| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -10.21% | 181.88% |
| Max Drawdown | -29.94% | -67.18% |
| Sharpe | -0.05 | 0.41 |
| Sortino | -0.07 | 0.6 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.59 | 1.06 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 0.6 | 0.99 |
| Outlier Win Ratio | 51.53 | 3.14 |
| Outlier Loss Ratio | 4.0 | 3.24 |
| Volatility (ann.) | 8.42% | 26.31% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.1 | 0.51 |
| Skew | 1.28 | 0.18 |
| Kurtosis | 60.06 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.44% |
| Expected Yearly % | -2.66% | 29.57% |
| Kelly Criterion | -7.95% | 3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11373499:BTCUSD | 11373499:btcusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 2.90 | -0.05 | + |
| 2023 | 155.54 | -0.18 | -0.00 | - |
| 2024 | 121.00 | -0.31 | -0.00 | - |
| 2025 | 30.14 | -12.31 | -0.41 | - |
| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.49% | 45.08% |
| 6M | -13.08% | 28.47% |
| YTD | -12.31% | 30.14% |
| 1Y | -16.96% | 105.13% |
| 3Y (ann.) | -7.12% | 81.7% |
| 5Y (ann.) | -3.04% | 34.54% |
| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| Max Drawdown | -29.94% | -67.18% |
| Longest DD Days | 1079.0 | 683.0 |
| Avg. Drawdown | -3.98% | -7.48% |
| Avg. Drawdown Days | 89.0 | 36.0 |
| Recovery Factor | -0.34 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-07-14 | -29.94 | 1079 |
| 2022-05-16 | 2022-07-07 | -6.86 | 52 |
| 2022-02-27 | 2022-04-15 | -6.71 | 47 |
| 2022-02-07 | 2022-02-27 | -2.14 | 20 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2022-07-20 | 2022-07-30 | -1.25 | 10 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-04-16 | 2022-05-15 | -1.18 | 29 |
| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.94% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 13.13% | 43.77% |
| Worst Month | -9.41% | -37.12% |
| Best Year | 2.9% | 155.54% |
| Worst Year | -12.31% | -61.64% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 2.52% | 6.91% |
| Avg. Down Week | -2.07% | -3.84% |
| Avg. Up Month | 4.4% | 16.73% |
| Avg. Down Month | -3.86% | -11.07% |
| Win Days % | 45.1% | 51.25% |
| Win Month % | 46.34% | 60.47% |
| Win Week % | 45.45% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 25.0% | 75.0% |