| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.21% | 239.56% |
| Max Drawdown | -24.12% | -67.18% |
| Sharpe | 0.08 | 0.47 |
| Sortino | 0.12 | 0.68 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.55 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 58.96 | 3.17 |
| Outlier Loss Ratio | 3.95 | 3.09 |
| Volatility (ann.) | 7.86% | 26.24% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.05 | 0.63 |
| Skew | 2.74 | 0.2 |
| Kurtosis | 90.41 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.88% |
| Expected Yearly % | 1.04% | 35.75% |
| Kelly Criterion | -3.28% | 10.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11372676:BTCUSD | 11372676:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 0.32 | -0.01 | + |
| 2023 | 155.54 | 0.87 | 0.01 | - |
| 2024 | 121.00 | 1.59 | 0.01 | - |
| 2025 | 30.14 | 1.37 | 0.05 | - |
| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| MTD | -0.34% | 13.36% |
| 3M | -1.9% | 45.08% |
| 6M | 1.37% | 28.47% |
| YTD | 1.37% | 30.14% |
| 1Y | -10.34% | 105.13% |
| 3Y (ann.) | -1.79% | 81.7% |
| 5Y (ann.) | 1.19% | 42.14% |
| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| Max Drawdown | -24.12% | -67.18% |
| Longest DD Days | 1079.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.05% |
| Avg. Drawdown Days | 103.0 | 29.0 |
| Recovery Factor | 0.17 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-07-14 | -24.12 | 1079 |
| 2022-03-17 | 2022-07-18 | -11.99 | 123 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-01-30 | 2022-02-27 | -1.90 | 28 |
| 2022-07-20 | 2022-07-30 | -1.25 | 10 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.06% | 35.75% |
| Worst Week | -4.86% | -29.64% |
| Best Month | 17.33% | 43.77% |
| Worst Month | -8.33% | -37.12% |
| Best Year | 1.59% | 155.54% |
| Worst Year | 0.32% | -53.8% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.33% | 10.22% |
| Avg. Down Week | -1.63% | -3.34% |
| Avg. Up Month | 5.54% | 13.48% |
| Avg. Down Month | -2.35% | -11.39% |
| Win Days % | 42.7% | 51.3% |
| Win Month % | 32.56% | 62.79% |
| Win Week % | 32.93% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |