| Metric | 11371801:btcusd:triple_med_gx:lsma50_20 | 11371801:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 29.72% | 184.67% |
| Max Drawdown | -28.09% | -67.18% |
| Sharpe | 0.24 | 0.42 |
| Sortino | 0.38 | 0.6 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 43.56 | 3.4 |
| Outlier Loss Ratio | 4.08 | 3.31 |
| Volatility (ann.) | 9.58% | 26.32% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.28 | 0.52 |
| Skew | 2.88 | 0.18 |
| Kurtosis | 70.91 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.46% |
| Expected Yearly % | 6.72% | 29.89% |
| Kelly Criterion | -0.01% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11371801:BTCUSD | 11371801:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -1.93 | 0.03 | + |
| 2023 | 155.54 | 18.49 | 0.12 | - |
| 2024 | 121.00 | 15.91 | 0.13 | - |
| 2025 | 30.14 | -3.69 | -0.12 | - |
| Metric | 11371801:btcusd:triple_med_gx:lsma50_20 | 11371801:BTCUSD |
|---|---|---|
| MTD | -0.41% | 13.36% |
| 3M | 3.15% | 45.08% |
| 6M | -3.69% | 28.47% |
| YTD | -3.69% | 30.14% |
| 1Y | -12.35% | 105.13% |
| 3Y (ann.) | 2.97% | 81.7% |
| 5Y (ann.) | 7.74% | 34.95% |
| Metric | 11371801:btcusd:triple_med_gx:lsma50_20 | 11371801:BTCUSD |
|---|---|---|
| Max Drawdown | -28.09% | -67.18% |
| Longest DD Days | 655.0 | 683.0 |
| Avg. Drawdown | -3.78% | -7.55% |
| Avg. Drawdown Days | 50.0 | 36.0 |
| Recovery Factor | 1.06 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-16 | -28.09 | 655 |
| 2024-07-10 | 2025-07-14 | -20.52 | 369 |
| 2022-01-26 | 2022-02-27 | -5.71 | 32 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-21 | 2022-07-06 | -4.08 | 15 |
| 2022-07-08 | 2022-07-18 | -3.41 | 9 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-06-28 | 2024-06-30 | -2.29 | 2 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11371801:btcusd:triple_med_gx:lsma50_20 | 11371801:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.98% | 35.75% |
| Worst Week | -7.57% | -29.64% |
| Best Month | 19.55% | 43.77% |
| Worst Month | -16.44% | -37.12% |
| Best Year | 18.49% | 155.54% |
| Worst Year | -3.69% | -61.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.17% | 8.24% |
| Avg. Down Week | -1.99% | -3.8% |
| Avg. Up Month | 5.31% | 16.77% |
| Avg. Down Month | -4.89% | -9.67% |
| Win Days % | 44.99% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 48.57% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |