| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.37% | 215.41% |
| Max Drawdown | -16.14% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.26 | 0.65 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 71.09 | 3.13 |
| Outlier Loss Ratio | 3.75 | 2.98 |
| Volatility (ann.) | 6.84% | 26.14% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.25 | 0.59 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 90.79 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.77% |
| Expected Yearly % | 3.41% | 33.27% |
| Kelly Criterion | -1.44% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.22% |
| Expected Shortfall (cVaR) | -0.59% | -2.22% |
| Year | 11372009:BTCUSD | 11372009:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -1.26 | 0.02 | + |
| 2023 | 155.54 | 6.07 | 0.04 | - |
| 2024 | 121.00 | 14.69 | 0.12 | - |
| 2025 | 30.14 | -4.79 | -0.16 | - |
| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.74% | 45.08% |
| 6M | -5.94% | 28.47% |
| YTD | -4.79% | 30.14% |
| 1Y | 2.69% | 105.13% |
| 3Y (ann.) | 3.96% | 81.7% |
| 5Y (ann.) | 3.97% | 39.55% |
| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| Max Drawdown | -16.14% | -67.18% |
| Longest DD Days | 544.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.6% |
| Avg. Drawdown Days | 145.0 | 34.0 |
| Recovery Factor | 0.89 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -16.14 | 461 |
| 2022-04-21 | 2023-10-18 | -12.00 | 544 |
| 2023-10-18 | 2024-02-28 | -6.91 | 133 |
| 2022-03-02 | 2022-03-16 | -2.68 | 14 |
| 2024-03-29 | 2024-04-08 | -1.92 | 10 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| 2022-04-20 | 2022-04-21 | -0.18 | 0 |
| 2024-03-27 | 2024-03-27 | -0.18 | 0 |
| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 10.42% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 10.42% | 43.77% |
| Worst Month | -7.05% | -37.12% |
| Best Year | 14.69% | 155.54% |
| Worst Year | -4.79% | -57.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 2.46% | 8.43% |
| Avg. Down Week | -2.0% | -3.84% |
| Avg. Up Month | 2.51% | 17.13% |
| Avg. Down Month | -3.47% | -10.33% |
| Win Days % | 46.98% | 51.34% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 50.79% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |