| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 21.16% | 193.14% |
| Max Drawdown | -27.82% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.26 | 0.64 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 29.07 | 3.53 |
| Outlier Loss Ratio | 4.3 | 3.59 |
| Volatility (ann.) | 11.07% | 25.76% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.21 | 0.56 |
| Skew | 0.02 | 0.16 |
| Kurtosis | 32.77 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.59% |
| Expected Yearly % | 4.92% | 30.85% |
| Kelly Criterion | 0.72% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.19% |
| Expected Shortfall (cVaR) | -0.95% | -2.19% |
| Year | 11377321:BTCUSD | 11377321:btcusd:triple_med_gx:lsma235_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 0.05 | -0.00 | + |
| 2023 | 155.54 | -2.30 | -0.01 | - |
| 2024 | 121.00 | 9.69 | 0.08 | - |
| 2025 | 30.14 | 13.01 | 0.43 | - |
| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 27.21% | 45.08% |
| 6M | 13.01% | 28.47% |
| YTD | 13.01% | 30.14% |
| 1Y | 12.7% | 105.13% |
| 3Y (ann.) | 13.97% | 81.7% |
| 5Y (ann.) | 5.86% | 37.56% |
| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| Max Drawdown | -27.82% | -67.18% |
| Longest DD Days | 487.0 | 683.0 |
| Avg. Drawdown | -6.62% | -6.85% |
| Avg. Drawdown Days | 81.0 | 37.0 |
| Recovery Factor | 0.76 | 2.88 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -27.82 | 228 |
| 2024-03-13 | 2025-07-14 | -26.96 | 487 |
| 2023-02-04 | 2024-03-06 | -14.51 | 395 |
| 2022-04-05 | 2022-06-06 | -11.19 | 61 |
| 2023-01-21 | 2023-02-04 | -4.11 | 13 |
| 2022-03-05 | 2022-03-25 | -3.81 | 19 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-12 | 2024-03-13 | -1.51 | 0 |
| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 14.18% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 13.01% | 155.54% |
| Worst Year | -2.3% | -60.11% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.64% | 5.05% |
| Avg. Down Week | -3.69% | -5.05% |
| Avg. Up Month | 5.91% | 14.22% |
| Avg. Down Month | -7.53% | -17.37% |
| Win Days % | 49.15% | 51.32% |
| Win Month % | 61.11% | 61.9% |
| Win Week % | 53.26% | 51.67% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |