| Metric | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -17.94% | 189.3% |
| Max Drawdown | -39.41% | -67.18% |
| Sharpe | -0.09 | 0.43 |
| Sortino | -0.13 | 0.63 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.48 | 0.61 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 38.02 | 3.39 |
| Outlier Loss Ratio | 4.08 | 3.4 |
| Volatility (ann.) | 10.48% | 26.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.14 | 0.55 |
| Skew | 1.38 | 0.2 |
| Kurtosis | 58.98 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.47% | 2.56% |
| Expected Yearly % | -4.82% | 30.42% |
| Kelly Criterion | -5.58% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.24% |
| Expected Shortfall (cVaR) | -0.91% | -2.24% |
| Year | 11394695:BTCUSD | 11394695:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -6.03 | 0.11 | + |
| 2023 | 155.54 | -0.80 | -0.01 | - |
| 2024 | 121.00 | 0.24 | 0.00 | - |
| 2025 | 16.76 | -12.17 | -0.73 | - |
| Metric | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | 2.04% | 31.46% |
| 6M | -18.55% | 12.77% |
| YTD | -12.17% | 16.76% |
| 1Y | -31.51% | 56.84% |
| 3Y (ann.) | -9.77% | 55.31% |
| 5Y (ann.) | -5.7% | 37.09% |
| Metric | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| Max Drawdown | -39.41% | -67.18% |
| Longest DD Days | 707.0 | 683.0 |
| Avg. Drawdown | -7.47% | -6.63% |
| Avg. Drawdown Days | 109.0 | 33.0 |
| Recovery Factor | -0.46 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -39.41 | 358 |
| 2022-05-16 | 2024-04-22 | -24.14 | 707 |
| 2022-03-15 | 2022-05-15 | -6.99 | 61 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-22 | 2024-06-05 | -2.96 | 43 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-17 | -1.21 | 11 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-01 | 2022-03-14 | -0.29 | 13 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| Metric | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -10.23% | -37.12% |
| Best Year | 0.24% | 155.54% |
| Worst Year | -12.17% | -56.13% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.51% | 8.17% |
| Avg. Down Week | -2.58% | -3.8% |
| Avg. Up Month | 4.85% | 13.42% |
| Avg. Down Month | -4.03% | -11.51% |
| Win Days % | 44.32% | 51.25% |
| Win Month % | 39.02% | 61.9% |
| Win Week % | 41.84% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |