| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.37% | 188.02% |
| Max Drawdown | -31.1% | -67.18% |
| Sharpe | 0.18 | 0.42 |
| Sortino | 0.29 | 0.61 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.64 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 0.59 | 0.99 |
| Outlier Win Ratio | 49.64 | 3.28 |
| Outlier Loss Ratio | 3.85 | 3.21 |
| Volatility (ann.) | 9.05% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.16 | 0.53 |
| Skew | 3.46 | 0.18 |
| Kurtosis | 90.63 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.49% |
| Expected Yearly % | 4.31% | 30.27% |
| Kelly Criterion | -1.84% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11371822:BTCUSD | 11371822:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -15.66 | 0.26 | + |
| 2023 | 155.54 | 17.44 | 0.11 | - |
| 2024 | 121.00 | 20.27 | 0.17 | - |
| 2025 | 30.14 | -0.63 | -0.02 | - |
| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| MTD | 2.59% | 13.36% |
| 3M | 0.12% | 45.08% |
| 6M | -0.63% | 28.47% |
| YTD | -0.63% | 30.14% |
| 1Y | -11.17% | 105.13% |
| 3Y (ann.) | 4.01% | 81.7% |
| 5Y (ann.) | 4.96% | 35.5% |
| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| Max Drawdown | -31.1% | -67.18% |
| Longest DD Days | 654.0 | 683.0 |
| Avg. Drawdown | -4.03% | -7.5% |
| Avg. Drawdown Days | 45.0 | 36.0 |
| Recovery Factor | 0.59 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-15 | -31.10 | 654 |
| 2024-10-07 | 2025-07-14 | -19.52 | 279 |
| 2022-04-16 | 2022-07-16 | -12.31 | 91 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-08-11 | 2024-08-23 | -4.32 | 12 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-06-22 | 2024-06-30 | -2.64 | 8 |
| 2022-07-20 | 2022-07-30 | -2.48 | 10 |
| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 18.06% | 43.77% |
| Worst Month | -13.26% | -37.12% |
| Best Year | 20.27% | 155.54% |
| Worst Year | -15.66% | -60.81% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.53% | 8.32% |
| Avg. Down Week | -2.0% | -3.29% |
| Avg. Up Month | 5.97% | 13.11% |
| Avg. Down Month | -3.67% | -11.51% |
| Win Days % | 45.41% | 51.26% |
| Win Month % | 46.34% | 60.47% |
| Win Week % | 43.33% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |