| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 16.81% | 215.74% |
| Max Drawdown | -22.13% | -67.18% |
| Sharpe | 0.19 | 0.45 |
| Sortino | 0.28 | 0.65 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 63.36 | 3.16 |
| Outlier Loss Ratio | 3.88 | 3.0 |
| Volatility (ann.) | 7.51% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.21 | 0.59 |
| Skew | 2.47 | 0.2 |
| Kurtosis | 127.74 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.78% |
| Expected Yearly % | 3.96% | 33.3% |
| Kelly Criterion | -1.5% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11370489:BTCUSD | 11370489:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -9.41 | 0.17 | + |
| 2023 | 155.54 | 15.38 | 0.10 | - |
| 2024 | 121.00 | 24.40 | 0.20 | - |
| 2025 | 30.14 | -10.16 | -0.34 | - |
| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.2% | 45.08% |
| 6M | -10.93% | 28.47% |
| YTD | -10.16% | 30.14% |
| 1Y | 2.41% | 105.13% |
| 3Y (ann.) | 3.43% | 81.7% |
| 5Y (ann.) | 4.61% | 39.56% |
| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| Max Drawdown | -22.13% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.45% |
| Avg. Drawdown Days | 70.0 | 33.0 |
| Recovery Factor | 0.76 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-02-28 | -22.13 | 578 |
| 2025-01-04 | 2025-07-14 | -21.84 | 191 |
| 2022-04-21 | 2022-07-28 | -9.00 | 98 |
| 2024-04-08 | 2024-09-12 | -4.51 | 157 |
| 2024-03-26 | 2024-04-08 | -4.37 | 13 |
| 2024-10-30 | 2024-12-15 | -3.08 | 46 |
| 2022-03-02 | 2022-03-16 | -1.98 | 14 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-10-12 | 2024-10-14 | -1.62 | 2 |
| 2024-10-15 | 2024-10-28 | -1.46 | 13 |
| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.56% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 10.86% | 43.77% |
| Worst Month | -14.97% | -37.12% |
| Best Year | 24.4% | 155.54% |
| Worst Year | -10.16% | -57.04% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.36% | 8.08% |
| Avg. Down Week | -1.76% | -1.91% |
| Avg. Up Month | 3.17% | 15.87% |
| Avg. Down Month | -4.21% | -9.05% |
| Win Days % | 46.9% | 51.33% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 59.42% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 50.0% | 75.0% |