| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 51.73% | 208.04% |
| Max Drawdown | -19.65% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.5 | 0.64 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.62 | 0.65 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 32.66 | 3.7 |
| Outlier Loss Ratio | 4.06 | 3.41 |
| Volatility (ann.) | 11.8% | 26.12% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.65 | 0.57 |
| Skew | 2.49 | 0.2 |
| Kurtosis | 58.61 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.71% |
| Expected Yearly % | 10.99% | 32.48% |
| Kelly Criterion | 1.04% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.22% |
| Expected Shortfall (cVaR) | -1.01% | -2.22% |
| Year | 11399488:BTCUSD | 11399488:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -0.50 | 0.01 | + |
| 2023 | 155.54 | 12.43 | 0.08 | - |
| 2024 | 121.00 | 21.46 | 0.18 | - |
| 2025 | 27.10 | 11.66 | 0.43 | - |
| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.01% | 41.88% |
| 6M | 9.15% | 22.91% |
| YTD | 11.66% | 27.1% |
| 1Y | 9.26% | 82.29% |
| 3Y (ann.) | 11.65% | 77.48% |
| 5Y (ann.) | 12.84% | 38.53% |
| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| Max Drawdown | -19.65% | -67.18% |
| Longest DD Days | 317.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.7% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 2.63 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-07-17 | -19.65 | 317 |
| 2022-08-25 | 2023-04-25 | -18.16 | 243 |
| 2022-05-16 | 2022-08-11 | -15.25 | 87 |
| 2023-05-18 | 2024-03-24 | -15.05 | 311 |
| 2022-02-23 | 2022-02-28 | -9.31 | 5 |
| 2022-03-15 | 2022-05-15 | -8.27 | 61 |
| 2024-06-05 | 2024-08-08 | -7.12 | 64 |
| 2023-04-26 | 2023-05-17 | -4.29 | 20 |
| 2022-08-11 | 2022-08-23 | -3.60 | 12 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 14.07% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 14.94% | 43.77% |
| Worst Month | -7.84% | -37.12% |
| Best Year | 21.46% | 155.54% |
| Worst Year | -0.5% | -57.08% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.45% | 7.42% |
| Avg. Down Week | -2.48% | -4.12% |
| Avg. Up Month | 4.27% | 15.47% |
| Avg. Down Month | -3.79% | -10.89% |
| Win Days % | 46.01% | 51.33% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 43.0% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |