| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 11.61% | 175.31% |
| Max Drawdown | -30.87% | -67.18% |
| Sharpe | 0.13 | 0.41 |
| Sortino | 0.2 | 0.59 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 41.67 | 3.4 |
| Outlier Loss Ratio | 4.22 | 3.34 |
| Volatility (ann.) | 9.69% | 26.29% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.1 | 0.5 |
| Skew | 2.21 | 0.18 |
| Kurtosis | 60.9 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.38% |
| Expected Yearly % | 2.78% | 28.81% |
| Kelly Criterion | -4.02% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11371794:BTCUSD | 11371794:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 9.23 | -0.15 | + |
| 2023 | 155.54 | 17.29 | 0.11 | - |
| 2024 | 121.00 | -2.81 | -0.02 | - |
| 2025 | 27.10 | -10.37 | -0.38 | - |
| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.73% | 41.88% |
| 6M | -11.15% | 22.91% |
| YTD | -10.37% | 27.1% |
| 1Y | -24.05% | 82.29% |
| 3Y (ann.) | -0.13% | 77.48% |
| 5Y (ann.) | 3.19% | 33.54% |
| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| Max Drawdown | -30.87% | -67.18% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -4.4% | -7.58% |
| Avg. Drawdown Days | 45.0 | 37.0 |
| Recovery Factor | 0.38 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-17 | -30.87 | 371 |
| 2022-07-30 | 2023-04-26 | -16.59 | 269 |
| 2023-04-26 | 2024-03-24 | -11.39 | 333 |
| 2022-02-27 | 2022-05-15 | -9.69 | 77 |
| 2022-06-21 | 2022-07-07 | -8.09 | 16 |
| 2022-01-26 | 2022-02-06 | -5.71 | 11 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2024-06-03 | 2024-07-10 | -4.27 | 36 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -7.47% | -29.64% |
| Best Month | 16.37% | 43.77% |
| Worst Month | -10.15% | -37.12% |
| Best Year | 17.29% | 155.54% |
| Worst Year | -10.37% | -61.64% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.22% | 8.0% |
| Avg. Down Week | -2.4% | -3.84% |
| Avg. Up Month | 5.94% | 18.03% |
| Avg. Down Month | -4.93% | -8.69% |
| Win Days % | 44.8% | 51.23% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 46.61% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |