| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -10.0% | 181.88% |
| Max Drawdown | -23.06% | -67.18% |
| Sharpe | -0.07 | 0.41 |
| Sortino | -0.11 | 0.6 |
| Payoff Ratio | 1.43 | 1.28 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.5 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 79.41 | 3.0 |
| Outlier Loss Ratio | 4.13 | 2.96 |
| Volatility (ann.) | 6.95% | 26.31% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.13 | 0.51 |
| Skew | 2.48 | 0.18 |
| Kurtosis | 141.35 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.24% | 2.44% |
| Expected Yearly % | -2.6% | 29.57% |
| Kelly Criterion | -8.41% | 13.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11379431:BTCUSD | 11379431:btcusd:triple_med_gx:lsma50_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -9.34 | 0.15 | + |
| 2023 | 155.54 | -0.99 | -0.01 | - |
| 2024 | 121.00 | 8.06 | 0.07 | - |
| 2025 | 30.14 | -7.21 | -0.24 | - |
| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| MTD | -0.75% | 13.36% |
| 3M | -2.21% | 45.08% |
| 6M | -7.21% | 28.47% |
| YTD | -7.21% | 30.14% |
| 1Y | -19.2% | 105.13% |
| 3Y (ann.) | -1.81% | 81.7% |
| 5Y (ann.) | -2.97% | 34.54% |
| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| Max Drawdown | -23.06% | -67.18% |
| Longest DD Days | 411.0 | 683.0 |
| Avg. Drawdown | -6.78% | -7.48% |
| Avg. Drawdown Days | 131.0 | 36.0 |
| Recovery Factor | -0.43 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-07-14 | -23.06 | 406 |
| 2023-05-07 | 2024-03-23 | -17.39 | 320 |
| 2022-03-11 | 2023-04-26 | -16.21 | 411 |
| 2024-03-23 | 2024-04-20 | -2.53 | 27 |
| 2024-05-04 | 2024-05-15 | -0.68 | 11 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 9.72% | 43.77% |
| Worst Month | -9.32% | -37.12% |
| Best Year | 8.06% | 155.54% |
| Worst Year | -9.34% | -61.64% |
| Avg. Up Day | 1.05% | 1.1% |
| Avg. Down Day | -0.74% | -0.87% |
| Avg. Up Week | 2.64% | 7.64% |
| Avg. Down Week | -2.06% | -5.0% |
| Avg. Up Month | 4.35% | 16.35% |
| Avg. Down Month | -4.87% | -11.5% |
| Win Days % | 36.24% | 51.25% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 40.21% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |