| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 69.61% | 188.02% |
| Max Drawdown | -27.42% | -67.18% |
| Sharpe | 0.41 | 0.42 |
| Sortino | 0.67 | 0.61 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 1.48 | 0.99 |
| Outlier Win Ratio | 39.74 | 3.48 |
| Outlier Loss Ratio | 3.91 | 3.31 |
| Volatility (ann.) | 10.48% | 26.33% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.6 | 0.53 |
| Skew | 2.95 | 0.18 |
| Kurtosis | 76.38 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.49% |
| Expected Yearly % | 14.12% | 30.27% |
| Kelly Criterion | 3.4% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.24% |
| Expected Shortfall (cVaR) | -0.89% | -2.24% |
| Year | 11370324:BTCUSD | 11370324:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -15.59 | 0.26 | + |
| 2023 | 155.54 | 24.70 | 0.16 | - |
| 2024 | 121.00 | 40.77 | 0.34 | - |
| 2025 | 30.14 | 14.47 | 0.48 | - |
| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 12.96% | 45.08% |
| 6M | 14.47% | 28.47% |
| YTD | 14.47% | 30.14% |
| 1Y | 15.28% | 105.13% |
| 3Y (ann.) | 19.4% | 81.7% |
| 5Y (ann.) | 16.38% | 35.5% |
| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| Max Drawdown | -27.42% | -67.18% |
| Longest DD Days | 275.0 | 683.0 |
| Avg. Drawdown | -3.96% | -7.5% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 2.54 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-04-11 | -27.42 | 265 |
| 2022-03-09 | 2022-07-18 | -19.07 | 130 |
| 2023-05-29 | 2024-02-28 | -14.05 | 275 |
| 2025-03-03 | 2025-07-11 | -11.79 | 130 |
| 2024-10-07 | 2025-03-02 | -9.15 | 145 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2024-08-09 | 2024-08-23 | -5.64 | 14 |
| 2023-04-11 | 2023-05-28 | -5.56 | 47 |
| 2024-04-08 | 2024-05-15 | -5.12 | 37 |
| 2024-06-20 | 2024-07-10 | -4.75 | 19 |
| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 18.39% | 35.75% |
| Worst Week | -8.82% | -29.64% |
| Best Month | 19.85% | 43.77% |
| Worst Month | -11.63% | -37.12% |
| Best Year | 40.77% | 155.54% |
| Worst Year | -15.59% | -60.81% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.55% | 8.57% |
| Avg. Down Week | -2.13% | -3.27% |
| Avg. Up Month | 6.86% | 14.93% |
| Avg. Down Month | -3.55% | -11.55% |
| Win Days % | 47.16% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 41.0% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |