| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -23.9% | 206.05% |
| Max Drawdown | -41.82% | -67.18% |
| Sharpe | -0.15 | 0.44 |
| Sortino | -0.22 | 0.65 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 0.94 | 1.08 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.45 | 0.6 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 43.05 | 3.36 |
| Outlier Loss Ratio | 4.0 | 3.35 |
| Volatility (ann.) | 9.99% | 26.45% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.19 | 0.58 |
| Skew | 0.6 | 0.2 |
| Kurtosis | 59.29 | 6.31 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.65% | 2.7% |
| Expected Yearly % | -6.6% | 32.27% |
| Kelly Criterion | -8.11% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.25% |
| Expected Shortfall (cVaR) | -0.86% | -2.25% |
| Year | 11387136:BTCUSD | 11387136:btcusd:triple_med_gx:lsma50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -15.85 | 0.30 | + |
| 2023 | 155.54 | 12.11 | 0.08 | - |
| 2024 | 121.00 | -5.63 | -0.05 | - |
| 2025 | 17.02 | -14.52 | -0.85 | - |
| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| MTD | -0.09% | 4.4% |
| 3M | -0.96% | 31.76% |
| 6M | -20.73% | 12.25% |
| YTD | -14.52% | 17.02% |
| 1Y | -36.17% | 57.19% |
| 3Y (ann.) | -4.73% | 55.42% |
| 5Y (ann.) | -7.75% | 39.18% |
| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| Max Drawdown | -41.82% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -5.75% | -6.21% |
| Avg. Drawdown Days | 94.0 | 29.0 |
| Recovery Factor | -0.57 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -41.82 | 358 |
| 2022-01-28 | 2024-03-13 | -21.50 | 774 |
| 2024-03-13 | 2024-03-24 | -3.36 | 11 |
| 2024-04-21 | 2024-06-04 | -1.83 | 44 |
| 2024-04-08 | 2024-04-20 | -1.43 | 12 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2024-06-05 | 2024-06-17 | -1.09 | 11 |
| 2024-03-25 | 2024-04-08 | -1.00 | 13 |
| 2024-03-25 | 2024-03-25 | -0.81 | 0 |
| 2024-04-20 | 2024-04-21 | -0.41 | 0 |
| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -13.04% | -29.64% |
| Best Month | 9.69% | 43.77% |
| Worst Month | -13.74% | -37.12% |
| Best Year | 12.11% | 155.54% |
| Worst Year | -15.85% | -53.69% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.33% | 7.49% |
| Avg. Down Week | -2.89% | -4.42% |
| Avg. Up Month | 4.03% | 15.26% |
| Avg. Down Month | -4.72% | -12.42% |
| Win Days % | 42.62% | 51.27% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 42.72% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |