| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.36% | 203.33% |
| Max Drawdown | -25.78% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.24 | 0.64 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 39.34 | 3.44 |
| Outlier Loss Ratio | 3.81 | 3.28 |
| Volatility (ann.) | 9.81% | 26.04% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.19 | 0.57 |
| Skew | -0.33 | 0.18 |
| Kurtosis | 49.33 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.68% |
| Expected Yearly % | 4.08% | 31.97% |
| Kelly Criterion | 1.2% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.21% |
| Expected Shortfall (cVaR) | -0.84% | -2.21% |
| Year | 11378128:BTCUSD | 11378128:btcusd:triple_med_gx:lsma175_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -1.04 | 0.02 | + |
| 2023 | 155.54 | 23.61 | 0.15 | - |
| 2024 | 121.00 | 9.27 | 0.08 | - |
| 2025 | 30.14 | -12.19 | -0.40 | - |
| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -1.56% | 45.08% |
| 6M | -5.21% | 28.47% |
| YTD | -12.19% | 30.14% |
| 1Y | -15.91% | 105.13% |
| 3Y (ann.) | 3.48% | 81.7% |
| 5Y (ann.) | 4.82% | 38.59% |
| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| Max Drawdown | -25.78% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.86% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 0.67 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-07-14 | -25.78 | 359 |
| 2022-05-31 | 2023-01-14 | -20.50 | 227 |
| 2023-06-07 | 2024-02-12 | -15.21 | 250 |
| 2023-01-15 | 2023-03-17 | -7.82 | 61 |
| 2024-05-10 | 2024-05-20 | -5.02 | 10 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2023-03-30 | 2023-05-05 | -3.01 | 36 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-05-08 | 2024-05-09 | -2.68 | 1 |
| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 16.2% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 21.29% | 43.77% |
| Worst Month | -11.44% | -37.12% |
| Best Year | 23.61% | 155.54% |
| Worst Year | -12.19% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.25% | 7.32% |
| Avg. Down Week | -3.88% | -5.2% |
| Avg. Up Month | 6.71% | 15.17% |
| Avg. Down Month | -6.74% | -11.43% |
| Win Days % | 48.83% | 51.33% |
| Win Month % | 53.33% | 61.9% |
| Win Week % | 51.67% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |