| Metric | 11370448:btcusd:triple_med_gx:lsma50_10 | 11370448:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.96% | 222.44% |
| Max Drawdown | -21.11% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.38 | 0.66 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.07 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 0.06 | 1.0 |
| Outlier Win Ratio | 60.0 | 3.24 |
| Outlier Loss Ratio | 3.92 | 3.03 |
| Volatility (ann.) | 7.59% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.32 | 0.6 |
| Skew | 1.55 | 0.2 |
| Kurtosis | 105.25 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.76% |
| Expected Yearly % | 5.73% | 34.0% |
| Kelly Criterion | -0.23% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.22% |
| Expected Shortfall (cVaR) | -0.65% | -2.22% |
| Year | 11370448:BTCUSD | 11370448:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -7.50 | 0.13 | + |
| 2023 | 155.54 | 3.19 | 0.02 | - |
| 2024 | 121.00 | 30.00 | 0.25 | - |
| 2025 | 30.14 | 0.70 | 0.02 | - |
| Metric | 11370448:btcusd:triple_med_gx:lsma50_10 | 11370448:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 7.74% | 45.08% |
| 6M | -0.48% | 28.47% |
| YTD | 0.7% | 30.14% |
| 1Y | 8.88% | 105.13% |
| 3Y (ann.) | 5.39% | 81.7% |
| 5Y (ann.) | 6.66% | 40.34% |
| Metric | 11370448:btcusd:triple_med_gx:lsma50_10 | 11370448:BTCUSD |
|---|---|---|
| Max Drawdown | -21.11% | -67.18% |
| Longest DD Days | 632.0 | 683.0 |
| Avg. Drawdown | -3.56% | -6.36% |
| Avg. Drawdown Days | 58.0 | 32.0 |
| Recovery Factor | 1.18 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-22 | -21.11 | 632 |
| 2025-01-30 | 2025-07-14 | -18.42 | 164 |
| 2022-04-20 | 2022-06-23 | -7.02 | 64 |
| 2024-07-07 | 2024-10-14 | -6.60 | 98 |
| 2024-10-30 | 2025-01-15 | -4.72 | 77 |
| 2022-01-30 | 2022-03-16 | -4.72 | 45 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-04-23 | 2024-05-04 | -1.16 | 11 |
| Metric | 11370448:btcusd:triple_med_gx:lsma50_10 | 11370448:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -15.4% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -12.22% | -37.12% |
| Best Year | 30.0% | 155.54% |
| Worst Year | -7.5% | -56.13% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.75% | 8.07% |
| Avg. Down Week | -1.23% | -3.8% |
| Avg. Up Month | 3.92% | 15.11% |
| Avg. Down Month | -2.96% | -10.64% |
| Win Days % | 46.33% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.05% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |