| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 22.89% | 190.14% |
| Max Drawdown | -23.87% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.34 | 0.61 |
| Payoff Ratio | 1.2 | 1.21 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.59 | 0.67 |
| Tail Ratio | 0.78 | 0.99 |
| Outlier Win Ratio | 48.04 | 3.32 |
| Outlier Loss Ratio | 4.1 | 3.23 |
| Volatility (ann.) | 9.05% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.26 | 0.53 |
| Skew | 3.87 | 0.18 |
| Kurtosis | 84.32 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.51% |
| Expected Yearly % | 5.29% | 30.51% |
| Kelly Criterion | -1.37% | 11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11371811:BTCUSD | 11371811:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -7.50 | 0.12 | + |
| 2023 | 155.54 | 10.63 | 0.07 | - |
| 2024 | 121.00 | 23.49 | 0.19 | - |
| 2025 | 30.14 | -2.76 | -0.09 | - |
| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 6.06% | 45.08% |
| 6M | -2.76% | 28.47% |
| YTD | -2.76% | 30.14% |
| 1Y | -12.29% | 105.13% |
| 3Y (ann.) | 4.61% | 81.7% |
| 5Y (ann.) | 6.09% | 35.72% |
| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| Max Drawdown | -23.87% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -3.92% | -7.32% |
| Avg. Drawdown Days | 50.0 | 35.0 |
| Recovery Factor | 0.96 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-03-25 | -23.87 | 603 |
| 2024-08-24 | 2025-07-14 | -20.53 | 324 |
| 2022-05-16 | 2022-07-07 | -7.05 | 52 |
| 2022-01-26 | 2022-02-28 | -5.64 | 33 |
| 2024-04-08 | 2024-05-15 | -4.94 | 37 |
| 2024-08-11 | 2024-08-23 | -4.11 | 12 |
| 2022-07-08 | 2022-07-18 | -3.62 | 9 |
| 2024-06-20 | 2024-06-30 | -3.39 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-04-16 | 2022-05-15 | -2.49 | 29 |
| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -5.42% | -29.64% |
| Best Month | 13.68% | 43.77% |
| Worst Month | -9.49% | -37.12% |
| Best Year | 23.49% | 155.54% |
| Worst Year | -7.5% | -60.52% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.64% | 9.3% |
| Avg. Down Week | -1.43% | -3.58% |
| Avg. Up Month | 6.48% | 17.27% |
| Avg. Down Month | -3.58% | -11.14% |
| Win Days % | 44.78% | 51.27% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 41.18% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |