| Metric | 11375406:btcusd:triple_med_gx:lsma50_40 | 11375406:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 27.26% | 175.31% |
| Max Drawdown | -11.67% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.49 | 0.59 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.68 | 0.71 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 72.19 | 2.96 |
| Outlier Loss Ratio | 4.42 | 2.95 |
| Volatility (ann.) | 6.91% | 26.29% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.61 | 0.5 |
| Skew | 6.56 | 0.18 |
| Kurtosis | 162.03 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.38% |
| Expected Yearly % | 6.21% | 28.81% |
| Kelly Criterion | -0.6% | 13.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11375406:BTCUSD | 11375406:btcusd:triple_med_gx:lsma50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 6.38 | -0.10 | + |
| 2023 | 155.54 | 19.01 | 0.12 | - |
| 2024 | 121.00 | 8.31 | 0.07 | - |
| 2025 | 27.10 | -7.19 | -0.27 | - |
| Metric | 11375406:btcusd:triple_med_gx:lsma50_40 | 11375406:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -1.25% | 41.88% |
| 6M | -8.01% | 22.91% |
| YTD | -7.19% | 27.1% |
| 1Y | -2.35% | 82.29% |
| 3Y (ann.) | 5.87% | 77.48% |
| 5Y (ann.) | 7.13% | 33.54% |
| Metric | 11375406:btcusd:triple_med_gx:lsma50_40 | 11375406:BTCUSD |
|---|---|---|
| Max Drawdown | -11.67% | -67.18% |
| Longest DD Days | 236.0 | 683.0 |
| Avg. Drawdown | -2.96% | -7.58% |
| Avg. Drawdown Days | 47.0 | 37.0 |
| Recovery Factor | 2.34 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-18 | 2025-07-17 | -11.67 | 121 |
| 2023-12-25 | 2024-07-12 | -11.30 | 199 |
| 2022-07-20 | 2023-03-13 | -9.46 | 236 |
| 2024-09-06 | 2024-12-05 | -8.48 | 90 |
| 2023-06-14 | 2023-12-01 | -7.27 | 170 |
| 2022-02-27 | 2022-07-07 | -6.61 | 130 |
| 2025-02-11 | 2025-03-05 | -3.35 | 22 |
| 2023-04-02 | 2023-05-28 | -3.18 | 56 |
| 2024-12-17 | 2025-01-17 | -2.71 | 30 |
| 2022-02-07 | 2022-02-27 | -1.84 | 20 |
| Metric | 11375406:btcusd:triple_med_gx:lsma50_40 | 11375406:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -5.6% | -29.64% |
| Best Month | 11.63% | 43.77% |
| Worst Month | -8.33% | -37.12% |
| Best Year | 19.01% | 155.54% |
| Worst Year | -7.19% | -61.64% |
| Avg. Up Day | 0.97% | 1.01% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.7% | 8.02% |
| Avg. Down Week | -1.38% | -2.82% |
| Avg. Up Month | 3.7% | 15.55% |
| Avg. Down Month | -2.24% | -14.65% |
| Win Days % | 41.69% | 51.23% |
| Win Month % | 57.14% | 60.47% |
| Win Week % | 47.52% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |