| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -4.88% | 183.01% |
| Max Drawdown | -31.57% | -67.18% |
| Sharpe | -0.0 | 0.41 |
| Sortino | -0.0 | 0.6 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 50.33 | 3.23 |
| Outlier Loss Ratio | 4.38 | 3.17 |
| Volatility (ann.) | 8.33% | 26.3% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.04 | 0.52 |
| Skew | 2.18 | 0.18 |
| Kurtosis | 82.41 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.45% |
| Expected Yearly % | -1.24% | 29.7% |
| Kelly Criterion | -5.9% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11373491:BTCUSD | 11373491:btcusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 6.12 | -0.10 | + |
| 2023 | 155.54 | -7.76 | -0.05 | - |
| 2024 | 121.00 | 1.64 | 0.01 | - |
| 2025 | 30.14 | -4.39 | -0.15 | - |
| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| MTD | 0.61% | 13.36% |
| 3M | 5.64% | 45.08% |
| 6M | -4.33% | 28.47% |
| YTD | -4.39% | 30.14% |
| 1Y | -2.91% | 105.13% |
| 3Y (ann.) | -4.14% | 81.7% |
| 5Y (ann.) | -1.42% | 34.66% |
| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| Max Drawdown | -31.57% | -67.18% |
| Longest DD Days | 1079.0 | 683.0 |
| Avg. Drawdown | -3.6% | -7.49% |
| Avg. Drawdown Days | 88.0 | 37.0 |
| Recovery Factor | -0.15 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-07-14 | -31.57 | 1079 |
| 2022-02-27 | 2022-07-07 | -7.65 | 130 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-07-17 | 2022-07-18 | -0.77 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-02-07 | 2022-02-25 | -0.55 | 18 |
| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 13.06% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 14.16% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 6.12% | 155.54% |
| Worst Year | -7.76% | -61.49% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.39% | 7.83% |
| Avg. Down Week | -1.96% | -4.16% |
| Avg. Up Month | 3.34% | 16.15% |
| Avg. Down Month | -4.2% | -10.49% |
| Win Days % | 43.43% | 51.25% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 44.63% | 51.87% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |