| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 19.31% | 159.0% |
| Max Drawdown | -21.52% | -67.18% |
| Sharpe | 0.2 | 0.4 |
| Sortino | 0.3 | 0.57 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.76 | 3.13 |
| Outlier Loss Ratio | 3.64 | 3.03 |
| Volatility (ann.) | 8.01% | 26.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.25 | 0.48 |
| Skew | 0.92 | 0.18 |
| Kurtosis | 91.19 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.29% |
| Expected Yearly % | 4.51% | 26.86% |
| Kelly Criterion | 0.15% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.26% |
| Expected Shortfall (cVaR) | -0.69% | -2.26% |
| Year | 11381064:BTCUSD | 11381064:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 1.44 | -0.02 | + |
| 2023 | 155.54 | 0.28 | 0.00 | - |
| 2024 | 121.00 | 31.71 | 0.26 | - |
| 2025 | 17.02 | -10.95 | -0.64 | - |
| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.03% | 31.76% |
| 6M | -10.95% | 12.25% |
| YTD | -10.95% | 17.02% |
| 1Y | -1.69% | 57.19% |
| 3Y (ann.) | 9.25% | 55.42% |
| 5Y (ann.) | 5.34% | 32.39% |
| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| Max Drawdown | -21.52% | -67.18% |
| Longest DD Days | 591.0 | 683.0 |
| Avg. Drawdown | -5.23% | -7.87% |
| Avg. Drawdown Days | 76.0 | 38.0 |
| Recovery Factor | 0.9 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-07-28 | -21.52 | 140 |
| 2024-08-30 | 2025-06-11 | -16.33 | 285 |
| 2022-07-28 | 2024-03-11 | -15.94 | 591 |
| 2024-04-04 | 2024-05-27 | -7.79 | 52 |
| 2024-05-27 | 2024-07-08 | -5.08 | 41 |
| 2022-02-16 | 2022-03-09 | -2.55 | 21 |
| 2022-01-22 | 2022-01-23 | -2.46 | 1 |
| 2024-07-10 | 2024-07-25 | -2.31 | 15 |
| 2024-07-08 | 2024-07-09 | -1.52 | 0 |
| 2022-01-23 | 2022-01-23 | -0.97 | 0 |
| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.5% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 26.62% | 43.77% |
| Worst Month | -8.92% | -37.12% |
| Best Year | 31.71% | 155.54% |
| Worst Year | -10.95% | -60.81% |
| Avg. Up Day | 1.0% | 1.04% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 3.78% | 6.38% |
| Avg. Down Week | -2.48% | -6.22% |
| Avg. Up Month | 5.98% | 15.36% |
| Avg. Down Month | -4.4% | -14.13% |
| Win Days % | 45.06% | 51.23% |
| Win Month % | 48.72% | 59.52% |
| Win Week % | 49.35% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |