| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 25.17% | 175.31% |
| Max Drawdown | -26.06% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 44.79 | 3.49 |
| Outlier Loss Ratio | 4.2 | 3.29 |
| Volatility (ann.) | 9.51% | 26.29% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.25 | 0.5 |
| Skew | 2.76 | 0.18 |
| Kurtosis | 64.78 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.38% |
| Expected Yearly % | 5.77% | 28.81% |
| Kelly Criterion | -1.49% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11372624:BTCUSD | 11372624:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 22.02 | -0.36 | + |
| 2023 | 155.54 | 18.04 | 0.12 | - |
| 2024 | 121.00 | -0.15 | -0.00 | - |
| 2025 | 27.10 | -12.96 | -0.48 | - |
| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.36% | 41.88% |
| 6M | -13.72% | 22.91% |
| YTD | -12.96% | 27.1% |
| 1Y | -21.31% | 82.29% |
| 3Y (ann.) | 0.45% | 77.48% |
| 5Y (ann.) | 6.62% | 33.54% |
| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| Max Drawdown | -26.06% | -67.18% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -3.25% | -7.58% |
| Avg. Drawdown Days | 34.0 | 37.0 |
| Recovery Factor | 0.97 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-17 | -26.06 | 371 |
| 2022-07-30 | 2023-03-13 | -14.38 | 225 |
| 2023-04-26 | 2024-03-25 | -12.77 | 333 |
| 2022-02-27 | 2022-03-28 | -5.83 | 28 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-06-21 | 2022-07-06 | -4.43 | 15 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-07-17 | 2022-07-18 | -3.24 | 0 |
| 2022-04-16 | 2022-05-15 | -2.95 | 29 |
| 2024-04-08 | 2024-04-22 | -2.86 | 13 |
| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 19.28% | 43.77% |
| Worst Month | -9.8% | -37.12% |
| Best Year | 22.02% | 155.54% |
| Worst Year | -12.96% | -61.64% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.0% | 7.79% |
| Avg. Down Week | -2.52% | -3.96% |
| Avg. Up Month | 5.26% | 16.75% |
| Avg. Down Month | -3.9% | -10.21% |
| Win Days % | 44.1% | 51.23% |
| Win Month % | 54.76% | 60.47% |
| Win Week % | 52.17% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |