| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 46.95% | 198.43% |
| Max Drawdown | -21.96% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.63 | 0.66 |
| Tail Ratio | 1.4 | 0.99 |
| Outlier Win Ratio | 40.68 | 3.41 |
| Outlier Loss Ratio | 3.91 | 3.27 |
| Volatility (ann.) | 10.17% | 26.29% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.53 | 0.55 |
| Skew | 2.32 | 0.19 |
| Kurtosis | 69.33 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.58% |
| Expected Yearly % | 10.1% | 31.43% |
| Kelly Criterion | 0.33% | 10.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.23% |
| Expected Shortfall (cVaR) | -0.87% | -2.23% |
| Year | 11370336:BTCUSD | 11370336:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -11.05 | 0.19 | + |
| 2023 | 155.54 | 18.11 | 0.12 | - |
| 2024 | 121.00 | 28.30 | 0.23 | - |
| 2025 | 30.14 | 9.02 | 0.30 | - |
| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| MTD | 5.51% | 13.36% |
| 3M | 10.38% | 45.08% |
| 6M | 9.02% | 28.47% |
| YTD | 9.02% | 30.14% |
| 1Y | 3.65% | 105.13% |
| 3Y (ann.) | 14.37% | 81.7% |
| 5Y (ann.) | 11.7% | 36.92% |
| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| Max Drawdown | -21.96% | -67.18% |
| Longest DD Days | 348.0 | 683.0 |
| Avg. Drawdown | -4.41% | -6.95% |
| Avg. Drawdown Days | 45.0 | 34.0 |
| Recovery Factor | 2.14 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-03-13 | -21.96 | 225 |
| 2023-04-11 | 2024-03-25 | -19.97 | 348 |
| 2022-03-09 | 2022-07-19 | -16.22 | 131 |
| 2024-09-10 | 2025-07-14 | -14.89 | 306 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2024-04-08 | 2024-05-15 | -5.67 | 37 |
| 2024-08-08 | 2024-08-23 | -5.58 | 14 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-07-01 | 2024-07-13 | -3.43 | 12 |
| 2024-06-05 | 2024-06-30 | -3.02 | 25 |
| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 18.39% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 17.34% | 43.77% |
| Worst Month | -11.2% | -37.12% |
| Best Year | 28.3% | 155.54% |
| Worst Year | -11.05% | -59.39% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.53% | 8.76% |
| Avg. Down Week | -2.16% | -3.17% |
| Avg. Up Month | 7.29% | 13.46% |
| Avg. Down Month | -3.62% | -11.9% |
| Win Days % | 45.67% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 41.0% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |