| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 5.52% | 190.14% |
| Max Drawdown | -22.44% | -67.18% |
| Sharpe | 0.09 | 0.42 |
| Sortino | 0.14 | 0.61 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.27 | 1.06 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 0.26 | 0.99 |
| Outlier Win Ratio | 53.86 | 3.2 |
| Outlier Loss Ratio | 4.09 | 3.2 |
| Volatility (ann.) | 8.31% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.07 | 0.53 |
| Skew | 3.28 | 0.18 |
| Kurtosis | 78.87 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.51% |
| Expected Yearly % | 1.35% | 30.51% |
| Kelly Criterion | -4.37% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11372640:BTCUSD | 11372640:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -2.50 | 0.04 | + |
| 2023 | 155.54 | 2.99 | 0.02 | - |
| 2024 | 121.00 | 15.76 | 0.13 | - |
| 2025 | 30.14 | -9.23 | -0.31 | - |
| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | 4.75% | 45.08% |
| 6M | -9.23% | 28.47% |
| YTD | -9.23% | 30.14% |
| 1Y | -10.44% | 105.13% |
| 3Y (ann.) | -1.68% | 81.7% |
| 5Y (ann.) | 1.55% | 35.72% |
| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| Max Drawdown | -22.44% | -67.18% |
| Longest DD Days | 755.0 | 683.0 |
| Avg. Drawdown | -4.97% | -7.32% |
| Avg. Drawdown Days | 81.0 | 35.0 |
| Recovery Factor | 0.25 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-08-23 | -22.44 | 755 |
| 2024-08-24 | 2025-07-14 | -19.91 | 324 |
| 2022-05-16 | 2022-07-07 | -8.00 | 52 |
| 2022-07-08 | 2022-07-18 | -4.58 | 9 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-05-15 | -3.29 | 30 |
| 2022-07-20 | 2022-07-30 | -2.48 | 10 |
| 2022-01-29 | 2022-02-27 | -2.17 | 28 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 9.02% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 13.22% | 43.77% |
| Worst Month | -9.51% | -37.12% |
| Best Year | 15.76% | 155.54% |
| Worst Year | -9.23% | -60.52% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.17% | 9.72% |
| Avg. Down Week | -1.75% | -3.02% |
| Avg. Up Month | 4.16% | 18.43% |
| Avg. Down Month | -3.91% | -11.4% |
| Win Days % | 43.75% | 51.27% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 38.71% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |