| Metric | 11396481:btcusd:triple_med_gx:lsma50_120 | 11396481:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 32.23% | 187.39% |
| Max Drawdown | -29.14% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.62 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 33.35 | 3.59 |
| Outlier Loss Ratio | 4.16 | 3.42 |
| Volatility (ann.) | 11.28% | 26.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.3 | 0.55 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 52.38 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.55% |
| Expected Yearly % | 7.23% | 30.2% |
| Kelly Criterion | 0.5% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11396481:BTCUSD | 11396481:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -14.64 | 0.26 | + |
| 2023 | 155.54 | 15.05 | 0.10 | - |
| 2024 | 121.00 | 23.04 | 0.19 | - |
| 2025 | 16.76 | 9.44 | 0.56 | - |
| Metric | 11396481:btcusd:triple_med_gx:lsma50_120 | 11396481:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 10.31% | 31.46% |
| 6M | 12.01% | 12.77% |
| YTD | 9.44% | 16.76% |
| 1Y | 6.73% | 56.84% |
| 3Y (ann.) | 4.75% | 55.31% |
| 5Y (ann.) | 8.67% | 36.89% |
| Metric | 11396481:btcusd:triple_med_gx:lsma50_120 | 11396481:BTCUSD |
|---|---|---|
| Max Drawdown | -29.14% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -3.6% | -6.61% |
| Avg. Drawdown Days | 53.0 | 33.0 |
| Recovery Factor | 1.11 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-03-25 | -29.14 | 678 |
| 2024-06-05 | 2025-05-22 | -14.67 | 350 |
| 2022-03-15 | 2022-04-19 | -4.96 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-05-16 | 2022-05-17 | -2.05 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| Metric | 11396481:btcusd:triple_med_gx:lsma50_120 | 11396481:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -17.14% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -15.81% | -37.12% |
| Best Year | 23.04% | 155.54% |
| Worst Year | -14.64% | -56.42% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.7% | 6.77% |
| Avg. Down Week | -2.57% | -4.51% |
| Avg. Up Month | 5.91% | 15.72% |
| Avg. Down Month | -5.27% | -13.37% |
| Win Days % | 46.53% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 45.54% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |