| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 45.23% | 178.03% |
| Max Drawdown | -56.83% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 15.47 | 4.18 |
| Outlier Loss Ratio | 4.1 | 4.26 |
| Volatility (ann.) | 18.12% | 26.3% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.2 | 0.51 |
| Skew | 0.37 | 0.18 |
| Kurtosis | 20.65 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.41% |
| Expected Yearly % | 9.78% | 29.13% |
| Kelly Criterion | 0.74% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -2.23% |
| Expected Shortfall (cVaR) | -1.55% | -2.23% |
| Year | 11380945:BTCUSD | 11380945:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -44.19 | 0.72 | + |
| 2023 | 155.54 | 60.14 | 0.39 | - |
| 2024 | 121.00 | 56.59 | 0.47 | - |
| 2025 | 27.10 | 3.78 | 0.14 | - |
| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| MTD | -0.4% | 10.71% |
| 3M | 10.3% | 41.88% |
| 6M | 1.46% | 22.91% |
| YTD | 3.78% | 27.1% |
| 1Y | -1.05% | 82.29% |
| 3Y (ann.) | 33.47% | 77.48% |
| 5Y (ann.) | 11.26% | 33.95% |
| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| Max Drawdown | -56.83% | -67.18% |
| Longest DD Days | 762.0 | 683.0 |
| Avg. Drawdown | -5.23% | -7.65% |
| Avg. Drawdown Days | 38.0 | 37.0 |
| Recovery Factor | 0.8 | 2.65 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-28 | -56.83 | 762 |
| 2024-07-29 | 2025-01-30 | -26.28 | 184 |
| 2025-01-30 | 2025-07-17 | -22.63 | 167 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-05-27 | 2024-07-27 | -6.94 | 60 |
| 2024-04-08 | 2024-04-19 | -4.58 | 10 |
| 2024-03-16 | 2024-03-17 | -4.57 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-05 | 2024-05-27 | -2.91 | 21 |
| Metric | 11380945:btcusd:triple_med_gx:lsma50_65 | 11380945:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -29.64% | -29.64% |
| Best Month | 42.59% | 43.77% |
| Worst Month | -30.24% | -37.12% |
| Best Year | 60.14% | 155.54% |
| Worst Year | -44.19% | -61.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.95% | -0.98% |
| Avg. Up Week | 4.75% | 6.77% |
| Avg. Down Week | -3.83% | -4.93% |
| Avg. Up Month | 10.36% | 17.35% |
| Avg. Down Month | -8.86% | -13.27% |
| Win Days % | 49.17% | 51.24% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 49.65% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |