| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.72% | 184.67% |
| Max Drawdown | -17.63% | -67.18% |
| Sharpe | 0.06 | 0.42 |
| Sortino | 0.1 | 0.6 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.54 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 55.93 | 3.18 |
| Outlier Loss Ratio | 3.91 | 3.16 |
| Volatility (ann.) | 8.46% | 26.32% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.04 | 0.52 |
| Skew | 2.6 | 0.18 |
| Kurtosis | 98.56 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.46% |
| Expected Yearly % | 0.67% | 29.89% |
| Kelly Criterion | -4.41% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11380551:BTCUSD | 11380551:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -7.97 | 0.13 | + |
| 2023 | 155.54 | 1.32 | 0.01 | - |
| 2024 | 121.00 | 11.63 | 0.10 | - |
| 2025 | 30.14 | -1.32 | -0.04 | - |
| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| MTD | -0.23% | 13.36% |
| 3M | 5.66% | 45.08% |
| 6M | -1.32% | 28.47% |
| YTD | -1.32% | 30.14% |
| 1Y | -10.61% | 105.13% |
| 3Y (ann.) | 4.35% | 81.7% |
| 5Y (ann.) | 0.77% | 34.95% |
| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| Max Drawdown | -17.63% | -67.18% |
| Longest DD Days | 454.0 | 683.0 |
| Avg. Drawdown | -7.55% | -7.55% |
| Avg. Drawdown Days | 154.0 | 36.0 |
| Recovery Factor | 0.15 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-04-25 | -17.63 | 454 |
| 2024-07-29 | 2025-07-14 | -17.11 | 350 |
| 2023-05-06 | 2024-03-23 | -15.34 | 321 |
| 2024-06-03 | 2024-07-29 | -4.09 | 55 |
| 2024-04-07 | 2024-05-15 | -2.83 | 37 |
| 2024-03-23 | 2024-04-07 | -2.53 | 14 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 12.19% | 43.77% |
| Worst Month | -10.33% | -37.12% |
| Best Year | 11.63% | 155.54% |
| Worst Year | -7.97% | -61.27% |
| Avg. Up Day | 0.99% | 1.03% |
| Avg. Down Day | -0.81% | -0.89% |
| Avg. Up Week | 3.05% | 7.65% |
| Avg. Down Week | -2.33% | -4.41% |
| Avg. Up Month | 4.18% | 17.89% |
| Avg. Down Month | -2.58% | -9.38% |
| Win Days % | 42.31% | 51.26% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 45.0% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |