| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 3.56% | 181.27% |
| Max Drawdown | -12.55% | -67.18% |
| Sharpe | 0.1 | 0.42 |
| Sortino | 0.13 | 0.61 |
| Payoff Ratio | 1.19 | 0.93 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.51 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 288.8 | 2.41 |
| Outlier Loss Ratio | 3.38 | 2.39 |
| Volatility (ann.) | 3.23% | 26.06% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.08 | 0.53 |
| Skew | -8.19 | 0.18 |
| Kurtosis | 579.32 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.49% |
| Expected Yearly % | 0.88% | 29.5% |
| Kelly Criterion | -6.28% | -1.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.21% |
| Expected Shortfall (cVaR) | -0.28% | -2.21% |
| Year | 11379194:BTCUSD | 11379194:btcusd:triple_med_gx:lsma50_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.10 | -0.05 | + |
| 2023 | 155.54 | -7.44 | -0.05 | - |
| 2024 | 121.00 | 6.02 | 0.05 | - |
| 2025 | 30.14 | 2.35 | 0.08 | - |
| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 1.93% | 45.08% |
| 6M | 2.22% | 28.47% |
| YTD | 2.35% | 30.14% |
| 1Y | 1.95% | 105.13% |
| 3Y (ann.) | 0.58% | 81.7% |
| 5Y (ann.) | 1.03% | 35.48% |
| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| Max Drawdown | -12.55% | -67.18% |
| Longest DD Days | 1004.0 | 683.0 |
| Avg. Drawdown | -3.53% | -7.24% |
| Avg. Drawdown Days | 178.0 | 37.0 |
| Recovery Factor | 0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-14 | 2025-07-14 | -12.55 | 1004 |
| 2022-09-21 | 2022-10-14 | -6.50 | 22 |
| 2022-08-08 | 2022-09-21 | -1.57 | 44 |
| 2022-08-07 | 2022-08-08 | -0.18 | 0 |
| 2022-04-07 | 2022-04-07 | -0.18 | 0 |
| 2022-06-14 | 2022-06-14 | -0.18 | 0 |
| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| Best Day | 3.12% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 4.41% | 35.75% |
| Worst Week | -2.97% | -29.64% |
| Best Month | 4.41% | 43.77% |
| Worst Month | -4.63% | -37.12% |
| Best Year | 6.02% | 155.54% |
| Worst Year | -7.44% | -61.73% |
| Avg. Up Day | 0.95% | 1.03% |
| Avg. Down Day | -0.79% | -1.11% |
| Avg. Up Week | 1.66% | 7.65% |
| Avg. Down Week | -0.94% | -3.72% |
| Avg. Up Month | 1.32% | 21.24% |
| Avg. Down Month | -1.08% | -4.6% |
| Win Days % | 42.22% | 51.3% |
| Win Month % | 63.64% | 61.9% |
| Win Week % | 53.57% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |