| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 14.42% | 220.31% |
| Max Drawdown | -19.11% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.25 | 0.66 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 63.2 | 3.17 |
| Outlier Loss Ratio | 3.7 | 3.0 |
| Volatility (ann.) | 7.67% | 26.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.21 | 0.6 |
| Skew | 1.81 | 0.2 |
| Kurtosis | 121.1 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.74% |
| Expected Yearly % | 3.43% | 33.78% |
| Kelly Criterion | -2.39% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.22% |
| Expected Shortfall (cVaR) | -0.66% | -2.22% |
| Year | 11371189:BTCUSD | 11371189:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -11.39 | 0.20 | + |
| 2023 | 155.54 | 18.10 | 0.12 | - |
| 2024 | 121.00 | 18.48 | 0.15 | - |
| 2025 | 30.14 | -7.72 | -0.26 | - |
| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.96% | 45.08% |
| 6M | -8.76% | 28.47% |
| YTD | -7.72% | 30.14% |
| 1Y | -1.45% | 105.13% |
| 3Y (ann.) | 4.51% | 81.7% |
| 5Y (ann.) | 3.98% | 40.11% |
| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| Max Drawdown | -19.11% | -67.18% |
| Longest DD Days | 528.0 | 683.0 |
| Avg. Drawdown | -4.4% | -6.34% |
| Avg. Drawdown Days | 68.0 | 32.0 |
| Recovery Factor | 0.75 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -19.11 | 179 |
| 2022-04-21 | 2023-10-02 | -17.87 | 528 |
| 2024-07-10 | 2024-09-13 | -5.63 | 65 |
| 2024-02-29 | 2024-04-08 | -5.46 | 38 |
| 2024-10-30 | 2025-01-15 | -5.02 | 77 |
| 2024-01-02 | 2024-02-28 | -4.19 | 56 |
| 2024-05-05 | 2024-07-10 | -3.91 | 65 |
| 2022-02-17 | 2022-03-16 | -3.46 | 26 |
| 2023-10-02 | 2023-12-02 | -3.13 | 61 |
| 2024-04-08 | 2024-04-22 | -2.01 | 13 |
| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -13.15% | -29.64% |
| Best Month | 11.33% | 43.77% |
| Worst Month | -11.91% | -37.12% |
| Best Year | 18.48% | 155.54% |
| Worst Year | -11.39% | -56.42% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 2.04% | 7.94% |
| Avg. Down Week | -1.53% | -3.2% |
| Avg. Up Month | 3.21% | 14.88% |
| Avg. Down Month | -3.11% | -9.02% |
| Win Days % | 46.18% | 51.32% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 54.41% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 75.0% |