| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.15% | 159.0% |
| Max Drawdown | -18.86% | -67.18% |
| Sharpe | -0.01 | 0.4 |
| Sortino | -0.02 | 0.57 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.1 | 1.05 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 46.67 | 3.35 |
| Outlier Loss Ratio | 3.95 | 3.31 |
| Volatility (ann.) | 9.49% | 26.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.11 | 0.48 |
| Skew | 1.44 | 0.18 |
| Kurtosis | 69.97 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.18% | 2.29% |
| Expected Yearly % | -1.84% | 26.86% |
| Kelly Criterion | -5.85% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.26% |
| Expected Shortfall (cVaR) | -0.82% | -2.26% |
| Year | 11383035:BTCUSD | 11383035:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -7.97 | 0.13 | + |
| 2023 | 155.54 | -3.07 | -0.02 | - |
| 2024 | 121.00 | 14.51 | 0.12 | - |
| 2025 | 17.02 | -9.11 | -0.54 | - |
| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| MTD | -1.12% | 4.4% |
| 3M | -3.79% | 31.76% |
| 6M | -11.92% | 12.25% |
| YTD | -9.11% | 17.02% |
| 1Y | -12.31% | 57.19% |
| 3Y (ann.) | 2.95% | 55.42% |
| 5Y (ann.) | -2.16% | 32.39% |
| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| Max Drawdown | -18.86% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -8.04% | -7.87% |
| Avg. Drawdown Days | 119.0 | 38.0 |
| Recovery Factor | -0.38 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-03-24 | -18.86 | 333 |
| 2022-01-26 | 2022-09-21 | -18.47 | 238 |
| 2024-09-03 | 2025-06-11 | -18.03 | 281 |
| 2022-09-21 | 2023-04-26 | -14.74 | 216 |
| 2024-06-16 | 2024-08-23 | -6.37 | 67 |
| 2024-04-07 | 2024-06-02 | -2.31 | 55 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-04-06 | 2024-04-07 | -0.18 | 0 |
| 2024-04-07 | 2024-04-07 | -0.08 | 0 |
| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 12.68% | 43.77% |
| Worst Month | -11.65% | -37.12% |
| Best Year | 14.51% | 155.54% |
| Worst Year | -9.11% | -60.81% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.36% | 7.06% |
| Avg. Down Week | -3.03% | -4.51% |
| Avg. Up Month | 3.37% | 15.21% |
| Avg. Down Month | -3.93% | -9.53% |
| Win Days % | 43.47% | 51.23% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 49.5% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |