| Metric | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 24.96% | 198.98% |
| Max Drawdown | -50.61% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 20.91 | 4.07 |
| Outlier Loss Ratio | 3.82 | 4.01 |
| Volatility (ann.) | 16.27% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.14 | 0.57 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 30.59 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.64% |
| Expected Yearly % | 5.73% | 31.5% |
| Kelly Criterion | 0.94% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11393662:BTCUSD | 11393662:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -34.04 | 0.62 | + |
| 2023 | 155.54 | 59.20 | 0.38 | - |
| 2024 | 121.00 | 10.23 | 0.08 | - |
| 2025 | 16.76 | 7.96 | 0.48 | - |
| Metric | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 6.56% | 31.46% |
| 6M | 3.74% | 12.77% |
| YTD | 7.96% | 16.76% |
| 1Y | -10.37% | 56.84% |
| 3Y (ann.) | 16.06% | 55.31% |
| 5Y (ann.) | 6.84% | 38.4% |
| Metric | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| Max Drawdown | -50.61% | -67.18% |
| Longest DD Days | 692.0 | 683.0 |
| Avg. Drawdown | -5.78% | -6.29% |
| Avg. Drawdown Days | 56.0 | 31.0 |
| Recovery Factor | 0.49 | 2.96 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2024-02-27 | -50.61 | 692 |
| 2024-06-12 | 2025-06-11 | -28.35 | 363 |
| 2022-01-30 | 2022-02-28 | -15.42 | 29 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-03-26 | 2024-04-19 | -4.50 | 23 |
| 2024-02-29 | 2024-03-17 | -3.22 | 17 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-04-23 | 2024-06-03 | -1.16 | 41 |
| 2024-06-05 | 2024-06-12 | -1.06 | 6 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 20.45% | 43.77% |
| Worst Month | -22.64% | -37.12% |
| Best Year | 59.2% | 155.54% |
| Worst Year | -34.04% | -54.66% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.95% | -0.99% |
| Avg. Up Week | 5.1% | 6.54% |
| Avg. Down Week | -3.08% | -5.17% |
| Avg. Up Month | 7.01% | 14.43% |
| Avg. Down Month | -7.32% | -12.99% |
| Win Days % | 48.9% | 51.26% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 43.56% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |