| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 29.2% | 183.01% |
| Max Drawdown | -30.02% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.33 | 0.6 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 33.43 | 3.55 |
| Outlier Loss Ratio | 4.28 | 3.42 |
| Volatility (ann.) | 11.03% | 26.3% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.25 | 0.52 |
| Skew | 1.23 | 0.18 |
| Kurtosis | 58.71 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.45% |
| Expected Yearly % | 6.61% | 29.7% |
| Kelly Criterion | -2.0% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11370288:BTCUSD | 11370288:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -14.64 | 0.24 | + |
| 2023 | 155.54 | 10.43 | 0.07 | - |
| 2024 | 121.00 | 27.73 | 0.23 | - |
| 2025 | 30.14 | 7.31 | 0.24 | - |
| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 12.25% | 45.08% |
| 6M | 5.72% | 28.47% |
| YTD | 7.31% | 30.14% |
| 1Y | 16.15% | 105.13% |
| 3Y (ann.) | 13.99% | 81.7% |
| 5Y (ann.) | 7.6% | 34.66% |
| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| Max Drawdown | -30.02% | -67.18% |
| Longest DD Days | 443.0 | 683.0 |
| Avg. Drawdown | -4.19% | -7.49% |
| Avg. Drawdown Days | 50.0 | 37.0 |
| Recovery Factor | 0.97 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-07 | 2023-04-26 | -30.02 | 443 |
| 2023-04-26 | 2024-03-24 | -17.16 | 333 |
| 2025-01-16 | 2025-05-08 | -13.95 | 112 |
| 2024-05-14 | 2024-11-10 | -12.79 | 180 |
| 2022-01-26 | 2022-02-06 | -5.54 | 11 |
| 2024-12-26 | 2025-01-15 | -5.24 | 20 |
| 2024-11-23 | 2024-12-16 | -3.26 | 23 |
| 2025-06-03 | 2025-07-14 | -3.13 | 40 |
| 2024-04-19 | 2024-04-20 | -2.02 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 17.23% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 19.95% | 43.77% |
| Worst Month | -9.98% | -37.12% |
| Best Year | 27.73% | 155.54% |
| Worst Year | -14.64% | -61.49% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.49% | 7.1% |
| Avg. Down Week | -2.89% | -4.02% |
| Avg. Up Month | 6.69% | 16.27% |
| Avg. Down Month | -4.76% | -9.77% |
| Win Days % | 45.66% | 51.25% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 47.48% | 51.87% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |