| Metric | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -22.39% | 195.42% |
| Max Drawdown | -42.91% | -67.18% |
| Sharpe | -0.13 | 0.44 |
| Sortino | -0.19 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.87 | 1.06 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 40.5 | 3.39 |
| Outlier Loss Ratio | 3.98 | 3.39 |
| Volatility (ann.) | 10.25% | 26.36% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.17 | 0.56 |
| Skew | 0.82 | 0.2 |
| Kurtosis | 55.09 | 6.39 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.6% | 2.61% |
| Expected Yearly % | -6.14% | 31.1% |
| Kelly Criterion | -8.06% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.24% |
| Expected Shortfall (cVaR) | -0.89% | -2.24% |
| Year | 11390046:BTCUSD | 11390046:btcusd:triple_med_gx:lsma50_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -11.57 | 0.21 | + |
| 2023 | 155.54 | 2.21 | 0.01 | - |
| 2024 | 121.00 | -1.97 | -0.02 | - |
| 2025 | 17.02 | -12.42 | -0.73 | - |
| Metric | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.4% |
| 3M | 2.29% | 31.76% |
| 6M | -21.77% | 12.25% |
| YTD | -12.42% | 17.02% |
| 1Y | -35.3% | 57.19% |
| 3Y (ann.) | -7.4% | 55.42% |
| 5Y (ann.) | -7.24% | 37.84% |
| Metric | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| Max Drawdown | -42.91% | -67.18% |
| Longest DD Days | 453.0 | 683.0 |
| Avg. Drawdown | -6.06% | -6.6% |
| Avg. Drawdown Days | 81.0 | 32.0 |
| Recovery Factor | -0.52 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -42.91 | 358 |
| 2023-04-26 | 2024-03-24 | -21.86 | 333 |
| 2022-01-28 | 2023-04-26 | -17.92 | 453 |
| 2024-04-21 | 2024-06-04 | -1.83 | 44 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2024-06-05 | 2024-06-17 | -1.08 | 11 |
| 2024-03-25 | 2024-04-07 | -1.00 | 12 |
| 2024-03-25 | 2024-03-25 | -0.81 | 0 |
| 2024-04-20 | 2024-04-20 | -0.71 | 0 |
| 2024-04-07 | 2024-04-08 | -0.65 | 0 |
| Metric | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -8.79% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -9.55% | -37.12% |
| Best Year | 2.21% | 155.54% |
| Worst Year | -12.42% | -55.3% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 3.51% | 8.04% |
| Avg. Down Week | -2.59% | -4.04% |
| Avg. Up Month | 4.11% | 11.8% |
| Avg. Down Month | -4.18% | -11.46% |
| Win Days % | 43.53% | 51.27% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 41.18% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |