| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 74.5% | 189.3% |
| Max Drawdown | -46.12% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 21.32 | 4.07 |
| Outlier Loss Ratio | 3.86 | 3.99 |
| Volatility (ann.) | 15.96% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.39 | 0.55 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 32.48 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.56% |
| Expected Yearly % | 14.93% | 30.42% |
| Kelly Criterion | 3.62% | 4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11395246:BTCUSD | 11395246:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -25.77 | 0.46 | + |
| 2023 | 155.54 | 70.92 | 0.46 | - |
| 2024 | 121.00 | 18.68 | 0.15 | - |
| 2025 | 16.76 | 15.89 | 0.95 | - |
| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 11.34% | 31.46% |
| 6M | 13.07% | 12.77% |
| YTD | 15.89% | 16.76% |
| 1Y | 0.01% | 56.84% |
| 3Y (ann.) | 29.57% | 55.31% |
| 5Y (ann.) | 17.98% | 37.09% |
| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| Max Drawdown | -46.12% | -67.18% |
| Longest DD Days | 384.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.63% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 1.62 | 2.82 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-04-26 | -46.12 | 384 |
| 2024-06-12 | 2025-06-11 | -26.16 | 363 |
| 2022-01-30 | 2022-02-28 | -13.98 | 29 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2023-12-22 | 2024-02-26 | -10.08 | 66 |
| 2023-07-14 | 2023-10-16 | -9.48 | 94 |
| 2023-05-15 | 2023-07-13 | -8.06 | 59 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2023-04-26 | 2023-05-15 | -4.29 | 18 |
| 2023-10-18 | 2023-11-08 | -2.67 | 21 |
| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 20.45% | 43.77% |
| Worst Month | -18.49% | -37.12% |
| Best Year | 70.92% | 155.54% |
| Worst Year | -25.77% | -56.13% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.93% | -0.99% |
| Avg. Up Week | 4.74% | 6.2% |
| Avg. Down Week | -2.74% | -5.16% |
| Avg. Up Month | 6.89% | 15.7% |
| Avg. Down Month | -6.14% | -13.88% |
| Win Days % | 49.72% | 51.25% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 48.98% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |