| Metric | 11397964:btcusd:triple_med_gx:lsma50_125 | 11397964:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -9.21% | 183.29% |
| Max Drawdown | -31.26% | -67.18% |
| Sharpe | -0.01 | 0.43 |
| Sortino | -0.02 | 0.62 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 35.66 | 3.4 |
| Outlier Loss Ratio | 4.13 | 3.38 |
| Volatility (ann.) | 10.64% | 26.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.09 | 0.54 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 55.94 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.24% | 2.57% |
| Expected Yearly % | -2.39% | 29.73% |
| Kelly Criterion | -4.7% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11397964:BTCUSD | 11397964:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -7.74 | 0.14 | + |
| 2023 | 155.54 | -3.93 | -0.03 | - |
| 2024 | 121.00 | 9.46 | 0.08 | - |
| 2025 | 16.76 | -6.41 | -0.38 | - |
| Metric | 11397964:btcusd:triple_med_gx:lsma50_125 | 11397964:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 3.13% | 31.46% |
| 6M | -13.08% | 12.77% |
| YTD | -6.41% | 16.76% |
| 1Y | -21.35% | 56.84% |
| 3Y (ann.) | -5.95% | 55.31% |
| 5Y (ann.) | -2.83% | 36.34% |
| Metric | 11397964:btcusd:triple_med_gx:lsma50_125 | 11397964:BTCUSD |
|---|---|---|
| Max Drawdown | -31.26% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -8.57% | -6.73% |
| Avg. Drawdown Days | 98.0 | 34.0 |
| Recovery Factor | -0.29 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -31.26 | 336 |
| 2023-04-26 | 2024-06-05 | -26.47 | 405 |
| 2022-05-16 | 2023-04-26 | -22.02 | 345 |
| 2022-03-01 | 2022-04-20 | -7.26 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-06-17 | 2024-07-01 | -4.45 | 13 |
| 2022-04-20 | 2022-05-15 | -2.81 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-09 | -1.21 | 3 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11397964:btcusd:triple_med_gx:lsma50_125 | 11397964:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -10.17% | -37.12% |
| Best Year | 9.46% | 155.54% |
| Worst Year | -7.74% | -57.04% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.42% | 7.22% |
| Avg. Down Week | -2.48% | -3.84% |
| Avg. Up Month | 4.83% | 15.21% |
| Avg. Down Month | -4.19% | -11.06% |
| Win Days % | 44.76% | 51.3% |
| Win Month % | 41.46% | 60.98% |
| Win Week % | 43.14% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |