| Metric | 11394862:btcusd:triple_med_gx:lsma50_115 | 11394862:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 17.91% | 189.3% |
| Max Drawdown | -30.86% | -67.18% |
| Sharpe | 0.17 | 0.43 |
| Sortino | 0.25 | 0.63 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 34.09 | 3.54 |
| Outlier Loss Ratio | 4.18 | 3.43 |
| Volatility (ann.) | 11.15% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.16 | 0.55 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 54.36 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.56% |
| Expected Yearly % | 4.2% | 30.42% |
| Kelly Criterion | -0.65% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11394862:BTCUSD | 11394862:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -17.86 | 0.32 | + |
| 2023 | 155.54 | 13.73 | 0.09 | - |
| 2024 | 121.00 | 10.21 | 0.08 | - |
| 2025 | 16.76 | 14.53 | 0.87 | - |
| Metric | 11394862:btcusd:triple_med_gx:lsma50_115 | 11394862:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 10.16% | 31.46% |
| 6M | 17.22% | 12.77% |
| YTD | 14.53% | 16.76% |
| 1Y | 1.14% | 56.84% |
| 3Y (ann.) | 2.08% | 55.31% |
| 5Y (ann.) | 5.01% | 37.09% |
| Metric | 11394862:btcusd:triple_med_gx:lsma50_115 | 11394862:BTCUSD |
|---|---|---|
| Max Drawdown | -30.86% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -8.49% | -6.63% |
| Avg. Drawdown Days | 151.0 | 33.0 |
| Recovery Factor | 0.58 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-06-04 | -30.86 | 776 |
| 2024-06-05 | 2025-06-09 | -19.89 | 369 |
| 2022-03-15 | 2022-04-19 | -5.58 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2022-01-30 | 2022-02-27 | -1.77 | 28 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11394862:btcusd:triple_med_gx:lsma50_115 | 11394862: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 | -14.97% | -37.12% |
| Best Year | 14.53% | 155.54% |
| Worst Year | -17.86% | -56.13% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.59% | 6.5% |
| Avg. Down Week | -2.8% | -4.15% |
| Avg. Up Month | 5.02% | 13.8% |
| Avg. Down Month | -5.11% | -12.95% |
| Win Days % | 46.04% | 51.25% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 47.47% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |