| Metric | 11398848:btcusd:triple_med_gx:lsma50_125 | 11398848:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 80.84% | 183.29% |
| Max Drawdown | -34.88% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 19.83 | 3.94 |
| Outlier Loss Ratio | 4.06 | 3.95 |
| Volatility (ann.) | 15.69% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.55 | 0.54 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 31.65 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.57% |
| Expected Yearly % | 15.96% | 29.73% |
| Kelly Criterion | 3.5% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11398848:BTCUSD | 11398848:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -19.16 | 0.34 | + |
| 2023 | 155.54 | 28.55 | 0.18 | - |
| 2024 | 121.00 | 38.37 | 0.32 | - |
| 2025 | 16.76 | 25.77 | 1.54 | + |
| Metric | 11398848:btcusd:triple_med_gx:lsma50_125 | 11398848:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 30.44% | 31.46% |
| 6M | 30.25% | 12.77% |
| YTD | 25.77% | 16.76% |
| 1Y | 31.38% | 56.84% |
| 3Y (ann.) | 19.67% | 55.31% |
| 5Y (ann.) | 19.29% | 36.34% |
| Metric | 11398848:btcusd:triple_med_gx:lsma50_125 | 11398848:BTCUSD |
|---|---|---|
| Max Drawdown | -34.88% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -3.76% | -6.73% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 2.32 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -34.88 | 714 |
| 2024-05-05 | 2024-12-05 | -26.47 | 213 |
| 2025-01-30 | 2025-05-08 | -14.24 | 98 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 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 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11398848:btcusd:triple_med_gx:lsma50_125 | 11398848:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 14.81% | 43.77% |
| Worst Month | -17.62% | -37.12% |
| Best Year | 38.37% | 155.54% |
| Worst Year | -19.16% | -57.04% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 3.94% | 5.79% |
| Avg. Down Week | -3.2% | -4.35% |
| Avg. Up Month | 6.0% | 13.42% |
| Avg. Down Month | -5.44% | -13.59% |
| Win Days % | 49.8% | 51.3% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 54.55% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |