| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.2% | 183.29% |
| Max Drawdown | -28.11% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.29 | 0.62 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 33.07 | 3.61 |
| Outlier Loss Ratio | 4.11 | 3.43 |
| Volatility (ann.) | 11.36% | 26.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.23 | 0.54 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 51.0 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.57% |
| Expected Yearly % | 5.36% | 29.73% |
| Kelly Criterion | -0.27% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11398131:BTCUSD | 11398131:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -16.09 | 0.28 | + |
| 2023 | 155.54 | 13.16 | 0.08 | - |
| 2024 | 121.00 | 16.28 | 0.13 | - |
| 2025 | 16.76 | 11.58 | 0.69 | - |
| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 11.82% | 31.46% |
| 6M | 14.2% | 12.77% |
| YTD | 11.58% | 16.76% |
| 1Y | 7.78% | 56.84% |
| 3Y (ann.) | 2.92% | 55.31% |
| 5Y (ann.) | 6.41% | 36.34% |
| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131:BTCUSD |
|---|---|---|
| Max Drawdown | -28.11% | -67.18% |
| Longest DD Days | 775.0 | 683.0 |
| Avg. Drawdown | -6.46% | -6.73% |
| Avg. Drawdown Days | 119.0 | 34.0 |
| Recovery Factor | 0.83 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-06-04 | -28.11 | 775 |
| 2024-06-05 | 2025-05-21 | -14.67 | 350 |
| 2022-03-15 | 2022-04-20 | -6.53 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-02 | 2022-03-14 | -4.06 | 12 |
| 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 |
| 2025-05-22 | 2025-06-08 | -1.22 | 16 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131: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 | -14.69% | -37.12% |
| Best Year | 16.28% | 155.54% |
| Worst Year | -16.09% | -57.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.62% | 6.53% |
| Avg. Down Week | -2.44% | -4.48% |
| Avg. Up Month | 5.16% | 15.3% |
| Avg. Down Month | -4.98% | -13.37% |
| Win Days % | 46.53% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 45.45% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |