| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -0.8% | 195.42% |
| Max Drawdown | -21.82% | -67.18% |
| Sharpe | 0.05 | 0.44 |
| Sortino | 0.07 | 0.63 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.53 | 0.64 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 38.95 | 3.49 |
| Outlier Loss Ratio | 3.9 | 3.36 |
| Volatility (ann.) | 10.67% | 26.36% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.01 | 0.56 |
| Skew | 1.87 | 0.2 |
| Kurtosis | 61.21 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.61% |
| Expected Yearly % | -0.2% | 31.1% |
| Kelly Criterion | -3.83% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11389933:BTCUSD | 11389933:btcusd:triple_med_gx:lsma50_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 0.76 | -0.01 | + |
| 2023 | 155.54 | -5.70 | -0.04 | - |
| 2024 | 121.00 | 3.23 | 0.03 | - |
| 2025 | 17.02 | 1.14 | 0.07 | - |
| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| MTD | 1.9% | 4.4% |
| 3M | -3.61% | 31.76% |
| 6M | -4.24% | 12.25% |
| YTD | 1.14% | 17.02% |
| 1Y | -14.67% | 57.19% |
| 3Y (ann.) | -1.06% | 55.42% |
| 5Y (ann.) | -0.24% | 37.84% |
| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| Max Drawdown | -21.82% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -9.2% | -6.6% |
| Avg. Drawdown Days | 109.0 | 32.0 |
| Recovery Factor | -0.04 | 2.91 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-06-11 | -21.82 | 359 |
| 2023-04-26 | 2024-03-25 | -17.67 | 333 |
| 2022-06-21 | 2023-02-15 | -16.92 | 239 |
| 2022-05-16 | 2022-06-21 | -14.43 | 36 |
| 2023-03-01 | 2023-04-26 | -11.98 | 56 |
| 2022-02-17 | 2022-05-15 | -8.75 | 87 |
| 2024-04-12 | 2024-06-05 | -6.15 | 54 |
| 2023-02-28 | 2023-03-01 | -1.84 | 0 |
| 2024-03-25 | 2024-04-06 | -1.00 | 11 |
| 2022-01-26 | 2022-02-16 | -0.44 | 21 |
| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 11.34% | 43.77% |
| Worst Month | -11.91% | -37.12% |
| Best Year | 3.23% | 155.54% |
| Worst Year | -5.7% | -55.3% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 3.97% | 6.68% |
| Avg. Down Week | -2.67% | -3.76% |
| Avg. Up Month | 4.95% | 12.48% |
| Avg. Down Month | -2.47% | -10.74% |
| Win Days % | 44.01% | 51.27% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 41.49% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |