| Metric | 11399593:btcusd:triple_med_gx:lsma50_130 | 11399593:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 12.07% | 182.99% |
| Max Drawdown | -29.99% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.2 | 0.62 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 35.18 | 3.5 |
| Outlier Loss Ratio | 4.21 | 3.36 |
| Volatility (ann.) | 10.81% | 26.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.12 | 0.54 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 62.14 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.57% |
| Expected Yearly % | 2.89% | 29.7% |
| Kelly Criterion | -1.71% | 8.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11399593:BTCUSD | 11399593:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.66 | -0.17 | + |
| 2023 | 155.54 | 7.17 | 0.05 | - |
| 2024 | 121.00 | 7.29 | 0.06 | - |
| 2025 | 16.76 | -11.11 | -0.66 | - |
| Metric | 11399593:btcusd:triple_med_gx:lsma50_130 | 11399593:BTCUSD |
|---|---|---|
| MTD | 2.78% | 4.16% |
| 3M | -1.67% | 31.46% |
| 6M | -15.65% | 12.77% |
| YTD | -11.11% | 16.76% |
| 1Y | -23.22% | 56.84% |
| 3Y (ann.) | -0.19% | 55.31% |
| 5Y (ann.) | 3.45% | 36.34% |
| Metric | 11399593:btcusd:triple_med_gx:lsma50_130 | 11399593:BTCUSD |
|---|---|---|
| Max Drawdown | -29.99% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.69% | -6.9% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 0.4 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -29.99 | 370 |
| 2022-08-13 | 2023-04-26 | -18.65 | 256 |
| 2023-04-26 | 2024-03-24 | -15.65 | 333 |
| 2022-05-16 | 2022-06-19 | -8.27 | 34 |
| 2022-03-15 | 2022-04-20 | -7.38 | 36 |
| 2022-06-21 | 2022-08-11 | -6.47 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-03-26 | 2024-04-07 | -2.90 | 11 |
| Metric | 11399593:btcusd:triple_med_gx:lsma50_130 | 11399593: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 | 11.31% | 43.77% |
| Worst Month | -8.93% | -37.12% |
| Best Year | 9.66% | 155.54% |
| Worst Year | -11.11% | -57.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.75% | 7.66% |
| Avg. Down Week | -2.33% | -3.3% |
| Avg. Up Month | 4.88% | 12.99% |
| Avg. Down Month | -3.98% | -7.9% |
| Win Days % | 45.33% | 51.31% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 43.56% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |