| Metric | 11370428:btcusd:triple_med_gx:lsma50_10 | 11370428:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 8.46% | 233.23% |
| Max Drawdown | -21.87% | -67.18% |
| Sharpe | 0.11 | 0.46 |
| Sortino | 0.16 | 0.67 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 0.29 | 1.08 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 0.28 | 1.0 |
| Outlier Win Ratio | 56.46 | 3.24 |
| Outlier Loss Ratio | 3.82 | 3.1 |
| Volatility (ann.) | 7.99% | 26.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.11 | 0.62 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 91.02 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.84% |
| Expected Yearly % | 2.05% | 35.11% |
| Kelly Criterion | -3.39% | 4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.22% |
| Expected Shortfall (cVaR) | -0.69% | -2.22% |
| Year | 11370428:BTCUSD | 11370428:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -2.61 | 0.05 | + |
| 2023 | 155.54 | -1.76 | -0.01 | - |
| 2024 | 121.00 | 13.45 | 0.11 | - |
| 2025 | 30.14 | -0.08 | -0.00 | - |
| Metric | 11370428:btcusd:triple_med_gx:lsma50_10 | 11370428:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.64% | 45.08% |
| 6M | -1.09% | 28.47% |
| YTD | -0.08% | 30.14% |
| 1Y | -5.17% | 105.13% |
| 3Y (ann.) | -1.37% | 81.7% |
| 5Y (ann.) | 2.37% | 41.6% |
| Metric | 11370428:btcusd:triple_med_gx:lsma50_10 | 11370428:BTCUSD |
|---|---|---|
| Max Drawdown | -21.87% | -67.18% |
| Longest DD Days | 1079.0 | 683.0 |
| Avg. Drawdown | -3.14% | -6.05% |
| Avg. Drawdown Days | 93.0 | 31.0 |
| Recovery Factor | 0.39 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-07-14 | -21.87 | 1079 |
| 2022-05-17 | 2022-07-28 | -7.05 | 72 |
| 2022-01-30 | 2022-03-16 | -3.03 | 45 |
| 2022-04-20 | 2022-05-04 | -2.88 | 13 |
| 2022-05-16 | 2022-05-17 | -2.05 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-04-19 | 2022-04-19 | -0.18 | 0 |
| Metric | 11370428:btcusd:triple_med_gx:lsma50_10 | 11370428:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.17% | 35.75% |
| Worst Week | -14.52% | -29.64% |
| Best Month | 10.17% | 43.77% |
| Worst Month | -12.45% | -37.12% |
| Best Year | 13.45% | 155.54% |
| Worst Year | -2.61% | -54.66% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 2.31% | 7.64% |
| Avg. Down Week | -1.37% | -3.0% |
| Avg. Up Month | 3.54% | 16.26% |
| Avg. Down Month | -3.6% | -12.1% |
| Win Days % | 45.82% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 51.28% | 51.89% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 25.0% | 75.0% |