| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 88.55% | 187.39% |
| Max Drawdown | -36.57% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.57 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 19.44 | 3.99 |
| Outlier Loss Ratio | 4.06 | 3.95 |
| Volatility (ann.) | 15.81% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.57 | 0.55 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 30.51 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.55% |
| Expected Yearly % | 17.18% | 30.2% |
| Kelly Criterion | 3.96% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11397196:BTCUSD | 11397196:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -17.44 | 0.31 | + |
| 2023 | 155.54 | 20.32 | 0.13 | - |
| 2024 | 121.00 | 39.45 | 0.33 | - |
| 2025 | 16.76 | 36.11 | 2.15 | + |
| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 37.89% | 31.46% |
| 6M | 40.64% | 12.77% |
| YTD | 36.11% | 16.76% |
| 1Y | 40.02% | 56.84% |
| 3Y (ann.) | 22.49% | 55.31% |
| 5Y (ann.) | 20.76% | 36.89% |
| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| Max Drawdown | -36.57% | -67.18% |
| Longest DD Days | 727.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.61% |
| Avg. Drawdown Days | 26.0 | 33.0 |
| Recovery Factor | 2.42 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-06 | -36.57 | 727 |
| 2024-05-30 | 2024-12-05 | -28.62 | 188 |
| 2025-02-06 | 2025-04-11 | -13.41 | 64 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-13 | 2025-05-06 | -2.15 | 23 |
| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 17.55% | 43.77% |
| Worst Month | -15.77% | -37.12% |
| Best Year | 39.45% | 155.54% |
| Worst Year | -17.44% | -56.42% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.89% | 6.14% |
| Avg. Down Week | -2.83% | -4.53% |
| Avg. Up Month | 6.91% | 13.5% |
| Avg. Down Month | -4.89% | -12.14% |
| Win Days % | 50.06% | 51.28% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 50.96% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |