| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -21.14% | 184.67% |
| Max Drawdown | -28.43% | -67.18% |
| Sharpe | -0.17 | 0.42 |
| Sortino | -0.24 | 0.6 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 0.92 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.42 | 0.55 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.61 | 3.12 |
| Outlier Loss Ratio | 3.76 | 3.14 |
| Volatility (ann.) | 8.07% | 26.32% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.23 | 0.52 |
| Skew | 1.31 | 0.18 |
| Kurtosis | 90.98 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.55% | 2.46% |
| Expected Yearly % | -5.76% | 29.89% |
| Kelly Criterion | -11.26% | 2.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11380663:BTCUSD | 11380663:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -11.23 | 0.18 | + |
| 2023 | 155.54 | 1.24 | 0.01 | - |
| 2024 | 121.00 | 3.83 | 0.03 | - |
| 2025 | 30.14 | -15.48 | -0.51 | - |
| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| MTD | 1.52% | 13.36% |
| 3M | 1.12% | 45.08% |
| 6M | -15.48% | 28.47% |
| YTD | -15.48% | 30.14% |
| 1Y | -25.27% | 105.13% |
| 3Y (ann.) | -5.61% | 81.7% |
| 5Y (ann.) | -6.58% | 34.95% |
| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| Max Drawdown | -28.43% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -9.62% | -7.55% |
| Avg. Drawdown Days | 157.0 | 36.0 |
| Recovery Factor | -0.74 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-07-14 | -28.43 | 347 |
| 2023-04-26 | 2024-04-20 | -19.13 | 359 |
| 2022-05-16 | 2023-04-26 | -17.02 | 345 |
| 2022-01-28 | 2022-05-15 | -7.11 | 107 |
| 2024-05-16 | 2024-07-31 | -3.29 | 76 |
| 2024-04-20 | 2024-05-15 | -1.18 | 25 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.99% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 10.01% | 43.77% |
| Worst Month | -14.24% | -37.12% |
| Best Year | 3.83% | 155.54% |
| Worst Year | -15.48% | -61.27% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.85% | -0.93% |
| Avg. Up Week | 2.31% | 8.05% |
| Avg. Down Week | -2.17% | -4.63% |
| Avg. Up Month | 2.84% | 14.71% |
| Avg. Down Month | -4.71% | -12.47% |
| Win Days % | 42.33% | 51.26% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 40.21% | 51.61% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |