| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 17.85% | 220.31% |
| Max Drawdown | -14.63% | -67.18% |
| Sharpe | 0.2 | 0.45 |
| Sortino | 0.3 | 0.66 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 68.42 | 3.18 |
| Outlier Loss Ratio | 3.7 | 2.99 |
| Volatility (ann.) | 7.13% | 26.14% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.33 | 0.6 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 84.6 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.74% |
| Expected Yearly % | 4.19% | 33.78% |
| Kelly Criterion | -0.82% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.22% |
| Expected Shortfall (cVaR) | -0.61% | -2.22% |
| Year | 11371966:BTCUSD | 11371966:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 0.53 | -0.01 | + |
| 2023 | 155.54 | 1.68 | 0.01 | - |
| 2024 | 121.00 | 15.64 | 0.13 | - |
| 2025 | 30.14 | -0.30 | -0.01 | - |
| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.46% | 45.08% |
| 6M | -1.2% | 28.47% |
| YTD | -0.3% | 30.14% |
| 1Y | 6.14% | 105.13% |
| 3Y (ann.) | 3.59% | 81.7% |
| 5Y (ann.) | 4.87% | 40.11% |
| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| Max Drawdown | -14.63% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.34% |
| Avg. Drawdown Days | 70.0 | 32.0 |
| Recovery Factor | 1.22 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-08 | -14.63 | 617 |
| 2025-01-16 | 2025-07-14 | -10.85 | 179 |
| 2024-06-07 | 2024-09-13 | -7.15 | 98 |
| 2022-04-21 | 2022-06-23 | -5.86 | 62 |
| 2024-10-30 | 2025-01-15 | -5.84 | 77 |
| 2022-02-17 | 2022-03-16 | -3.46 | 26 |
| 2022-03-16 | 2022-04-21 | -2.46 | 35 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2024-04-08 | 2024-04-22 | -1.38 | 13 |
| 2024-04-23 | 2024-05-05 | -1.16 | 12 |
| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 7.26% | 35.75% |
| Worst Week | -6.76% | -29.64% |
| Best Month | 7.26% | 43.77% |
| Worst Month | -5.31% | -37.12% |
| Best Year | 15.64% | 155.54% |
| Worst Year | -0.3% | -56.42% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 1.88% | 7.96% |
| Avg. Down Week | -1.75% | -4.91% |
| Avg. Up Month | 2.52% | 15.75% |
| Avg. Down Month | -2.41% | -10.03% |
| Win Days % | 46.5% | 51.32% |
| Win Month % | 52.5% | 62.79% |
| Win Week % | 55.38% | 51.63% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 75.0% |