11.26% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 20.29% | 43.77% |
| Worst Month | -11.34% | -37.12% |
| Best Year | 37.79% | 155.54% |
| Worst Year | -12.6% | -53.8% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.4% | 6.2% |
| Avg. Down Week | -2.82% | -6.4% |
| Avg. Up Month | 6.21% | 18.71% |
| Avg. Down Month | -4.79% | -11.22% |
| Win Days % | 46.37% | 51.28% |
| Win Month % | 45.24% | 61.9% |
| Win Week % | 52.13% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |