| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 1.81% | 184.67% |
| Max Drawdown | -15.63% | -67.18% |
| Sharpe | 0.05 | 0.42 |
| Sortino | 0.08 | 0.6 |
| Payoff Ratio | 1.46 | 1.28 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 132.36 | 2.66 |
| Outlier Loss Ratio | 4.37 | 2.6 |
| Volatility (ann.) | 4.92% | 26.32% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.03 | 0.52 |
| Skew | 5.92 | 0.18 |
| Kurtosis | 268.29 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.46% |
| Expected Yearly % | 0.45% | 29.89% |
| Kelly Criterion | -7.14% | 13.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11376445:BTCUSD | 11376445:btcusd:triple_med_gx:lsma50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -6.47 | 0.11 | + |
| 2023 | 155.54 | 3.33 | 0.02 | - |
| 2024 | 121.00 | 9.89 | 0.08 | - |
| 2025 | 30.14 | -4.13 | -0.14 | - |
| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -0.27% | 45.08% |
| 6M | -4.13% | 28.47% |
| YTD | -4.13% | 30.14% |
| 1Y | -1.66% | 105.13% |
| 3Y (ann.) | -0.21% | 81.7% |
| 5Y (ann.) | 0.52% | 34.95% |
| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| Max Drawdown | -15.63% | -67.18% |
| Longest DD Days | 829.0 | 683.0 |
| Avg. Drawdown | -4.89% | -7.55% |
| Avg. Drawdown Days | 147.0 | 36.0 |
| Recovery Factor | 0.12 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-08-23 | -15.63 | 829 |
| 2024-12-05 | 2025-07-14 | -12.27 | 221 |
| 2022-01-29 | 2022-02-28 | -3.83 | 30 |
| 2024-10-10 | 2024-11-10 | -3.08 | 30 |
| 2022-03-14 | 2022-05-17 | -2.73 | 63 |
| 2024-09-21 | 2024-09-26 | -1.24 | 4 |
| 2022-01-29 | 2022-01-29 | -0.18 | 0 |
| 2024-09-07 | 2024-09-08 | -0.18 | 0 |
| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -4.44% | -9.32% |
| Best Week | 7.18% | 35.75% |
| Worst Week | -5.79% | -29.64% |
| Best Month | 6.83% | 43.77% |
| Worst Month | -8.04% | -37.12% |
| Best Year | 9.89% | 155.54% |
| Worst Year | -6.47% | -61.27% |
| Avg. Up Day | 0.95% | 1.01% |
| Avg. Down Day | -0.65% | -0.78% |
| Avg. Up Week | 1.79% | 9.16% |
| Avg. Down Week | -0.87% | -2.69% |
| Avg. Up Month | 2.34% | 14.98% |
| Avg. Down Month | -1.96% | -11.28% |
| Win Days % | 36.33% | 51.26% |
| Win Month % | 42.5% | 60.47% |
| Win Week % | 39.19% | 51.61% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |