| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -8.4% | 181.88% |
| Max Drawdown | -26.75% | -67.18% |
| Sharpe | -0.05 | 0.41 |
| Sortino | -0.08 | 0.6 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.99 | 3.0 |
| Outlier Loss Ratio | 4.14 | 3.08 |
| Volatility (ann.) | 7.19% | 26.31% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.09 | 0.51 |
| Skew | 1.64 | 0.18 |
| Kurtosis | 71.47 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.2% | 2.44% |
| Expected Yearly % | -2.17% | 29.57% |
| Kelly Criterion | -9.77% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11374425:BTCUSD | 11374425:btcusd:triple_med_gx:lsma50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 10.83 | -0.18 | + |
| 2023 | 155.54 | -8.93 | -0.06 | - |
| 2024 | 121.00 | -2.94 | -0.02 | - |
| 2025 | 30.14 | -6.51 | -0.22 | - |
| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| MTD | -0.01% | 13.36% |
| 3M | -0.65% | 45.08% |
| 6M | -7.32% | 28.47% |
| YTD | -6.51% | 30.14% |
| 1Y | -13.98% | 105.13% |
| 3Y (ann.) | -6.7% | 81.7% |
| 5Y (ann.) | -2.48% | 34.54% |
| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| Max Drawdown | -26.75% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -3.61% | -7.48% |
| Avg. Drawdown Days | 82.0 | 36.0 |
| Recovery Factor | -0.31 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -26.75 | 1089 |
| 2022-02-27 | 2022-03-28 | -5.84 | 28 |
| 2022-05-04 | 2022-06-21 | -5.50 | 47 |
| 2022-06-21 | 2022-07-07 | -4.43 | 16 |
| 2022-04-16 | 2022-05-04 | -2.95 | 18 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| 2022-02-07 | 2022-02-26 | -0.74 | 19 |
| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.33% | 35.75% |
| Worst Week | -6.34% | -29.64% |
| Best Month | 14.21% | 43.77% |
| Worst Month | -8.31% | -37.12% |
| Best Year | 10.83% | 155.54% |
| Worst Year | -8.93% | -61.64% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 2.49% | 7.32% |
| Avg. Down Week | -2.09% | -2.79% |
| Avg. Up Month | 3.53% | 13.29% |
| Avg. Down Month | -1.88% | -11.42% |
| Win Days % | 42.7% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 45.54% | 51.61% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |