| Metric | 11385747:btcusd:triple_med_gx:lsma50_85 | 11385747:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -19.57% | 205.34% |
| Max Drawdown | -37.44% | -67.18% |
| Sharpe | -0.12 | 0.44 |
| Sortino | -0.17 | 0.65 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 0.95 | 1.08 |
| Common Sense Ratio | 0.87 | 1.06 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 45.23 | 3.31 |
| Outlier Loss Ratio | 3.96 | 3.28 |
| Volatility (ann.) | 9.62% | 26.45% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.17 | 0.58 |
| Skew | 1.13 | 0.2 |
| Kurtosis | 61.95 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.52% | 2.69% |
| Expected Yearly % | -5.3% | 32.19% |
| Kelly Criterion | -7.11% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.25% |
| Expected Shortfall (cVaR) | -0.83% | -2.25% |
| Year | 11385747:BTCUSD | 11385747:btcusd:triple_med_gx:lsma50_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -7.75 | 0.14 | + |
| 2023 | 155.54 | 5.48 | 0.04 | - |
| 2024 | 121.00 | -4.28 | -0.04 | - |
| 2025 | 17.02 | -13.65 | -0.80 | - |
| Metric | 11385747:btcusd:triple_med_gx:lsma50_85 | 11385747:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.4% |
| 3M | -1.74% | 31.76% |
| 6M | -19.92% | 12.25% |
| YTD | -13.65% | 17.02% |
| 1Y | -32.15% | 57.19% |
| 3Y (ann.) | -5.23% | 55.42% |
| 5Y (ann.) | -6.23% | 39.05% |
| Metric | 11385747:btcusd:triple_med_gx:lsma50_85 | 11385747:BTCUSD |
|---|---|---|
| Max Drawdown | -37.44% | -67.18% |
| Longest DD Days | 437.0 | 683.0 |
| Avg. Drawdown | -6.62% | -6.27% |
| Avg. Drawdown Days | 101.0 | 29.0 |
| Recovery Factor | -0.52 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -37.44 | 358 |
| 2023-04-26 | 2024-03-25 | -20.31 | 333 |
| 2022-01-28 | 2023-04-10 | -14.48 | 437 |
| 2024-04-21 | 2024-06-04 | -1.83 | 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 |
| 2024-06-05 | 2024-06-17 | -0.42 | 12 |
| 2024-04-20 | 2024-04-21 | -0.41 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 11385747:btcusd:triple_med_gx:lsma50_85 | 11385747:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 9.53% | 35.75% |
| Worst Week | -13.04% | -29.64% |
| Best Month | 9.0% | 43.77% |
| Worst Month | -13.75% | -37.12% |
| Best Year | 5.48% | 155.54% |
| Worst Year | -13.65% | -53.8% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 2.84% | 7.53% |
| Avg. Down Week | -2.78% | -4.32% |
| Avg. Up Month | 3.34% | 14.43% |
| Avg. Down Month | -4.87% | -12.15% |
| Win Days % | 42.78% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.06% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |