| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 23.12% | 159.0% |
| Max Drawdown | -18.96% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.31 | 0.57 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.79 | 1.05 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.64 | 0.98 |
| Outlier Win Ratio | 42.11 | 3.31 |
| Outlier Loss Ratio | 3.98 | 3.33 |
| Volatility (ann.) | 9.8% | 26.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.33 | 0.48 |
| Skew | 1.68 | 0.18 |
| Kurtosis | 70.48 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.29% |
| Expected Yearly % | 5.34% | 26.86% |
| Kelly Criterion | -0.54% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.26% |
| Expected Shortfall (cVaR) | -0.84% | -2.26% |
| Year | 11383259:BTCUSD | 11383259:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -13.52 | 0.22 | + |
| 2023 | 155.54 | 14.78 | 0.10 | - |
| 2024 | 121.00 | 11.64 | 0.10 | - |
| 2025 | 17.02 | 11.10 | 0.65 | - |
| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| MTD | 0.14% | 4.4% |
| 3M | 3.48% | 31.76% |
| 6M | 10.95% | 12.25% |
| YTD | 11.1% | 17.02% |
| 1Y | 6.82% | 57.19% |
| 3Y (ann.) | 5.98% | 55.42% |
| 5Y (ann.) | 6.32% | 32.39% |
| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -67.18% |
| Longest DD Days | 651.0 | 683.0 |
| Avg. Drawdown | -4.11% | -7.87% |
| Avg. Drawdown Days | 73.0 | 38.0 |
| Recovery Factor | 1.22 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-11 | 2024-03-24 | -18.96 | 651 |
| 2024-08-24 | 2025-05-21 | -13.85 | 270 |
| 2022-02-27 | 2022-05-30 | -8.12 | 91 |
| 2024-03-25 | 2024-05-05 | -4.80 | 40 |
| 2024-06-17 | 2024-08-21 | -4.69 | 65 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2024-05-05 | 2024-06-03 | -3.24 | 28 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -17.14% | -29.64% |
| Best Month | 12.97% | 43.77% |
| Worst Month | -18.59% | -37.12% |
| Best Year | 14.78% | 155.54% |
| Worst Year | -13.52% | -60.81% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.63% | 7.14% |
| Avg. Down Week | -2.64% | -3.99% |
| Avg. Up Month | 4.87% | 14.46% |
| Avg. Down Month | -4.57% | -14.2% |
| Win Days % | 47.35% | 51.23% |
| Win Month % | 57.14% | 59.52% |
| Win Week % | 50.0% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |