| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -10.16% | 187.39% |
| Max Drawdown | -36.58% | -67.18% |
| Sharpe | -0.02 | 0.43 |
| Sortino | -0.03 | 0.62 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 36.44 | 3.4 |
| Outlier Loss Ratio | 4.09 | 3.39 |
| Volatility (ann.) | 10.6% | 26.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.09 | 0.55 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 56.81 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.55% |
| Expected Yearly % | -2.64% | 30.2% |
| Kelly Criterion | -4.42% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.24% |
| Expected Shortfall (cVaR) | -0.91% | -2.24% |
| Year | 11396312:BTCUSD | 11396312:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.33 | 0.01 | + |
| 2023 | 155.54 | -1.33 | -0.01 | - |
| 2024 | 121.00 | 2.62 | 0.02 | - |
| 2025 | 16.76 | -10.97 | -0.65 | - |
| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 3.25% | 31.46% |
| 6M | -17.44% | 12.77% |
| YTD | -10.97% | 16.76% |
| 1Y | -27.73% | 56.84% |
| 3Y (ann.) | -7.31% | 55.31% |
| 5Y (ann.) | -3.14% | 36.89% |
| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| Max Drawdown | -36.58% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -7.51% | -6.61% |
| Avg. Drawdown Days | 79.0 | 33.0 |
| Recovery Factor | -0.28 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -36.58 | 358 |
| 2023-04-26 | 2024-06-05 | -24.64 | 405 |
| 2022-08-25 | 2023-04-11 | -18.17 | 228 |
| 2022-05-16 | 2022-08-11 | -9.53 | 87 |
| 2022-03-15 | 2022-04-20 | -6.99 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-08-11 | 2022-08-25 | -3.60 | 14 |
| 2022-04-20 | 2022-05-15 | -3.04 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-04-11 | 2023-04-26 | -1.32 | 14 |
| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -10.23% | -37.12% |
| Best Year | 2.62% | 155.54% |
| Worst Year | -10.97% | -56.42% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.41% | 7.43% |
| Avg. Down Week | -2.49% | -3.8% |
| Avg. Up Month | 4.72% | 13.42% |
| Avg. Down Month | -4.43% | -9.03% |
| Win Days % | 45.02% | 51.28% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 43.88% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |