| Metric | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 5.66% | 212.83% |
| Max Drawdown | -34.23% | -67.18% |
| Sharpe | 0.09 | 0.45 |
| Sortino | 0.14 | 0.65 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.03 | 1.08 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 36.23 | 3.49 |
| Outlier Loss Ratio | 4.2 | 3.41 |
| Volatility (ann.) | 10.71% | 26.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.05 | 0.58 |
| Skew | 2.16 | 0.2 |
| Kurtosis | 63.35 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.69% |
| Expected Yearly % | 1.39% | 32.99% |
| Kelly Criterion | -2.4% | 7.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11396259:BTCUSD | 11396259:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 10.08 | -0.18 | + |
| 2023 | 155.54 | 8.35 | 0.05 | - |
| 2024 | 121.00 | 8.77 | 0.07 | - |
| 2025 | 27.10 | -18.55 | -0.68 | - |
| Metric | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.4% | 41.88% |
| 6M | -18.3% | 22.91% |
| YTD | -18.55% | 27.1% |
| 1Y | -27.21% | 82.29% |
| 3Y (ann.) | -6.97% | 77.48% |
| 5Y (ann.) | 1.61% | 39.04% |
| Metric | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| Max Drawdown | -34.23% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.84% | -6.44% |
| Avg. Drawdown Days | 47.0 | 32.0 |
| Recovery Factor | 0.17 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -34.23 | 406 |
| 2022-06-21 | 2024-03-24 | -23.13 | 642 |
| 2022-05-16 | 2022-06-19 | -7.60 | 34 |
| 2022-04-14 | 2022-04-19 | -5.02 | 5 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-15 | 2022-03-16 | -2.65 | 1 |
| 2024-03-26 | 2024-04-22 | -2.55 | 26 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-02-18 | 2022-02-27 | -1.85 | 9 |
| Metric | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.98% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 10.54% | 43.77% |
| Worst Month | -9.64% | -37.12% |
| Best Year | 10.08% | 155.54% |
| Worst Year | -18.55% | -56.42% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.92% | 7.5% |
| Avg. Down Week | -2.4% | -3.46% |
| Avg. Up Month | 4.93% | 12.33% |
| Avg. Down Month | -5.48% | -8.51% |
| Win Days % | 45.07% | 51.31% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 41.75% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |