| Metric | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 12.67% | 187.39% |
| Max Drawdown | -28.57% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.17 | 1.18 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.03 | 1.06 |
| CPC Index | 0.56 | 0.65 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 35.27 | 3.52 |
| Outlier Loss Ratio | 4.05 | 3.36 |
| Volatility (ann.) | 11.3% | 26.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.13 | 0.55 |
| Skew | 2.76 | 0.2 |
| Kurtosis | 68.34 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.55% |
| Expected Yearly % | 3.03% | 30.2% |
| Kelly Criterion | -1.78% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11396201:BTCUSD | 11396201:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -10.57 | 0.19 | + |
| 2023 | 155.54 | 6.21 | 0.04 | - |
| 2024 | 121.00 | 13.40 | 0.11 | - |
| 2025 | 16.76 | 4.60 | 0.27 | - |
| Metric | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201:BTCUSD |
|---|---|---|
| MTD | 2.53% | 4.16% |
| 3M | 1.91% | 31.46% |
| 6M | -1.66% | 12.77% |
| YTD | 4.6% | 16.76% |
| 1Y | -6.66% | 56.84% |
| 3Y (ann.) | -0.84% | 55.31% |
| 5Y (ann.) | 3.61% | 36.89% |
| Metric | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201:BTCUSD |
|---|---|---|
| Max Drawdown | -28.57% | -67.18% |
| Longest DD Days | 751.0 | 683.0 |
| Avg. Drawdown | -5.89% | -6.61% |
| Avg. Drawdown Days | 90.0 | 33.0 |
| Recovery Factor | 0.44 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-06-05 | -28.57 | 751 |
| 2024-08-09 | 2025-06-11 | -19.33 | 306 |
| 2024-06-05 | 2024-08-08 | -8.66 | 64 |
| 2022-03-15 | 2022-04-19 | -6.01 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-14 | 2022-05-14 | -1.29 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| Metric | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.14% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 11.96% | 43.77% |
| Worst Month | -11.54% | -37.12% |
| Best Year | 13.4% | 155.54% |
| Worst Year | -10.57% | -56.42% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 4.09% | 8.51% |
| Avg. Down Week | -2.45% | -3.03% |
| Avg. Up Month | 5.25% | 18.14% |
| Avg. Down Month | -4.26% | -11.79% |
| Win Days % | 45.09% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 40.86% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |