| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 9.4% | 181.88% |
| Max Drawdown | -10.66% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.25 | 0.6 |
| Payoff Ratio | 1.49 | 1.32 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 114.44 | 2.81 |
| Outlier Loss Ratio | 4.67 | 2.65 |
| Volatility (ann.) | 4.9% | 26.31% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.24 | 0.51 |
| Skew | 3.94 | 0.18 |
| Kurtosis | 125.0 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.44% |
| Expected Yearly % | 2.27% | 29.57% |
| Kelly Criterion | -5.74% | 14.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11376436:BTCUSD | 11376436:btcusd:triple_med_gx:lsma50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -3.82 | 0.06 | + |
| 2023 | 155.54 | 4.91 | 0.03 | - |
| 2024 | 121.00 | 8.96 | 0.07 | - |
| 2025 | 30.14 | -0.50 | -0.02 | - |
| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.55% | 45.08% |
| 6M | -1.37% | 28.47% |
| YTD | -0.5% | 30.14% |
| 1Y | 6.58% | 105.13% |
| 3Y (ann.) | 2.26% | 81.7% |
| 5Y (ann.) | 2.6% | 34.54% |
| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| Max Drawdown | -10.66% | -67.18% |
| Longest DD Days | 764.0 | 683.0 |
| Avg. Drawdown | -2.8% | -7.48% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | 0.88 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-08-23 | -10.66 | 764 |
| 2024-12-17 | 2025-07-14 | -9.50 | 208 |
| 2022-05-17 | 2022-07-20 | -4.70 | 64 |
| 2024-10-10 | 2024-11-10 | -4.42 | 31 |
| 2022-02-07 | 2022-05-17 | -4.41 | 98 |
| 2024-11-26 | 2024-12-05 | -2.45 | 8 |
| 2024-09-07 | 2024-09-26 | -1.52 | 19 |
| 2022-01-28 | 2022-02-06 | -0.48 | 9 |
| 2024-12-05 | 2024-12-12 | -0.28 | 7 |
| 2024-10-09 | 2024-10-10 | -0.18 | 0 |
| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| Best Day | 5.64% | 9.33% |
| Worst Day | -3.26% | -9.32% |
| Best Week | 4.45% | 35.75% |
| Worst Week | -5.33% | -29.64% |
| Best Month | 4.73% | 43.77% |
| Worst Month | -6.68% | -37.12% |
| Best Year | 8.96% | 155.54% |
| Worst Year | -3.82% | -61.64% |
| Avg. Up Day | 0.95% | 1.02% |
| Avg. Down Day | -0.64% | -0.77% |
| Avg. Up Week | 1.71% | 7.84% |
| Avg. Down Week | -0.73% | -3.04% |
| Avg. Up Month | 2.38% | 14.36% |
| Avg. Down Month | -1.95% | -12.1% |
| Win Days % | 36.81% | 51.25% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 46.07% | 51.61% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |