| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 40.63% | 198.43% |
| Max Drawdown | -24.61% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 43.48 | 3.39 |
| Outlier Loss Ratio | 3.89 | 3.29 |
| Volatility (ann.) | 9.74% | 26.29% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.42 | 0.55 |
| Skew | 2.61 | 0.19 |
| Kurtosis | 76.28 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.58% |
| Expected Yearly % | 8.9% | 31.43% |
| Kelly Criterion | 0.7% | 9.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11371057:BTCUSD | 11371057:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -18.90 | 0.32 | + |
| 2023 | 155.54 | 13.53 | 0.09 | - |
| 2024 | 121.00 | 32.12 | 0.27 | - |
| 2025 | 30.14 | 15.61 | 0.52 | - |
| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 7.35% | 45.08% |
| 6M | 15.61% | 28.47% |
| YTD | 15.61% | 30.14% |
| 1Y | 9.81% | 105.13% |
| 3Y (ann.) | 13.72% | 81.7% |
| 5Y (ann.) | 10.3% | 36.92% |
| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| Max Drawdown | -24.61% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -4.41% | -6.95% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 1.65 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-03-25 | -24.61 | 603 |
| 2022-03-09 | 2022-07-19 | -17.37 | 131 |
| 2024-08-25 | 2025-05-22 | -16.49 | 270 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2024-08-09 | 2024-08-23 | -5.41 | 14 |
| 2024-04-08 | 2024-05-15 | -5.08 | 37 |
| 2022-01-30 | 2022-02-28 | -4.66 | 29 |
| 2025-05-23 | 2025-07-11 | -3.93 | 49 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-05 | 2024-06-30 | -3.15 | 25 |
| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 16.33% | 43.77% |
| Worst Month | -11.25% | -37.12% |
| Best Year | 32.12% | 155.54% |
| Worst Year | -18.9% | -59.39% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.93% | 8.0% |
| Avg. Down Week | -2.18% | -3.21% |
| Avg. Up Month | 6.47% | 13.91% |
| Avg. Down Month | -3.52% | -9.8% |
| Win Days % | 46.08% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 43.16% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |