| Metric | 11393274:btcusd:triple_med_gx:lsma50_110 | 11393274:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 25.86% | 198.98% |
| Max Drawdown | -31.13% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.31 | 0.64 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 34.12 | 3.57 |
| Outlier Loss Ratio | 4.19 | 3.44 |
| Volatility (ann.) | 11.18% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.23 | 0.57 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 54.08 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.64% |
| Expected Yearly % | 5.92% | 31.5% |
| Kelly Criterion | 0.17% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11393274:BTCUSD | 11393274:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -10.89 | 0.20 | + |
| 2023 | 155.54 | 8.66 | 0.06 | - |
| 2024 | 121.00 | 11.21 | 0.09 | - |
| 2025 | 16.76 | 16.89 | 1.01 | + |
| Metric | 11393274:btcusd:triple_med_gx:lsma50_110 | 11393274:BTCUSD |
|---|---|---|
| MTD | 3.99% | 4.16% |
| 3M | 12.38% | 31.46% |
| 6M | 20.05% | 12.77% |
| YTD | 16.89% | 16.76% |
| 1Y | 4.95% | 56.84% |
| 3Y (ann.) | 2.14% | 55.31% |
| 5Y (ann.) | 7.06% | 38.4% |
| Metric | 11393274:btcusd:triple_med_gx:lsma50_110 | 11393274:BTCUSD |
|---|---|---|
| Max Drawdown | -31.13% | -67.18% |
| Longest DD Days | 1119.0 | 683.0 |
| Avg. Drawdown | -4.46% | -6.29% |
| Avg. Drawdown Days | 100.0 | 31.0 |
| Recovery Factor | 0.83 | 2.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2025-06-09 | -31.13 | 1119 |
| 2022-03-17 | 2022-04-19 | -5.73 | 33 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-03-14 | -3.73 | 13 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-30 | 2022-02-27 | -2.10 | 28 |
| 2022-05-16 | 2022-05-17 | -2.05 | 1 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11393274:btcusd:triple_med_gx:lsma50_110 | 11393274:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.01% | 35.75% |
| Worst Week | -17.14% | -29.64% |
| Best Month | 15.01% | 43.77% |
| Worst Month | -16.05% | -37.12% |
| Best Year | 16.89% | 155.54% |
| Worst Year | -10.89% | -54.66% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.26% | 6.29% |
| Avg. Down Week | -2.76% | -4.16% |
| Avg. Up Month | 5.09% | 14.01% |
| Avg. Down Month | -5.16% | -13.98% |
| Win Days % | 46.45% | 51.26% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 51.0% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |