| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 11.41% | 190.14% |
| Max Drawdown | -20.48% | -67.18% |
| Sharpe | 0.14 | 0.42 |
| Sortino | 0.2 | 0.61 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.48 | 1.06 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 0.45 | 0.99 |
| Outlier Win Ratio | 55.73 | 3.22 |
| Outlier Loss Ratio | 4.12 | 3.08 |
| Volatility (ann.) | 8.18% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.15 | 0.53 |
| Skew | 0.59 | 0.18 |
| Kurtosis | 80.44 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.51% |
| Expected Yearly % | 2.74% | 30.51% |
| Kelly Criterion | -2.2% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11377288:BTCUSD | 11377288:btcusd:triple_med_gx:lsma70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 15.09 | -0.25 | + |
| 2023 | 155.54 | 1.54 | 0.01 | - |
| 2024 | 121.00 | -6.87 | -0.06 | - |
| 2025 | 30.14 | 2.37 | 0.08 | - |
| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| MTD | 2.79% | 13.36% |
| 3M | 1.28% | 45.08% |
| 6M | -2.51% | 28.47% |
| YTD | 2.37% | 30.14% |
| 1Y | 5.9% | 105.13% |
| 3Y (ann.) | 4.94% | 81.7% |
| 5Y (ann.) | 3.15% | 35.72% |
| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| Max Drawdown | -20.48% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.32% |
| Avg. Drawdown Days | 59.0 | 35.0 |
| Recovery Factor | 0.56 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-07-14 | -20.48 | 468 |
| 2022-04-26 | 2022-10-25 | -19.61 | 182 |
| 2023-05-23 | 2024-03-06 | -10.65 | 288 |
| 2022-01-20 | 2022-02-04 | -10.16 | 15 |
| 2023-02-23 | 2023-04-18 | -5.11 | 54 |
| 2022-02-12 | 2022-04-01 | -4.83 | 47 |
| 2022-11-24 | 2023-01-20 | -2.99 | 57 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2023-04-18 | 2023-05-04 | -2.00 | 15 |
| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -6.54% | -29.64% |
| Best Month | 13.41% | 43.77% |
| Worst Month | -11.0% | -37.12% |
| Best Year | 15.09% | 155.54% |
| Worst Year | -6.87% | -60.52% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.73% | -0.84% |
| Avg. Up Week | 3.37% | 4.9% |
| Avg. Down Week | -2.15% | -3.84% |
| Avg. Up Month | 3.85% | 10.66% |
| Avg. Down Month | -3.6% | -9.57% |
| Win Days % | 45.11% | 51.27% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 41.58% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |