| Metric | 11371645:btcusd:triple_med_gx:lsma50_20 | 11371645:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -8.53% | 178.52% |
| Max Drawdown | -25.95% | -67.18% |
| Sharpe | -0.0 | 0.41 |
| Sortino | -0.0 | 0.59 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 32.63 | 3.59 |
| Outlier Loss Ratio | 4.82 | 3.46 |
| Volatility (ann.) | 11.25% | 26.3% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.1 | 0.51 |
| Skew | 1.68 | 0.18 |
| Kurtosis | 48.82 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.21% | 2.41% |
| Expected Yearly % | -2.2% | 29.19% |
| Kelly Criterion | -4.79% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11371645:BTCUSD | 11371645:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.10 | -1.79 | 0.03 | + |
| 2023 | 155.54 | 9.75 | 0.06 | - |
| 2024 | 121.00 | -7.62 | -0.06 | - |
| 2025 | 30.14 | -8.13 | -0.27 | - |
| Metric | 11371645:btcusd:triple_med_gx:lsma50_20 | 11371645:BTCUSD |
|---|---|---|
| MTD | 2.66% | 13.36% |
| 3M | -3.44% | 45.08% |
| 6M | -9.96% | 28.47% |
| YTD | -8.13% | 30.14% |
| 1Y | -17.3% | 105.13% |
| 3Y (ann.) | -5.86% | 81.7% |
| 5Y (ann.) | -2.51% | 33.98% |
| Metric | 11371645:btcusd:triple_med_gx:lsma50_20 | 11371645:BTCUSD |
|---|---|---|
| Max Drawdown | -25.95% | -67.18% |
| Longest DD Days | 628.0 | 683.0 |
| Avg. Drawdown | -7.48% | -7.72% |
| Avg. Drawdown Days | 106.0 | 38.0 |
| Recovery Factor | -0.33 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-22 | 2024-04-10 | -25.95 | 628 |
| 2024-04-11 | 2025-07-14 | -25.91 | 459 |
| 2022-03-03 | 2022-06-27 | -15.00 | 115 |
| 2022-07-08 | 2022-07-22 | -8.73 | 14 |
| 2022-02-01 | 2022-02-28 | -6.68 | 26 |
| 2022-01-15 | 2022-01-28 | -3.11 | 13 |
| 2022-06-27 | 2022-07-07 | -3.00 | 10 |
| 2022-01-30 | 2022-02-01 | -0.60 | 2 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-15 | 2022-01-15 | -0.20 | 0 |
| Metric | 11371645:btcusd:triple_med_gx:lsma50_20 | 11371645:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.33% | 35.75% |
| Worst Week | -7.29% | -29.64% |
| Best Month | 20.04% | 43.77% |
| Worst Month | -10.17% | -37.12% |
| Best Year | 9.75% | 155.54% |
| Worst Year | -8.13% | -62.1% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.7% | -0.79% |
| Avg. Up Week | 3.06% | 7.67% |
| Avg. Down Week | -2.06% | -4.3% |
| Avg. Up Month | 4.49% | 17.92% |
| Avg. Down Month | -5.15% | -11.38% |
| Win Days % | 40.78% | 51.24% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 40.67% | 51.34% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |