| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -3.04% | 160.91% |
| Max Drawdown | -25.93% | -67.18% |
| Sharpe | 0.02 | 0.4 |
| Sortino | 0.03 | 0.58 |
| Payoff Ratio | 1.23 | 1.16 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.11 | 1.05 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 0.11 | 0.98 |
| Outlier Win Ratio | 51.22 | 3.3 |
| Outlier Loss Ratio | 3.92 | 3.28 |
| Volatility (ann.) | 9.1% | 26.54% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.03 | 0.49 |
| Skew | 1.57 | 0.18 |
| Kurtosis | 72.11 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.31% |
| Expected Yearly % | -0.77% | 27.09% |
| Kelly Criterion | -6.12% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.26% |
| Expected Shortfall (cVaR) | -0.78% | -2.26% |
| Year | 11381825:BTCUSD | 11381825:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -2.52 | 0.04 | + |
| 2023 | 155.54 | -4.88 | -0.03 | - |
| 2024 | 121.00 | 8.18 | 0.07 | - |
| 2025 | 17.02 | -3.35 | -0.20 | - |
| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| MTD | -2.38% | 4.4% |
| 3M | 4.06% | 31.76% |
| 6M | -8.74% | 12.25% |
| YTD | -3.35% | 17.02% |
| 1Y | -19.91% | 57.19% |
| 3Y (ann.) | -0.82% | 55.42% |
| 5Y (ann.) | -0.91% | 32.62% |
| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| Max Drawdown | -25.93% | -67.18% |
| Longest DD Days | 384.0 | 683.0 |
| Avg. Drawdown | -6.34% | -7.67% |
| Avg. Drawdown Days | 81.0 | 37.0 |
| Recovery Factor | -0.12 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-05-15 | -25.93 | 384 |
| 2024-06-17 | 2025-06-11 | -24.72 | 358 |
| 2022-09-21 | 2023-04-11 | -15.71 | 201 |
| 2022-05-27 | 2022-08-11 | -10.98 | 75 |
| 2022-02-26 | 2022-05-15 | -6.51 | 78 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2022-08-25 | 2022-09-21 | -1.04 | 27 |
| 2022-08-11 | 2022-08-25 | -0.37 | 13 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -13.04% | -29.64% |
| Best Month | 10.31% | 43.77% |
| Worst Month | -11.95% | -37.12% |
| Best Year | 8.18% | 155.54% |
| Worst Year | -4.88% | -60.52% |
| Avg. Up Day | 1.05% | 1.08% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 3.33% | 7.87% |
| Avg. Down Week | -3.35% | -5.17% |
| Avg. Up Month | 4.37% | 12.69% |
| Avg. Down Month | -4.78% | -11.48% |
| Win Days % | 41.54% | 51.24% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 49.49% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |