| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 22.13% | 202.8% |
| Max Drawdown | -45.08% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.26 | 0.64 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 18.89 | 4.11 |
| Outlier Loss Ratio | 3.99 | 4.09 |
| Volatility (ann.) | 16.93% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.14 | 0.58 |
| Skew | 0.94 | 0.2 |
| Kurtosis | 27.97 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.67% |
| Expected Yearly % | 5.12% | 31.91% |
| Kelly Criterion | 0.42% | 2.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11392333:BTCUSD | 11392333:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -25.50 | 0.47 | + |
| 2023 | 155.54 | 51.44 | 0.33 | - |
| 2024 | 121.00 | -2.25 | -0.02 | - |
| 2025 | 16.76 | 10.73 | 0.64 | - |
| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 0.77% | 31.46% |
| 6M | 11.04% | 12.77% |
| YTD | 10.73% | 16.76% |
| 1Y | 2.37% | 56.84% |
| 3Y (ann.) | 12.24% | 55.31% |
| 5Y (ann.) | 6.11% | 38.89% |
| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| Max Drawdown | -45.08% | -67.18% |
| Longest DD Days | 594.0 | 683.0 |
| Avg. Drawdown | -8.84% | -6.06% |
| Avg. Drawdown Days | 68.0 | 30.0 |
| Recovery Factor | 0.49 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-22 | -45.08 | 594 |
| 2024-06-07 | 2025-03-02 | -34.77 | 268 |
| 2022-02-17 | 2022-02-28 | -17.13 | 11 |
| 2024-02-29 | 2024-05-03 | -13.50 | 63 |
| 2025-03-03 | 2025-06-11 | -13.39 | 100 |
| 2023-12-22 | 2024-02-28 | -11.80 | 68 |
| 2023-11-28 | 2023-12-18 | -2.90 | 20 |
| 2023-11-24 | 2023-11-28 | -2.88 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-05-03 | 2024-06-04 | -1.73 | 32 |
| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 16.15% | 43.77% |
| Worst Month | -21.63% | -37.12% |
| Best Year | 51.44% | 155.54% |
| Worst Year | -25.5% | -54.08% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 3.89% | 6.24% |
| Avg. Down Week | -3.33% | -4.98% |
| Avg. Up Month | 5.12% | 15.92% |
| Avg. Down Month | -7.41% | -12.96% |
| Win Days % | 48.84% | 51.27% |
| Win Month % | 60.98% | 61.9% |
| Win Week % | 50.46% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |