| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 14.3% | 208.61% |
| Max Drawdown | -26.53% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.22 | 0.65 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.39 | 0.99 |
| Outlier Win Ratio | 38.67 | 3.29 |
| Outlier Loss Ratio | 3.88 | 3.33 |
| Volatility (ann.) | 9.7% | 26.38% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.15 | 0.59 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 45.62 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.72% |
| Expected Yearly % | 3.4% | 32.54% |
| Kelly Criterion | 0.01% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11383683:BTCUSD | 11383683:btcusd:triple_med_gx:lsma20_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 19.04 | -0.36 | + |
| 2023 | 155.54 | -17.41 | -0.11 | - |
| 2024 | 121.00 | 18.73 | 0.15 | - |
| 2025 | 17.02 | -2.08 | -0.12 | - |
| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.61% | 31.76% |
| 6M | -4.61% | 12.25% |
| YTD | -2.08% | 17.02% |
| 1Y | 4.1% | 57.19% |
| 3Y (ann.) | 0.32% | 55.42% |
| 5Y (ann.) | 4.04% | 39.6% |
| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| Max Drawdown | -26.53% | -67.18% |
| Longest DD Days | 784.0 | 683.0 |
| Avg. Drawdown | -5.44% | -6.33% |
| Avg. Drawdown Days | 87.0 | 31.0 |
| Recovery Factor | 0.54 | 3.11 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-19 | 2025-06-11 | -26.53 | 784 |
| 2022-02-16 | 2022-05-01 | -12.36 | 74 |
| 2022-06-06 | 2022-07-27 | -10.15 | 51 |
| 2022-08-19 | 2023-01-25 | -8.62 | 159 |
| 2023-01-27 | 2023-04-18 | -5.51 | 80 |
| 2022-05-02 | 2022-06-06 | -3.32 | 34 |
| 2022-01-26 | 2022-02-15 | -2.69 | 19 |
| 2022-01-25 | 2022-01-25 | -1.68 | 0 |
| 2022-07-28 | 2022-08-10 | -1.49 | 12 |
| 2023-04-18 | 2023-04-18 | -1.10 | 0 |
| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.35% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 14.41% | 43.77% |
| Worst Month | -6.75% | -37.12% |
| Best Year | 19.04% | 155.54% |
| Worst Year | -17.41% | -53.3% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 2.99% | 5.02% |
| Avg. Down Week | -2.84% | -6.39% |
| Avg. Up Month | 5.69% | 14.32% |
| Avg. Down Month | -3.91% | -11.36% |
| Win Days % | 47.87% | 51.28% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 51.76% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |