| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -5.83% | 160.91% |
| Max Drawdown | -20.37% | -67.18% |
| Sharpe | -0.0 | 0.4 |
| Sortino | -0.0 | 0.58 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.37 | 1.05 |
| CPC Index | 0.5 | 0.63 |
| Tail Ratio | 0.37 | 0.98 |
| Outlier Win Ratio | 50.7 | 3.27 |
| Outlier Loss Ratio | 3.89 | 3.27 |
| Volatility (ann.) | 9.15% | 26.54% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.09 | 0.49 |
| Skew | 1.72 | 0.18 |
| Kurtosis | 79.64 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.31% |
| Expected Yearly % | -1.49% | 27.09% |
| Kelly Criterion | -6.15% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.26% |
| Expected Shortfall (cVaR) | -0.79% | -2.26% |
| Year | 11381769:BTCUSD | 11381769:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -10.61 | 0.18 | + |
| 2023 | 155.54 | 0.49 | 0.00 | - |
| 2024 | 121.00 | 9.64 | 0.08 | - |
| 2025 | 17.02 | -4.37 | -0.26 | - |
| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| MTD | -1.44% | 4.4% |
| 3M | 2.22% | 31.76% |
| 6M | -8.32% | 12.25% |
| YTD | -4.37% | 17.02% |
| 1Y | -15.35% | 57.19% |
| 3Y (ann.) | 3.83% | 55.42% |
| 5Y (ann.) | -1.75% | 32.62% |
| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| Max Drawdown | -20.37% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -5.24% | -7.67% |
| Avg. Drawdown Days | 118.0 | 37.0 |
| Recovery Factor | -0.29 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -20.37 | 317 |
| 2022-01-26 | 2024-02-27 | -19.39 | 761 |
| 2024-06-03 | 2024-07-29 | -3.89 | 55 |
| 2024-03-13 | 2024-03-24 | -3.73 | 11 |
| 2024-04-07 | 2024-05-15 | -2.31 | 37 |
| 2024-03-11 | 2024-03-13 | -1.59 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-04-06 | 2024-04-07 | -0.18 | 0 |
| 2024-04-07 | 2024-04-07 | -0.08 | 0 |
| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 9.27% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 10.78% | 43.77% |
| Worst Month | -12.14% | -37.12% |
| Best Year | 9.64% | 155.54% |
| Worst Year | -10.61% | -60.52% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 3.15% | 7.5% |
| Avg. Down Week | -2.87% | -4.65% |
| Avg. Up Month | 3.49% | 15.64% |
| Avg. Down Month | -3.55% | -8.75% |
| Win Days % | 42.38% | 51.24% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 47.92% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |