| Metric | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 11.71% | 189.3% |
| Max Drawdown | -24.49% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.2 | 0.63 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.56 | 0.65 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 36.13 | 3.51 |
| Outlier Loss Ratio | 4.06 | 3.36 |
| Volatility (ann.) | 11.26% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.14 | 0.55 |
| Skew | 2.82 | 0.2 |
| Kurtosis | 69.5 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.56% |
| Expected Yearly % | 2.81% | 30.42% |
| Kelly Criterion | -2.02% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11394583:BTCUSD | 11394583:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -6.52 | 0.12 | + |
| 2023 | 155.54 | 7.71 | 0.05 | - |
| 2024 | 121.00 | 8.21 | 0.07 | - |
| 2025 | 16.76 | 2.52 | 0.15 | - |
| Metric | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| MTD | 2.53% | 4.16% |
| 3M | 1.86% | 31.46% |
| 6M | -3.61% | 12.77% |
| YTD | 2.52% | 16.76% |
| 1Y | -12.65% | 56.84% |
| 3Y (ann.) | -0.65% | 55.31% |
| 5Y (ann.) | 3.34% | 37.09% |
| Metric | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| Max Drawdown | -24.49% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -4.73% | -6.63% |
| Avg. Drawdown Days | 77.0 | 33.0 |
| Recovery Factor | 0.48 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-25 | -24.49 | 679 |
| 2024-06-05 | 2025-06-11 | -21.64 | 370 |
| 2022-02-17 | 2022-02-28 | -5.10 | 11 |
| 2022-04-14 | 2022-04-19 | -5.02 | 5 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-03-26 | 2024-05-04 | -2.50 | 38 |
| 2022-04-20 | 2022-05-14 | -1.58 | 24 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.14% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 11.34% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 8.21% | 155.54% |
| Worst Year | -6.52% | -56.13% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.46% | 8.62% |
| Avg. Down Week | -2.25% | -3.51% |
| Avg. Up Month | 4.83% | 17.48% |
| Avg. Down Month | -4.11% | -10.78% |
| Win Days % | 44.46% | 51.25% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 37.5% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |