| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 46.85% | 168.36% |
| Max Drawdown | -23.96% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.52 | 0.59 |
| Payoff Ratio | 1.18 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.77 | 1.05 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.52 | 0.98 |
| Outlier Win Ratio | 43.15 | 3.33 |
| Outlier Loss Ratio | 3.8 | 3.32 |
| Volatility (ann.) | 9.44% | 26.51% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.5 | 0.5 |
| Skew | 0.97 | 0.19 |
| Kurtosis | 50.33 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.38% |
| Expected Yearly % | 10.08% | 27.99% |
| Kelly Criterion | 1.84% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.25% |
| Expected Shortfall (cVaR) | -0.8% | -2.25% |
| Year | 11383649:BTCUSD | 11383649:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 5.31 | -0.09 | + |
| 2023 | 155.54 | -1.33 | -0.01 | - |
| 2024 | 121.00 | 38.96 | 0.32 | - |
| 2025 | 17.02 | 1.70 | 0.10 | - |
| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.52% | 31.76% |
| 6M | 2.87% | 12.25% |
| YTD | 1.7% | 17.02% |
| 1Y | 25.29% | 57.19% |
| 3Y (ann.) | 14.51% | 55.42% |
| 5Y (ann.) | 12.01% | 33.81% |
| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| Max Drawdown | -23.96% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.09% | -7.27% |
| Avg. Drawdown Days | 48.0 | 35.0 |
| Recovery Factor | 1.96 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2024-08-21 | -23.96 | 404 |
| 2022-07-30 | 2023-07-13 | -16.88 | 348 |
| 2022-02-17 | 2022-07-19 | -14.25 | 152 |
| 2025-01-28 | 2025-05-22 | -7.80 | 114 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2025-05-23 | 2025-06-11 | -5.09 | 19 |
| 2025-01-12 | 2025-01-14 | -4.14 | 1 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2022-07-20 | 2022-07-27 | -2.48 | 7 |
| 2024-09-25 | 2024-11-21 | -2.41 | 57 |
| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -6.98% | -29.64% |
| Best Month | 29.14% | 43.77% |
| Worst Month | -8.92% | -37.12% |
| Best Year | 38.96% | 155.54% |
| Worst Year | -1.33% | -59.39% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.86% | -0.95% |
| Avg. Up Week | 4.59% | 7.18% |
| Avg. Down Week | -2.39% | -5.59% |
| Avg. Up Month | 7.33% | 16.29% |
| Avg. Down Month | -4.25% | -12.46% |
| Win Days % | 46.94% | 51.22% |
| Win Month % | 47.5% | 59.52% |
| Win Week % | 47.73% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |