| Metric | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -3.93% | 182.99% |
| Max Drawdown | -35.34% | -67.18% |
| Sharpe | 0.03 | 0.43 |
| Sortino | 0.04 | 0.62 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.51 | 0.61 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 36.16 | 3.53 |
| Outlier Loss Ratio | 4.11 | 3.36 |
| Volatility (ann.) | 10.73% | 26.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.03 | 0.54 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 54.59 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 2.57% |
| Expected Yearly % | -1.0% | 29.7% |
| Kelly Criterion | -3.96% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11399648:BTCUSD | 11399648:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -0.34 | 0.01 | + |
| 2023 | 155.54 | 0.37 | 0.00 | - |
| 2024 | 121.00 | -0.86 | -0.01 | - |
| 2025 | 16.76 | -3.13 | -0.19 | - |
| Metric | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 6.79% | 31.46% |
| 6M | -10.03% | 12.77% |
| YTD | -3.13% | 16.76% |
| 1Y | -25.24% | 56.84% |
| 3Y (ann.) | -6.03% | 55.31% |
| 5Y (ann.) | -1.19% | 36.34% |
| Metric | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| Max Drawdown | -35.34% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -6.16% | -6.9% |
| Avg. Drawdown Days | 68.0 | 35.0 |
| Recovery Factor | -0.11 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -35.34 | 345 |
| 2023-04-26 | 2024-06-04 | -25.35 | 404 |
| 2022-05-16 | 2023-04-10 | -20.58 | 329 |
| 2022-03-15 | 2022-04-19 | -6.12 | 35 |
| 2024-06-05 | 2024-07-01 | -4.69 | 25 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-04-11 | 2023-04-26 | -1.42 | 14 |
| 2022-05-14 | 2022-05-15 | -1.16 | 0 |
| Metric | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -10.09% | -37.12% |
| Best Year | 0.37% | 155.54% |
| Worst Year | -3.13% | -57.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.42% | 7.16% |
| Avg. Down Week | -2.54% | -4.49% |
| Avg. Up Month | 4.7% | 14.19% |
| Avg. Down Month | -4.67% | -11.04% |
| Win Days % | 44.91% | 51.31% |
| Win Month % | 46.34% | 60.98% |
| Win Week % | 46.08% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |