| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.25% | 184.67% |
| Max Drawdown | -23.06% | -67.18% |
| Sharpe | 0.07 | 0.42 |
| Sortino | 0.1 | 0.6 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.16 | 1.06 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 0.15 | 0.99 |
| Outlier Win Ratio | 57.95 | 3.13 |
| Outlier Loss Ratio | 3.9 | 3.16 |
| Volatility (ann.) | 7.87% | 26.32% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.04 | 0.52 |
| Skew | 2.31 | 0.18 |
| Kurtosis | 80.82 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.46% |
| Expected Yearly % | 0.8% | 29.89% |
| Kelly Criterion | -4.1% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11373506:BTCUSD | 11373506:btcusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 0.11 | -0.00 | + |
| 2023 | 155.54 | 9.44 | 0.06 | - |
| 2024 | 121.00 | 7.47 | 0.06 | - |
| 2025 | 30.14 | -12.31 | -0.41 | - |
| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.4% | 45.08% |
| 6M | -12.31% | 28.47% |
| YTD | -12.31% | 30.14% |
| 1Y | -12.62% | 105.13% |
| 3Y (ann.) | -3.35% | 81.7% |
| 5Y (ann.) | 0.92% | 34.95% |
| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| Max Drawdown | -23.06% | -67.18% |
| Longest DD Days | 833.0 | 683.0 |
| Avg. Drawdown | -5.29% | -7.55% |
| Avg. Drawdown Days | 87.0 | 36.0 |
| Recovery Factor | 0.14 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-11-10 | -23.06 | 833 |
| 2024-12-05 | 2025-07-14 | -22.32 | 221 |
| 2022-05-16 | 2022-07-07 | -8.13 | 52 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2022-03-15 | 2022-05-15 | -2.71 | 61 |
| 2022-01-29 | 2022-02-27 | -2.17 | 28 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-18 | -1.56 | 10 |
| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.78% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 11.78% | 43.77% |
| Worst Month | -12.72% | -37.12% |
| Best Year | 9.44% | 155.54% |
| Worst Year | -12.31% | -61.27% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 2.19% | 7.84% |
| Avg. Down Week | -1.81% | -2.26% |
| Avg. Up Month | 3.0% | 14.4% |
| Avg. Down Month | -3.49% | -11.68% |
| Win Days % | 45.67% | 51.26% |
| Win Month % | 59.52% | 60.47% |
| Win Week % | 48.91% | 51.61% |
| Win Quarter % | 35.71% | 60.0% |
| Win Year % | 75.0% | 75.0% |