| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 31.99% | 205.34% |
| Max Drawdown | -24.3% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.85 | 1.06 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.66 | 0.99 |
| Outlier Win Ratio | 41.98 | 3.34 |
| Outlier Loss Ratio | 3.86 | 3.28 |
| Volatility (ann.) | 9.59% | 26.45% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.35 | 0.58 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 63.19 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.69% |
| Expected Yearly % | 7.19% | 32.19% |
| Kelly Criterion | 0.84% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.25% |
| Expected Shortfall (cVaR) | -0.82% | -2.25% |
| Year | 11385011:BTCUSD | 11385011:btcusd:triple_med_gx:lsma50_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -13.75 | 0.26 | + |
| 2023 | 155.54 | 7.73 | 0.05 | - |
| 2024 | 121.00 | 33.11 | 0.27 | - |
| 2025 | 17.02 | 6.72 | 0.39 | - |
| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | -0.99% | 31.76% |
| 6M | 6.09% | 12.25% |
| YTD | 6.72% | 17.02% |
| 1Y | 19.76% | 57.19% |
| 3Y (ann.) | 12.14% | 55.42% |
| 5Y (ann.) | 8.54% | 39.05% |
| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| Max Drawdown | -24.3% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.27% |
| Avg. Drawdown Days | 57.0 | 29.0 |
| Recovery Factor | 1.32 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-03 | -24.30 | 643 |
| 2022-02-16 | 2022-07-28 | -24.06 | 162 |
| 2025-01-28 | 2025-06-11 | -10.16 | 134 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-05-04 | 2024-07-26 | -7.06 | 82 |
| 2024-08-30 | 2024-10-28 | -6.87 | 59 |
| 2024-11-23 | 2025-01-14 | -2.91 | 52 |
| 2022-01-25 | 2022-01-25 | -1.68 | 0 |
| 2024-07-27 | 2024-08-23 | -1.67 | 26 |
| 2025-01-17 | 2025-01-27 | -1.42 | 10 |
| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.37% | 35.75% |
| Worst Week | -12.45% | -29.64% |
| Best Month | 28.74% | 43.77% |
| Worst Month | -15.44% | -37.12% |
| Best Year | 33.11% | 155.54% |
| Worst Year | -13.75% | -53.8% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.94% | 7.48% |
| Avg. Down Week | -2.77% | -5.88% |
| Avg. Up Month | 5.68% | 15.33% |
| Avg. Down Month | -4.41% | -10.83% |
| Win Days % | 46.57% | 51.28% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 48.24% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |