| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 58.75% | 190.14% |
| Max Drawdown | -25.68% | -67.18% |
| Sharpe | 0.37 | 0.42 |
| Sortino | 0.61 | 0.61 |
| Payoff Ratio | 1.25 | 1.25 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.66 | 0.69 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 39.17 | 3.47 |
| Outlier Loss Ratio | 4.09 | 3.31 |
| Volatility (ann.) | 10.33% | 26.33% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.55 | 0.53 |
| Skew | 3.43 | 0.18 |
| Kurtosis | 75.28 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.51% |
| Expected Yearly % | 12.25% | 30.51% |
| Kelly Criterion | 1.27% | 12.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11370313:BTCUSD | 11370313:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -10.78 | 0.18 | + |
| 2023 | 155.54 | 32.32 | 0.21 | - |
| 2024 | 121.00 | 23.85 | 0.20 | - |
| 2025 | 30.14 | 8.57 | 0.28 | - |
| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 15.59% | 45.08% |
| 6M | 8.57% | 28.47% |
| YTD | 8.57% | 30.14% |
| 1Y | 7.42% | 105.13% |
| 3Y (ann.) | 14.92% | 81.7% |
| 5Y (ann.) | 14.17% | 35.72% |
| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| Max Drawdown | -25.68% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -3.93% | -7.32% |
| Avg. Drawdown Days | 33.0 | 35.0 |
| Recovery Factor | 2.29 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-04-10 | -25.68 | 264 |
| 2025-03-03 | 2025-07-14 | -17.77 | 133 |
| 2022-03-09 | 2022-07-08 | -14.59 | 120 |
| 2023-07-14 | 2024-02-28 | -14.19 | 229 |
| 2024-11-22 | 2025-03-02 | -9.52 | 100 |
| 2024-06-20 | 2024-08-08 | -6.48 | 49 |
| 2022-01-26 | 2022-02-28 | -5.54 | 33 |
| 2024-10-07 | 2024-11-10 | -5.40 | 33 |
| 2024-04-08 | 2024-04-22 | -4.94 | 14 |
| 2023-04-26 | 2023-05-15 | -4.29 | 18 |
| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 20.31% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 20.31% | 43.77% |
| Worst Month | -9.42% | -37.12% |
| Best Year | 32.32% | 155.54% |
| Worst Year | -10.78% | -60.52% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.86% | 8.28% |
| Avg. Down Week | -1.83% | -3.03% |
| Avg. Up Month | 6.65% | 17.59% |
| Avg. Down Month | -4.21% | -8.2% |
| Win Days % | 45.17% | 51.27% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 42.59% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |