| Metric | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 9.01% | 183.29% |
| Max Drawdown | -28.73% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.17 | 0.62 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 35.12 | 3.5 |
| Outlier Loss Ratio | 4.21 | 3.36 |
| Volatility (ann.) | 10.82% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.09 | 0.54 |
| Skew | 2.31 | 0.2 |
| Kurtosis | 61.66 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.57% |
| Expected Yearly % | 2.18% | 29.73% |
| Kelly Criterion | -1.98% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11397906:BTCUSD | 11397906:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 7.39 | -0.13 | + |
| 2023 | 155.54 | 6.27 | 0.04 | - |
| 2024 | 121.00 | 5.78 | 0.05 | - |
| 2025 | 16.76 | -9.69 | -0.58 | - |
| Metric | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| MTD | 2.78% | 4.16% |
| 3M | 1.14% | 31.46% |
| 6M | -14.66% | 12.77% |
| YTD | -9.69% | 16.76% |
| 1Y | -22.1% | 56.84% |
| 3Y (ann.) | -1.8% | 55.31% |
| 5Y (ann.) | 2.6% | 36.34% |
| Metric | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| Max Drawdown | -28.73% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.73% |
| Avg. Drawdown Days | 58.0 | 34.0 |
| Recovery Factor | 0.31 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -28.73 | 370 |
| 2022-06-21 | 2024-03-24 | -21.23 | 642 |
| 2022-05-16 | 2022-06-19 | -8.27 | 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 |
| 2024-03-26 | 2024-04-22 | -3.64 | 26 |
| 2022-03-15 | 2022-03-16 | -2.65 | 1 |
| 2024-04-22 | 2024-06-04 | -2.32 | 43 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.98% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 9.59% | 43.77% |
| Worst Month | -8.33% | -37.12% |
| Best Year | 7.39% | 155.54% |
| Worst Year | -9.69% | -57.04% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.68% | 7.76% |
| Avg. Down Week | -2.43% | -3.56% |
| Avg. Up Month | 4.5% | 12.45% |
| Avg. Down Month | -4.69% | -8.49% |
| Win Days % | 45.03% | 51.3% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 45.1% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |