| Metric | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 29.12% | 182.99% |
| Max Drawdown | -22.69% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.35 | 0.62 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.59 | 0.66 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 33.38 | 3.56 |
| Outlier Loss Ratio | 4.09 | 3.36 |
| Volatility (ann.) | 11.49% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.35 | 0.54 |
| Skew | 2.76 | 0.2 |
| Kurtosis | 64.56 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.57% |
| Expected Yearly % | 6.6% | 29.7% |
| Kelly Criterion | -0.24% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11399540:BTCUSD | 11399540:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -4.23 | 0.07 | + |
| 2023 | 155.54 | 5.34 | 0.03 | - |
| 2024 | 121.00 | 17.93 | 0.15 | - |
| 2025 | 16.76 | 8.53 | 0.51 | - |
| Metric | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540:BTCUSD |
|---|---|---|
| MTD | 4.32% | 4.16% |
| 3M | 6.79% | 31.46% |
| 6M | 2.34% | 12.77% |
| YTD | 8.53% | 16.76% |
| 1Y | -1.17% | 56.84% |
| 3Y (ann.) | 3.79% | 55.31% |
| 5Y (ann.) | 7.91% | 36.34% |
| Metric | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540:BTCUSD |
|---|---|---|
| Max Drawdown | -22.69% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -3.73% | -6.9% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | 1.28 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-25 | -22.69 | 679 |
| 2024-09-03 | 2025-06-11 | -19.92 | 281 |
| 2024-06-08 | 2024-08-08 | -7.65 | 61 |
| 2022-03-15 | 2022-04-19 | -6.09 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-05-04 | -3.91 | 38 |
| 2022-03-01 | 2022-03-14 | -3.28 | 13 |
| 2022-04-20 | 2022-05-14 | -3.20 | 24 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.61% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -9.72% | -37.12% |
| Best Year | 17.93% | 155.54% |
| Worst Year | -4.23% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 4.03% | 8.72% |
| Avg. Down Week | -2.41% | -3.19% |
| Avg. Up Month | 4.81% | 14.64% |
| Avg. Down Month | -3.95% | -11.79% |
| Win Days % | 45.73% | 51.31% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 41.05% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |