| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 26.14% | 184.67% |
| Max Drawdown | -22.68% | -67.18% |
| Sharpe | 0.27 | 0.42 |
| Sortino | 0.4 | 0.6 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.64 | 3.14 |
| Outlier Loss Ratio | 4.47 | 2.96 |
| Volatility (ann.) | 7.06% | 26.32% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.3 | 0.52 |
| Skew | 0.8 | 0.18 |
| Kurtosis | 101.46 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.46% |
| Expected Yearly % | 5.98% | 29.89% |
| Kelly Criterion | 1.02% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11377287:BTCUSD | 11377287:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 37.63 | -0.61 | + |
| 2023 | 155.54 | -8.18 | -0.05 | - |
| 2024 | 121.00 | -3.96 | -0.03 | - |
| 2025 | 30.14 | 3.93 | 0.13 | - |
| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| MTD | 2.64% | 13.36% |
| 3M | 3.27% | 45.08% |
| 6M | -1.02% | 28.47% |
| YTD | 3.93% | 30.14% |
| 1Y | 11.34% | 105.13% |
| 3Y (ann.) | 3.93% | 81.7% |
| 5Y (ann.) | 6.88% | 34.95% |
| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| Max Drawdown | -22.68% | -67.18% |
| Longest DD Days | 872.0 | 683.0 |
| Avg. Drawdown | -2.9% | -7.55% |
| Avg. Drawdown Days | 63.0 | 36.0 |
| Recovery Factor | 1.15 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-23 | 2025-07-14 | -22.68 | 872 |
| 2022-04-26 | 2022-09-09 | -13.27 | 136 |
| 2022-02-12 | 2022-03-25 | -4.31 | 40 |
| 2022-11-24 | 2023-02-22 | -2.76 | 90 |
| 2022-10-24 | 2022-11-22 | -2.57 | 29 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2022-01-19 | 2022-01-20 | -1.61 | 1 |
| 2022-10-05 | 2022-10-23 | -1.54 | 18 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-03-25 | 2022-03-27 | -0.60 | 1 |
| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -6.12% | -29.64% |
| Best Month | 13.41% | 43.77% |
| Worst Month | -7.94% | -37.12% |
| Best Year | 37.63% | 155.54% |
| Worst Year | -8.18% | -61.27% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.65% | -0.78% |
| Avg. Up Week | 3.1% | 5.62% |
| Avg. Down Week | -1.76% | -3.36% |
| Avg. Up Month | 2.99% | 11.02% |
| Avg. Down Month | -3.43% | -11.26% |
| Win Days % | 44.17% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 43.43% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |