| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -18.07% | 168.36% |
| Max Drawdown | -39.23% | -67.18% |
| Sharpe | -0.11 | 0.41 |
| Sortino | -0.15 | 0.59 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.88 | 1.05 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 47.19 | 3.36 |
| Outlier Loss Ratio | 3.9 | 3.3 |
| Volatility (ann.) | 9.56% | 26.51% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.15 | 0.5 |
| Skew | 1.09 | 0.19 |
| Kurtosis | 63.03 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.47% | 2.38% |
| Expected Yearly % | -4.86% | 27.99% |
| Kelly Criterion | -7.77% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.25% |
| Expected Shortfall (cVaR) | -0.83% | -2.25% |
| Year | 11384396:BTCUSD | 11384396:btcusd:triple_med_gx:lsma50_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -7.53 | 0.13 | + |
| 2023 | 155.54 | 6.77 | 0.04 | - |
| 2024 | 121.00 | -4.11 | -0.03 | - |
| 2025 | 17.02 | -13.46 | -0.79 | - |
| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| MTD | 0.09% | 4.4% |
| 3M | -2.11% | 31.76% |
| 6M | -19.75% | 12.25% |
| YTD | -13.46% | 17.02% |
| 1Y | -34.21% | 57.19% |
| 3Y (ann.) | -4.38% | 55.42% |
| 5Y (ann.) | -5.71% | 33.81% |
| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| Max Drawdown | -39.23% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -7.0% | -7.27% |
| Avg. Drawdown Days | 81.0 | 35.0 |
| Recovery Factor | -0.46 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -39.23 | 358 |
| 2023-04-26 | 2024-03-13 | -18.39 | 321 |
| 2022-09-21 | 2023-04-26 | -16.36 | 216 |
| 2022-01-28 | 2022-08-25 | -15.20 | 208 |
| 2022-08-25 | 2022-09-21 | -4.97 | 27 |
| 2024-03-13 | 2024-03-24 | -3.36 | 11 |
| 2024-04-21 | 2024-06-04 | -1.66 | 44 |
| 2024-04-08 | 2024-04-20 | -1.57 | 12 |
| 2024-03-25 | 2024-04-08 | -1.40 | 13 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 9.32% | 35.75% |
| Worst Week | -13.04% | -29.64% |
| Best Month | 9.0% | 43.77% |
| Worst Month | -13.06% | -37.12% |
| Best Year | 6.77% | 155.54% |
| Worst Year | -13.46% | -59.39% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.84% | -0.91% |
| Avg. Up Week | 3.39% | 7.71% |
| Avg. Down Week | -2.87% | -4.5% |
| Avg. Up Month | 3.52% | 14.22% |
| Avg. Down Month | -5.08% | -11.25% |
| Win Days % | 42.41% | 51.22% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 44.79% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |