| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 0.63% | 159.0% |
| Max Drawdown | -25.74% | -67.18% |
| Sharpe | 0.05 | 0.4 |
| Sortino | 0.08 | 0.57 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.74 | 1.05 |
| CPC Index | 0.53 | 0.62 |
| Tail Ratio | 0.72 | 0.98 |
| Outlier Win Ratio | 47.94 | 3.37 |
| Outlier Loss Ratio | 3.94 | 3.29 |
| Volatility (ann.) | 9.48% | 26.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.01 | 0.48 |
| Skew | 1.63 | 0.18 |
| Kurtosis | 65.45 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.29% |
| Expected Yearly % | 0.16% | 26.86% |
| Kelly Criterion | -5.19% | 8.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.26% |
| Expected Shortfall (cVaR) | -0.81% | -2.26% |
| Year | 11383092:BTCUSD | 11383092:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -4.82 | 0.08 | + |
| 2023 | 155.54 | -5.07 | -0.03 | - |
| 2024 | 121.00 | 16.38 | 0.14 | - |
| 2025 | 17.02 | -4.31 | -0.25 | - |
| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| MTD | -0.52% | 4.4% |
| 3M | 3.03% | 31.76% |
| 6M | -8.73% | 12.25% |
| YTD | -4.31% | 17.02% |
| 1Y | -17.62% | 57.19% |
| 3Y (ann.) | 0.89% | 55.42% |
| 5Y (ann.) | 0.18% | 32.39% |
| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| Max Drawdown | -25.74% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -6.56% | -7.87% |
| Avg. Drawdown Days | 85.0 | 38.0 |
| Recovery Factor | 0.02 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-04-08 | -25.74 | 347 |
| 2024-06-17 | 2025-06-11 | -23.61 | 358 |
| 2022-09-21 | 2023-04-26 | -15.65 | 216 |
| 2022-05-16 | 2022-09-21 | -13.68 | 128 |
| 2022-02-26 | 2022-05-15 | -6.70 | 78 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-04-08 | 2024-04-20 | -1.43 | 12 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2024-04-20 | 2024-05-05 | -1.18 | 14 |
| 2024-06-04 | 2024-06-17 | -0.41 | 12 |
| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.43% | 35.75% |
| Worst Week | -13.04% | -29.64% |
| Best Month | 10.1% | 43.77% |
| Worst Month | -11.95% | -37.12% |
| Best Year | 16.38% | 155.54% |
| Worst Year | -5.07% | -60.81% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.85% | -0.93% |
| Avg. Up Week | 3.47% | 7.77% |
| Avg. Down Week | -3.09% | -4.69% |
| Avg. Up Month | 4.32% | 12.59% |
| Avg. Down Month | -4.63% | -11.48% |
| Win Days % | 42.36% | 51.23% |
| Win Month % | 47.62% | 59.52% |
| Win Week % | 49.0% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |