| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 22.31% | 168.36% |
| Max Drawdown | -22.47% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.28 | 0.59 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.22 | 1.05 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 30.15 | 3.67 |
| Outlier Loss Ratio | 4.46 | 3.64 |
| Volatility (ann.) | 12.13% | 26.51% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.27 | 0.5 |
| Skew | 1.89 | 0.19 |
| Kurtosis | 47.95 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.38% |
| Expected Yearly % | 5.16% | 27.99% |
| Kelly Criterion | -1.92% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.25% |
| Expected Shortfall (cVaR) | -1.04% | -2.25% |
| Year | 11384230:BTCUSD | 11384230:btcusd:triple_med_gx:lsma30_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 19.39 | -0.33 | + |
| 2023 | 155.54 | -13.40 | -0.09 | - |
| 2024 | 121.00 | 16.55 | 0.14 | - |
| 2025 | 17.02 | 1.50 | 0.09 | - |
| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| MTD | -3.51% | 4.4% |
| 3M | -0.49% | 31.76% |
| 6M | -0.86% | 12.25% |
| YTD | 1.5% | 17.02% |
| 1Y | 11.73% | 57.19% |
| 3Y (ann.) | 3.96% | 55.42% |
| 5Y (ann.) | 6.12% | 33.81% |
| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| Max Drawdown | -22.47% | -67.18% |
| Longest DD Days | 795.0 | 683.0 |
| Avg. Drawdown | -4.84% | -7.27% |
| Avg. Drawdown Days | 51.0 | 35.0 |
| Recovery Factor | 0.99 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-18 | 2024-11-21 | -22.47 | 795 |
| 2022-04-05 | 2022-08-05 | -19.09 | 121 |
| 2022-02-16 | 2022-03-09 | -14.90 | 21 |
| 2024-12-26 | 2025-04-02 | -13.15 | 97 |
| 2025-05-21 | 2025-06-11 | -7.23 | 21 |
| 2024-11-30 | 2024-12-25 | -5.99 | 25 |
| 2025-04-02 | 2025-05-18 | -5.39 | 46 |
| 2022-03-11 | 2022-03-16 | -3.31 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-08-05 | 2022-08-08 | -2.49 | 2 |
| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -11.1% | -29.64% |
| Best Month | 15.7% | 43.77% |
| Worst Month | -12.44% | -37.12% |
| Best Year | 19.39% | 155.54% |
| Worst Year | -13.4% | -59.39% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.24% | 6.84% |
| Avg. Down Week | -2.88% | -4.95% |
| Avg. Up Month | 5.4% | 15.95% |
| Avg. Down Month | -3.56% | -11.16% |
| Win Days % | 44.55% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 51.69% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |