| Metric | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 18.54% | 208.61% |
| Max Drawdown | -30.99% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.25 | 0.65 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.32 | 0.99 |
| Outlier Win Ratio | 35.17 | 3.56 |
| Outlier Loss Ratio | 4.02 | 3.48 |
| Volatility (ann.) | 11.15% | 26.38% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.17 | 0.59 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 55.1 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.72% |
| Expected Yearly % | 4.34% | 32.54% |
| Kelly Criterion | -0.78% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11388739:BTCUSD | 11388739:btcusd:triple_med_gx:lsma50_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -19.58 | 0.37 | + |
| 2023 | 155.54 | 21.41 | 0.14 | - |
| 2024 | 121.00 | 4.67 | 0.04 | - |
| 2025 | 17.02 | 15.98 | 0.94 | - |
| Metric | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| MTD | 4.69% | 4.4% |
| 3M | 10.45% | 31.76% |
| 6M | 19.8% | 12.25% |
| YTD | 15.98% | 17.02% |
| 1Y | 0.34% | 57.19% |
| 3Y (ann.) | 6.04% | 55.42% |
| 5Y (ann.) | 5.16% | 39.6% |
| Metric | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| Max Drawdown | -30.99% | -67.18% |
| Longest DD Days | 690.0 | 683.0 |
| Avg. Drawdown | -5.69% | -6.33% |
| Avg. Drawdown Days | 81.0 | 31.0 |
| Recovery Factor | 0.6 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-03-25 | -30.99 | 690 |
| 2024-06-05 | 2025-05-22 | -20.73 | 351 |
| 2022-03-17 | 2022-05-05 | -5.73 | 49 |
| 2025-05-23 | 2025-06-11 | -5.26 | 19 |
| 2024-03-26 | 2024-04-22 | -5.08 | 27 |
| 2022-01-30 | 2022-02-28 | -4.58 | 29 |
| 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 |
| 2024-04-23 | 2024-06-03 | -2.15 | 41 |
| Metric | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.01% | 35.75% |
| Worst Week | -17.14% | -29.64% |
| Best Month | 15.01% | 43.77% |
| Worst Month | -17.13% | -37.12% |
| Best Year | 21.41% | 155.54% |
| Worst Year | -19.58% | -53.3% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.51% | 6.76% |
| Avg. Down Week | -2.83% | -4.27% |
| Avg. Up Month | 5.05% | 14.59% |
| Avg. Down Month | -6.07% | -14.25% |
| Win Days % | 47.07% | 51.28% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 51.52% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |