| Metric | 11401370:btcusd:triple_med_gx:lsma50_135 | 11401370:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -3.95% | 195.83% |
| Max Drawdown | -36.65% | -67.18% |
| Sharpe | 0.03 | 0.44 |
| Sortino | 0.04 | 0.64 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.93 | 1.07 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 36.09 | 3.48 |
| Outlier Loss Ratio | 4.08 | 3.34 |
| Volatility (ann.) | 10.69% | 26.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.03 | 0.57 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 56.5 | 6.45 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 2.68% |
| Expected Yearly % | -1.0% | 31.15% |
| Kelly Criterion | -4.05% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11401370:BTCUSD | 11401370:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.60 | -0.10 | + |
| 2023 | 155.54 | -1.57 | -0.01 | - |
| 2024 | 121.00 | -0.82 | -0.01 | - |
| 2025 | 16.76 | -6.83 | -0.41 | - |
| Metric | 11401370:btcusd:triple_med_gx:lsma50_135 | 11401370:BTCUSD |
|---|---|---|
| MTD | 3.05% | 4.16% |
| 3M | 6.07% | 31.46% |
| 6M | -13.06% | 12.77% |
| YTD | -6.83% | 16.76% |
| 1Y | -28.45% | 56.84% |
| 3Y (ann.) | -4.62% | 55.31% |
| 5Y (ann.) | -1.2% | 38.19% |
| Metric | 11401370:btcusd:triple_med_gx:lsma50_135 | 11401370:BTCUSD |
|---|---|---|
| Max Drawdown | -36.65% | -67.18% |
| Longest DD Days | 361.0 | 683.0 |
| Avg. Drawdown | -5.4% | -6.97% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | -0.11 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -36.65 | 345 |
| 2023-04-26 | 2024-04-22 | -23.30 | 361 |
| 2022-08-25 | 2023-04-10 | -15.61 | 228 |
| 2022-05-16 | 2022-08-11 | -9.53 | 87 |
| 2022-03-15 | 2022-04-20 | -6.29 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-06-17 | 2024-07-01 | -4.45 | 13 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-04-21 | 2022-05-15 | -3.43 | 24 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11401370:btcusd:triple_med_gx:lsma50_135 | 11401370:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -9.66% | -37.12% |
| Best Year | 5.6% | 155.54% |
| Worst Year | -6.83% | -55.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.46% | 7.4% |
| Avg. Down Week | -2.46% | -3.72% |
| Avg. Up Month | 4.07% | 12.79% |
| Avg. Down Month | -4.61% | -9.41% |
| Win Days % | 45.38% | 51.32% |
| Win Month % | 51.28% | 60.98% |
| Win Week % | 44.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |