| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 16.49% | 183.01% |
| Max Drawdown | -24.83% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.6 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 37.61 | 3.46 |
| Outlier Loss Ratio | 4.21 | 3.32 |
| Volatility (ann.) | 10.07% | 26.3% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.18 | 0.52 |
| Skew | 2.07 | 0.18 |
| Kurtosis | 61.46 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.45% |
| Expected Yearly % | 3.89% | 29.7% |
| Kelly Criterion | -2.45% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.23% |
| Expected Shortfall (cVaR) | -0.86% | -2.23% |
| Year | 11371787:BTCUSD | 11371787:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 15.39 | -0.25 | + |
| 2023 | 155.54 | -4.37 | -0.03 | - |
| 2024 | 121.00 | 14.76 | 0.12 | - |
| 2025 | 30.14 | -8.01 | -0.27 | - |
| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.99% | 45.08% |
| 6M | -9.37% | 28.47% |
| YTD | -8.01% | 30.14% |
| 1Y | -3.49% | 105.13% |
| 3Y (ann.) | -0.13% | 81.7% |
| 5Y (ann.) | 4.46% | 34.66% |
| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| Max Drawdown | -24.83% | -67.18% |
| Longest DD Days | 809.0 | 683.0 |
| Avg. Drawdown | -4.31% | -7.49% |
| Avg. Drawdown Days | 58.0 | 37.0 |
| Recovery Factor | 0.66 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-07-14 | -24.83 | 809 |
| 2022-07-30 | 2023-04-26 | -17.84 | 269 |
| 2022-02-27 | 2022-05-15 | -10.64 | 77 |
| 2022-05-16 | 2022-06-19 | -7.52 | 34 |
| 2022-01-26 | 2022-02-06 | -5.54 | 11 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 13.73% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 11.67% | 43.77% |
| Worst Month | -11.08% | -37.12% |
| Best Year | 15.39% | 155.54% |
| Worst Year | -8.01% | -61.49% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.0% | 7.83% |
| Avg. Down Week | -2.32% | -3.93% |
| Avg. Up Month | 4.12% | 14.95% |
| Avg. Down Month | -4.83% | -9.08% |
| Win Days % | 45.42% | 51.25% |
| Win Month % | 57.14% | 60.47% |
| Win Week % | 46.09% | 51.87% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |