| Metric | 11377324:btcusd:triple_med_gx:lsma245_50 | 11377324:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 13.74% | 180.3% |
| Max Drawdown | -27.35% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.2 | 0.62 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 28.89 | 3.55 |
| Outlier Loss Ratio | 4.29 | 3.62 |
| Volatility (ann.) | 11.2% | 25.75% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.14 | 0.53 |
| Skew | -0.1 | 0.16 |
| Kurtosis | 32.45 | 6.48 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.55% |
| Expected Yearly % | 3.27% | 29.39% |
| Kelly Criterion | -0.13% | 2.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.19% |
| Expected Shortfall (cVaR) | -0.96% | -2.19% |
| Year | 11377324:BTCUSD | 11377324:btcusd:triple_med_gx:lsma245_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.86 | -0.82 | 0.01 | + |
| 2023 | 155.54 | -3.16 | -0.02 | - |
| 2024 | 121.00 | 8.19 | 0.07 | - |
| 2025 | 30.14 | 9.46 | 0.31 | - |
| Metric | 11377324:btcusd:triple_med_gx:lsma245_50 | 11377324:BTCUSD |
|---|---|---|
| MTD | -0.3% | 13.36% |
| 3M | 23.21% | 45.08% |
| 6M | 9.46% | 28.47% |
| YTD | 9.46% | 30.14% |
| 1Y | 6.0% | 105.13% |
| 3Y (ann.) | 9.55% | 81.7% |
| 5Y (ann.) | 3.9% | 35.81% |
| Metric | 11377324:btcusd:triple_med_gx:lsma245_50 | 11377324:BTCUSD |
|---|---|---|
| Max Drawdown | -27.35% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -6.03% | -6.78% |
| Avg. Drawdown Days | 101.0 | 37.0 |
| Recovery Factor | 0.5 | 2.68 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-10 | -27.35 | 642 |
| 2024-03-13 | 2025-07-14 | -24.81 | 487 |
| 2022-04-05 | 2022-05-30 | -8.31 | 55 |
| 2022-03-05 | 2022-03-25 | -3.81 | 19 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-12 | 2024-03-13 | -1.51 | 0 |
| 2022-05-31 | 2022-06-05 | -0.61 | 5 |
| 2022-03-25 | 2022-03-27 | -0.60 | 1 |
| 2022-03-27 | 2022-04-01 | -0.52 | 5 |
| Metric | 11377324:btcusd:triple_med_gx:lsma245_50 | 11377324: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 | 15.12% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 9.46% | 155.54% |
| Worst Year | -3.16% | -61.86% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.63% | 5.19% |
| Avg. Down Week | -3.56% | -5.29% |
| Avg. Up Month | 6.58% | 15.07% |
| Avg. Down Month | -8.3% | -17.37% |
| Win Days % | 48.99% | 51.3% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 51.06% | 51.67% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |