| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 33.7% | 239.56% |
| Max Drawdown | -21.09% | -67.18% |
| Sharpe | 0.26 | 0.47 |
| Sortino | 0.4 | 0.68 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.62 | 0.66 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 43.32 | 3.38 |
| Outlier Loss Ratio | 3.8 | 3.21 |
| Volatility (ann.) | 10.0% | 26.24% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.41 | 0.63 |
| Skew | 2.16 | 0.2 |
| Kurtosis | 77.49 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.88% |
| Expected Yearly % | 7.53% | 35.75% |
| Kelly Criterion | 0.02% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11370349:BTCUSD | 11370349:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -9.39 | 0.17 | + |
| 2023 | 155.54 | 21.37 | 0.14 | - |
| 2024 | 121.00 | 11.34 | 0.09 | - |
| 2025 | 30.14 | 9.19 | 0.30 | - |
| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| MTD | 4.05% | 13.36% |
| 3M | 11.99% | 45.08% |
| 6M | 9.19% | 28.47% |
| YTD | 9.19% | 30.14% |
| 1Y | -4.08% | 105.13% |
| 3Y (ann.) | 11.64% | 81.7% |
| 5Y (ann.) | 8.71% | 42.14% |
| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| Max Drawdown | -21.09% | -67.18% |
| Longest DD Days | 434.0 | 683.0 |
| Avg. Drawdown | -6.5% | -6.05% |
| Avg. Drawdown Days | 80.0 | 29.0 |
| Recovery Factor | 1.6 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-05 | 2025-07-14 | -21.09 | 434 |
| 2022-07-30 | 2023-03-13 | -20.59 | 225 |
| 2022-03-09 | 2022-07-20 | -19.43 | 132 |
| 2023-04-26 | 2024-02-28 | -17.35 | 308 |
| 2022-01-26 | 2022-02-28 | -5.71 | 33 |
| 2024-04-08 | 2024-04-22 | -4.94 | 14 |
| 2022-07-20 | 2022-07-28 | -1.25 | 8 |
| 2024-04-23 | 2024-05-04 | -1.16 | 11 |
| 2024-02-29 | 2024-03-25 | -1.14 | 25 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 18.39% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 19.34% | 43.77% |
| Worst Month | -8.86% | -37.12% |
| Best Year | 21.37% | 155.54% |
| Worst Year | -9.39% | -53.8% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.91% | 8.72% |
| Avg. Down Week | -1.79% | -3.14% |
| Avg. Up Month | 7.82% | 13.14% |
| Avg. Down Month | -3.81% | -9.36% |
| Win Days % | 45.34% | 51.3% |
| Win Month % | 38.1% | 62.79% |
| Win Week % | 39.8% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |