| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 15.05% | 206.05% |
| Max Drawdown | -27.41% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.22 | 0.65 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 36.86 | 3.56 |
| Outlier Loss Ratio | 3.9 | 3.43 |
| Volatility (ann.) | 11.15% | 26.45% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.15 | 0.58 |
| Skew | 1.24 | 0.2 |
| Kurtosis | 58.04 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.7% |
| Expected Yearly % | 3.57% | 32.27% |
| Kelly Criterion | -1.15% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.25% |
| Expected Shortfall (cVaR) | -0.96% | -2.25% |
| Year | 11387306:BTCUSD | 11387306:btcusd:triple_med_gx:lsma50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -12.69 | 0.24 | + |
| 2023 | 155.54 | 18.39 | 0.12 | - |
| 2024 | 121.00 | -3.98 | -0.03 | - |
| 2025 | 17.02 | 15.91 | 0.93 | - |
| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| MTD | 2.89% | 4.4% |
| 3M | 9.58% | 31.76% |
| 6M | 15.1% | 12.25% |
| YTD | 15.91% | 17.02% |
| 1Y | -3.56% | 57.19% |
| 3Y (ann.) | 3.84% | 55.42% |
| 5Y (ann.) | 4.23% | 39.18% |
| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| Max Drawdown | -27.41% | -67.18% |
| Longest DD Days | 689.0 | 683.0 |
| Avg. Drawdown | -5.4% | -6.21% |
| Avg. Drawdown Days | 86.0 | 29.0 |
| Recovery Factor | 0.55 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-03-25 | -27.41 | 689 |
| 2024-06-05 | 2025-06-11 | -21.32 | 370 |
| 2024-03-26 | 2024-06-04 | -4.76 | 70 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-05-05 | -4.49 | 49 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-01-30 | 2022-02-27 | -2.10 | 28 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -17.14% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -18.28% | -37.12% |
| Best Year | 18.39% | 155.54% |
| Worst Year | -12.69% | -53.69% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.83% | 7.18% |
| Avg. Down Week | -2.61% | -4.17% |
| Avg. Up Month | 5.48% | 14.53% |
| Avg. Down Month | -5.11% | -14.26% |
| Win Days % | 46.67% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 46.46% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |