| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 56.31% | 184.67% |
| Max Drawdown | -24.95% | -67.18% |
| Sharpe | 0.35 | 0.42 |
| Sortino | 0.57 | 0.6 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.65 | 0.67 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 37.76 | 3.54 |
| Outlier Loss Ratio | 4.02 | 3.35 |
| Volatility (ann.) | 10.68% | 26.32% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.55 | 0.52 |
| Skew | 3.1 | 0.18 |
| Kurtosis | 67.46 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.04% | 2.46% |
| Expected Yearly % | 11.81% | 29.89% |
| Kelly Criterion | 1.25% | 11.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.24% |
| Expected Shortfall (cVaR) | -0.91% | -2.24% |
| Year | 11370303:BTCUSD | 11370303:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -6.68 | 0.11 | + |
| 2023 | 155.54 | 26.65 | 0.17 | - |
| 2024 | 121.00 | 29.06 | 0.24 | - |
| 2025 | 30.14 | 2.48 | 0.08 | - |
| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | 11.75% | 45.08% |
| 6M | 2.48% | 28.47% |
| YTD | 2.48% | 30.14% |
| 1Y | 9.73% | 105.13% |
| 3Y (ann.) | 13.59% | 81.7% |
| 5Y (ann.) | 13.65% | 34.95% |
| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| Max Drawdown | -24.95% | -67.18% |
| Longest DD Days | 269.0 | 683.0 |
| Avg. Drawdown | -4.35% | -7.55% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 2.26 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-26 | -24.95 | 269 |
| 2025-03-03 | 2025-07-14 | -18.29 | 133 |
| 2023-07-14 | 2024-03-25 | -16.90 | 255 |
| 2022-03-09 | 2022-07-16 | -15.59 | 129 |
| 2024-11-23 | 2025-03-02 | -9.21 | 99 |
| 2024-04-08 | 2024-05-17 | -6.06 | 39 |
| 2022-01-26 | 2022-02-27 | -5.54 | 31 |
| 2024-10-07 | 2024-11-09 | -5.40 | 33 |
| 2023-04-26 | 2023-07-11 | -4.97 | 75 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 18.39% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 18.19% | 43.77% |
| Worst Month | -13.47% | -37.12% |
| Best Year | 29.06% | 155.54% |
| Worst Year | -6.68% | -61.27% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.27% | 8.48% |
| Avg. Down Week | -2.06% | -3.4% |
| Avg. Up Month | 7.01% | 18.46% |
| Avg. Down Month | -4.78% | -9.89% |
| Win Days % | 45.28% | 51.26% |
| Win Month % | 54.76% | 60.47% |
| Win Week % | 44.25% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |