| Metric | 11393051:btcusd:triple_med_gx:lsma50_110 | 11393051:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -5.45% | 198.98% |
| Max Drawdown | -30.93% | -67.18% |
| Sharpe | 0.01 | 0.44 |
| Sortino | 0.02 | 0.64 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.52 | 0.63 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 37.06 | 3.43 |
| Outlier Loss Ratio | 4.17 | 3.4 |
| Volatility (ann.) | 10.75% | 26.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.05 | 0.57 |
| Skew | 2.17 | 0.2 |
| Kurtosis | 63.98 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.64% |
| Expected Yearly % | -1.39% | 31.5% |
| Kelly Criterion | -4.04% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11393051:BTCUSD | 11393051:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -2.74 | 0.05 | + |
| 2023 | 155.54 | 5.40 | 0.03 | - |
| 2024 | 121.00 | 3.15 | 0.03 | - |
| 2025 | 16.76 | -10.58 | -0.63 | - |
| Metric | 11393051:btcusd:triple_med_gx:lsma50_110 | 11393051:BTCUSD |
|---|---|---|
| MTD | 3.66% | 4.16% |
| 3M | -0.6% | 31.46% |
| 6M | -14.7% | 12.77% |
| YTD | -10.58% | 16.76% |
| 1Y | -23.54% | 56.84% |
| 3Y (ann.) | -4.79% | 55.31% |
| 5Y (ann.) | -1.65% | 38.4% |
| Metric | 11393051:btcusd:triple_med_gx:lsma50_110 | 11393051:BTCUSD |
|---|---|---|
| Max Drawdown | -30.93% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -6.27% | -6.29% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | -0.18 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -30.93 | 370 |
| 2022-06-21 | 2024-06-04 | -25.12 | 713 |
| 2022-02-17 | 2022-02-28 | -10.84 | 11 |
| 2022-05-16 | 2022-06-19 | -8.98 | 34 |
| 2022-03-17 | 2022-04-19 | -5.30 | 33 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-05-04 | 2022-05-15 | -2.71 | 11 |
| 2022-03-15 | 2022-03-16 | -2.65 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| Metric | 11393051:btcusd:triple_med_gx:lsma50_110 | 11393051:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 10.54% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 5.4% | 155.54% |
| Worst Year | -10.58% | -54.66% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.05% | 8.25% |
| Avg. Down Week | -2.51% | -3.63% |
| Avg. Up Month | 4.38% | 12.45% |
| Avg. Down Month | -3.49% | -8.47% |
| Win Days % | 43.74% | 51.26% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 41.75% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |