| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 58.79% | 205.34% |
| Max Drawdown | -21.75% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.65 | 0.65 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 45.12 | 3.31 |
| Outlier Loss Ratio | 3.71 | 3.26 |
| Volatility (ann.) | 9.33% | 26.45% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.67 | 0.58 |
| Skew | 2.23 | 0.2 |
| Kurtosis | 72.75 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.69% |
| Expected Yearly % | 12.26% | 32.19% |
| Kelly Criterion | 4.77% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.25% |
| Expected Shortfall (cVaR) | -0.79% | -2.25% |
| Year | 11383659:BTCUSD | 11383659:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -5.67 | 0.11 | + |
| 2023 | 155.54 | 12.22 | 0.08 | - |
| 2024 | 121.00 | 39.73 | 0.33 | - |
| 2025 | 17.02 | 7.36 | 0.43 | - |
| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -1.62% | 31.76% |
| 6M | 8.59% | 12.25% |
| YTD | 7.36% | 17.02% |
| 1Y | 26.42% | 57.19% |
| 3Y (ann.) | 20.31% | 55.42% |
| 5Y (ann.) | 14.63% | 39.05% |
| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| Max Drawdown | -21.75% | -67.18% |
| Longest DD Days | 331.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.27% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | 2.7 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-11 | -21.75 | 254 |
| 2022-01-25 | 2022-07-27 | -19.44 | 183 |
| 2023-06-07 | 2024-05-03 | -18.35 | 331 |
| 2025-01-28 | 2025-06-11 | -8.50 | 134 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-05-27 | 2024-07-25 | -5.87 | 59 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2023-04-20 | 2023-06-06 | -3.66 | 46 |
| 2024-10-25 | 2024-10-28 | -2.34 | 3 |
| 2024-08-30 | 2024-09-26 | -2.10 | 26 |
| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 15.96% | 35.75% |
| Worst Week | -8.79% | -29.64% |
| Best Month | 31.14% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 39.73% | 155.54% |
| Worst Year | -5.67% | -53.8% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.84% | -0.92% |
| Avg. Up Week | 4.39% | 7.41% |
| Avg. Down Week | -2.49% | -6.2% |
| Avg. Up Month | 7.63% | 15.29% |
| Avg. Down Month | -4.26% | -13.15% |
| Win Days % | 48.09% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 50.0% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |