| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 57.4% | 190.14% |
| Max Drawdown | -27.74% | -67.18% |
| Sharpe | 0.39 | 0.42 |
| Sortino | 0.64 | 0.61 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.45 | 0.99 |
| Outlier Win Ratio | 42.72 | 3.4 |
| Outlier Loss Ratio | 4.21 | 3.23 |
| Volatility (ann.) | 9.47% | 26.33% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.5 | 0.53 |
| Skew | 3.48 | 0.18 |
| Kurtosis | 72.42 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.51% |
| Expected Yearly % | 12.01% | 30.51% |
| Kelly Criterion | 1.78% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11371033:BTCUSD | 11371033:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -6.19 | 0.10 | + |
| 2023 | 155.54 | 26.01 | 0.17 | - |
| 2024 | 121.00 | 31.02 | 0.26 | - |
| 2025 | 30.14 | 1.62 | 0.05 | - |
| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 13.32% | 45.08% |
| 6M | 1.62% | 28.47% |
| YTD | 1.62% | 30.14% |
| 1Y | -0.65% | 105.13% |
| 3Y (ann.) | 11.4% | 81.7% |
| 5Y (ann.) | 13.89% | 35.72% |
| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| Max Drawdown | -27.74% | -67.18% |
| Longest DD Days | 614.0 | 683.0 |
| Avg. Drawdown | -3.35% | -7.32% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 2.07 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-03-25 | -27.74 | 614 |
| 2024-11-22 | 2025-07-14 | -19.89 | 234 |
| 2022-05-16 | 2022-07-07 | -6.88 | 52 |
| 2022-01-26 | 2022-02-27 | -5.54 | 31 |
| 2024-10-07 | 2024-11-10 | -5.06 | 33 |
| 2024-04-08 | 2024-04-22 | -4.94 | 13 |
| 2024-06-20 | 2024-07-01 | -4.80 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -5.69% | -29.64% |
| Best Month | 18.8% | 43.77% |
| Worst Month | -10.44% | -37.12% |
| Best Year | 31.02% | 155.54% |
| Worst Year | -6.19% | -60.52% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.72% | 8.38% |
| Avg. Down Week | -1.6% | -3.26% |
| Avg. Up Month | 5.8% | 16.43% |
| Avg. Down Month | -4.24% | -10.93% |
| Win Days % | 44.74% | 51.27% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 43.93% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |