| Metric | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -15.62% | 195.42% |
| Max Drawdown | -36.97% | -67.18% |
| Sharpe | -0.07 | 0.44 |
| Sortino | -0.11 | 0.63 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 39.15 | 3.38 |
| Outlier Loss Ratio | 4.05 | 3.4 |
| Volatility (ann.) | 10.32% | 26.36% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.13 | 0.56 |
| Skew | 1.88 | 0.2 |
| Kurtosis | 59.19 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.4% | 2.61% |
| Expected Yearly % | -4.16% | 31.1% |
| Kelly Criterion | -5.94% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.24% |
| Expected Shortfall (cVaR) | -0.89% | -2.24% |
| Year | 11389989:BTCUSD | 11389989:btcusd:triple_med_gx:lsma50_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -7.40 | 0.13 | + |
| 2023 | 155.54 | 9.57 | 0.06 | - |
| 2024 | 121.00 | -5.39 | -0.04 | - |
| 2025 | 17.02 | -12.10 | -0.71 | - |
| Metric | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| MTD | 1.88% | 4.4% |
| 3M | -2.04% | 31.76% |
| 6M | -16.6% | 12.25% |
| YTD | -12.1% | 17.02% |
| 1Y | -30.9% | 57.19% |
| 3Y (ann.) | -1.95% | 55.42% |
| 5Y (ann.) | -4.91% | 37.84% |
| Metric | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| Max Drawdown | -36.97% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -6.69% | -6.6% |
| Avg. Drawdown Days | 80.0 | 32.0 |
| Recovery Factor | -0.42 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -36.97 | 370 |
| 2022-06-21 | 2023-04-11 | -16.93 | 293 |
| 2022-01-26 | 2022-06-21 | -14.80 | 146 |
| 2023-04-26 | 2024-01-21 | -14.08 | 269 |
| 2024-01-21 | 2024-02-27 | -6.93 | 36 |
| 2024-04-12 | 2024-06-03 | -3.75 | 52 |
| 2024-03-13 | 2024-03-24 | -3.73 | 11 |
| 2024-03-25 | 2024-04-07 | -1.00 | 12 |
| 2024-03-25 | 2024-03-25 | -0.81 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.59% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 9.36% | 43.77% |
| Worst Month | -13.05% | -37.12% |
| Best Year | 9.57% | 155.54% |
| Worst Year | -12.1% | -55.3% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.9% | 7.21% |
| Avg. Down Week | -2.59% | -3.73% |
| Avg. Up Month | 3.63% | 14.13% |
| Avg. Down Month | -3.11% | -10.45% |
| Win Days % | 43.6% | 51.27% |
| Win Month % | 47.62% | 61.9% |
| Win Week % | 40.78% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |