| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 82.93% | 183.01% |
| Max Drawdown | -22.78% | -67.18% |
| Sharpe | 0.45 | 0.41 |
| Sortino | 0.72 | 0.6 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.63 | 1.06 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.38 | 0.99 |
| Outlier Win Ratio | 33.09 | 3.59 |
| Outlier Loss Ratio | 4.29 | 3.35 |
| Volatility (ann.) | 10.9% | 26.3% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.83 | 0.52 |
| Skew | 2.61 | 0.18 |
| Kurtosis | 62.05 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 2.45% |
| Expected Yearly % | 16.3% | 29.7% |
| Kelly Criterion | 2.51% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11371009:BTCUSD | 11371009:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 4.18 | -0.07 | + |
| 2023 | 155.54 | 1.42 | 0.01 | - |
| 2024 | 121.00 | 47.86 | 0.40 | - |
| 2025 | 30.14 | 17.10 | 0.57 | - |
| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| MTD | -0.25% | 13.36% |
| 3M | 13.54% | 45.08% |
| 6M | 15.37% | 28.47% |
| YTD | 17.1% | 30.14% |
| 1Y | 23.34% | 105.13% |
| 3Y (ann.) | 23.09% | 81.7% |
| 5Y (ann.) | 18.86% | 34.66% |
| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| Max Drawdown | -22.78% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -3.34% | -7.49% |
| Avg. Drawdown Days | 32.0 | 37.0 |
| Recovery Factor | 3.64 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-02-27 | -22.78 | 306 |
| 2022-02-07 | 2022-07-18 | -21.63 | 161 |
| 2024-11-23 | 2025-04-22 | -13.91 | 150 |
| 2022-07-30 | 2023-04-11 | -11.87 | 254 |
| 2024-08-22 | 2024-11-10 | -8.44 | 80 |
| 2022-01-26 | 2022-02-06 | -5.54 | 11 |
| 2024-05-16 | 2024-07-29 | -5.33 | 73 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2025-06-03 | 2025-06-07 | -2.78 | 3 |
| 2024-03-23 | 2024-03-24 | -2.53 | 1 |
| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.75% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 14.1% | 43.77% |
| Worst Month | -7.91% | -37.12% |
| Best Year | 47.86% | 155.54% |
| Worst Year | 1.42% | -61.49% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.39% | 7.43% |
| Avg. Down Week | -2.3% | -4.09% |
| Avg. Up Month | 6.07% | 16.88% |
| Avg. Down Month | -4.09% | -10.16% |
| Win Days % | 46.71% | 51.25% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 47.06% | 51.87% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |