| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -9.42% | 181.88% |
| Max Drawdown | -24.37% | -67.18% |
| Sharpe | -0.06 | 0.41 |
| Sortino | -0.1 | 0.6 |
| Payoff Ratio | 1.2 | 1.09 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 77.84 | 3.0 |
| Outlier Loss Ratio | 3.93 | 2.92 |
| Volatility (ann.) | 7.09% | 26.31% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.11 | 0.51 |
| Skew | 2.38 | 0.18 |
| Kurtosis | 129.5 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.23% | 2.44% |
| Expected Yearly % | -2.44% | 29.57% |
| Kelly Criterion | -10.29% | 6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11379487:BTCUSD | 11379487:btcusd:triple_med_gx:lsma50_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -16.70 | 0.27 | + |
| 2023 | 155.54 | 6.60 | 0.04 | - |
| 2024 | 121.00 | 10.78 | 0.09 | - |
| 2025 | 30.14 | -7.91 | -0.26 | - |
| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| MTD | -0.63% | 13.36% |
| 3M | 0.47% | 45.08% |
| 6M | -7.91% | 28.47% |
| YTD | -7.91% | 30.14% |
| 1Y | -7.43% | 105.13% |
| 3Y (ann.) | -1.24% | 81.7% |
| 5Y (ann.) | -2.79% | 34.54% |
| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| Max Drawdown | -24.37% | -67.18% |
| Longest DD Days | 1144.0 | 683.0 |
| Avg. Drawdown | -7.36% | -7.48% |
| Avg. Drawdown Days | 313.0 | 36.0 |
| Recovery Factor | -0.39 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2025-07-14 | -24.37 | 1144 |
| 2022-01-28 | 2022-05-15 | -4.70 | 107 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| 2022-05-26 | 2022-05-26 | -0.18 | 0 |
| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 7.42% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 8.33% | 43.77% |
| Worst Month | -13.55% | -37.12% |
| Best Year | 10.78% | 155.54% |
| Worst Year | -16.7% | -61.64% |
| Avg. Up Day | 0.94% | 0.99% |
| Avg. Down Day | -0.79% | -0.9% |
| Avg. Up Week | 2.0% | 7.46% |
| Avg. Down Week | -1.59% | -4.67% |
| Avg. Up Month | 3.23% | 13.9% |
| Avg. Down Month | -4.0% | -13.39% |
| Win Days % | 39.86% | 51.25% |
| Win Month % | 45.24% | 60.47% |
| Win Week % | 38.54% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |