| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 26.61% | 198.43% |
| Max Drawdown | -25.84% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.38 | 0.62 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.67 | 1.06 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 0.6 | 0.99 |
| Outlier Win Ratio | 49.78 | 3.29 |
| Outlier Loss Ratio | 3.98 | 3.16 |
| Volatility (ann.) | 8.86% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.27 | 0.55 |
| Skew | 3.69 | 0.19 |
| Kurtosis | 95.44 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.58% |
| Expected Yearly % | 6.07% | 31.43% |
| Kelly Criterion | -0.59% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11371834:BTCUSD | 11371834:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -12.70 | 0.21 | + |
| 2023 | 155.54 | 12.45 | 0.08 | - |
| 2024 | 121.00 | 17.92 | 0.15 | - |
| 2025 | 30.14 | 9.37 | 0.31 | - |
| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| MTD | 3.48% | 13.36% |
| 3M | 2.08% | 45.08% |
| 6M | 9.37% | 28.47% |
| YTD | 9.37% | 30.14% |
| 1Y | 4.68% | 105.13% |
| 3Y (ann.) | 7.2% | 81.7% |
| 5Y (ann.) | 7.01% | 36.92% |
| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| Max Drawdown | -25.84% | -67.18% |
| Longest DD Days | 656.0 | 683.0 |
| Avg. Drawdown | -4.25% | -6.95% |
| Avg. Drawdown Days | 58.0 | 34.0 |
| Recovery Factor | 1.03 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-17 | -25.84 | 656 |
| 2022-04-15 | 2022-07-19 | -15.22 | 94 |
| 2024-08-25 | 2025-07-14 | -15.21 | 323 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-08-11 | 2024-08-23 | -4.51 | 12 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-05 | 2024-06-30 | -3.15 | 25 |
| 2022-07-20 | 2022-07-30 | -2.48 | 10 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 15.51% | 43.77% |
| Worst Month | -12.78% | -37.12% |
| Best Year | 17.92% | 155.54% |
| Worst Year | -12.7% | -59.39% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.76% | 8.66% |
| Avg. Down Week | -1.83% | -3.3% |
| Avg. Up Month | 6.22% | 13.32% |
| Avg. Down Month | -4.28% | -13.28% |
| Win Days % | 44.68% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 40.0% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |