| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 34.29% | 168.36% |
| Max Drawdown | -20.97% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.43 | 0.59 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.52 | 1.05 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 0.45 | 0.98 |
| Outlier Win Ratio | 49.05 | 3.31 |
| Outlier Loss Ratio | 3.61 | 3.28 |
| Volatility (ann.) | 9.08% | 26.51% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.43 | 0.5 |
| Skew | 1.29 | 0.19 |
| Kurtosis | 57.43 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.38% |
| Expected Yearly % | 7.65% | 27.99% |
| Kelly Criterion | 1.45% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.25% |
| Expected Shortfall (cVaR) | -0.78% | -2.25% |
| Year | 11382337:BTCUSD | 11382337:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 1.56 | -0.03 | + |
| 2023 | 155.54 | 0.35 | 0.00 | - |
| 2024 | 121.00 | 29.74 | 0.25 | - |
| 2025 | 17.02 | 1.56 | 0.09 | - |
| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.3% | 31.76% |
| 6M | 1.56% | 12.25% |
| YTD | 1.56% | 17.02% |
| 1Y | 11.39% | 57.19% |
| 3Y (ann.) | 14.54% | 55.42% |
| 5Y (ann.) | 9.09% | 33.81% |
| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| Max Drawdown | -20.97% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -4.3% | -7.27% |
| Avg. Drawdown Days | 43.0 | 35.0 |
| Recovery Factor | 1.64 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2024-05-15 | -20.97 | 306 |
| 2022-01-24 | 2022-07-28 | -20.25 | 185 |
| 2022-08-11 | 2023-03-14 | -11.42 | 214 |
| 2023-04-11 | 2023-07-13 | -9.43 | 93 |
| 2024-05-27 | 2024-07-26 | -8.38 | 59 |
| 2025-02-25 | 2025-06-11 | -7.90 | 106 |
| 2024-08-31 | 2025-01-12 | -6.93 | 134 |
| 2022-07-28 | 2022-08-11 | -4.94 | 13 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2023-03-27 | 2023-04-10 | -4.29 | 14 |
| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -6.92% | -29.64% |
| Best Month | 29.68% | 43.77% |
| Worst Month | -10.34% | -37.12% |
| Best Year | 29.74% | 155.54% |
| Worst Year | 0.35% | -59.39% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -0.89% | -0.98% |
| Avg. Up Week | 4.53% | 6.79% |
| Avg. Down Week | -2.65% | -6.24% |
| Avg. Up Month | 6.46% | 14.87% |
| Avg. Down Month | -4.6% | -13.49% |
| Win Days % | 46.33% | 51.22% |
| Win Month % | 51.28% | 59.52% |
| Win Week % | 48.78% | 50.83% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |