| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -6.05% | 188.02% |
| Max Drawdown | -28.8% | -67.18% |
| Sharpe | -0.01 | 0.42 |
| Sortino | -0.02 | 0.61 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.49 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.45 | 3.13 |
| Outlier Loss Ratio | 3.78 | 3.15 |
| Volatility (ann.) | 8.31% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.06 | 0.53 |
| Skew | 2.56 | 0.18 |
| Kurtosis | 89.2 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.15% | 2.49% |
| Expected Yearly % | -1.55% | 30.27% |
| Kelly Criterion | -6.1% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11372651:BTCUSD | 11372651:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -14.04 | 0.23 | + |
| 2023 | 155.54 | 4.22 | 0.03 | - |
| 2024 | 121.00 | 13.93 | 0.12 | - |
| 2025 | 30.14 | -7.95 | -0.26 | - |
| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -1.02% | 45.08% |
| 6M | -7.95% | 28.47% |
| YTD | -7.95% | 30.14% |
| 1Y | -20.57% | 105.13% |
| 3Y (ann.) | -4.48% | 81.7% |
| 5Y (ann.) | -1.78% | 35.5% |
| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -4.5% | -7.5% |
| Avg. Drawdown Days | 101.0 | 36.0 |
| Recovery Factor | -0.21 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -28.80 | 1089 |
| 2022-04-16 | 2022-07-18 | -10.99 | 93 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-01-30 | 2022-02-26 | -0.64 | 27 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.68% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 13.97% | 43.77% |
| Worst Month | -14.52% | -37.12% |
| Best Year | 13.93% | 155.54% |
| Worst Year | -14.04% | -60.81% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 2.82% | 8.63% |
| Avg. Down Week | -2.49% | -3.02% |
| Avg. Up Month | 4.21% | 15.26% |
| Avg. Down Month | -3.93% | -11.51% |
| Win Days % | 44.04% | 51.26% |
| Win Month % | 47.5% | 60.47% |
| Win Week % | 46.84% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |