| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 68.43% | 182.99% |
| Max Drawdown | -49.97% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.49 | 0.62 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 22.46 | 4.03 |
| Outlier Loss Ratio | 3.8 | 4.0 |
| Volatility (ann.) | 15.69% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.34 | 0.54 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 34.29 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.57% |
| Expected Yearly % | 13.92% | 29.7% |
| Kelly Criterion | 2.96% | 3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11400201:BTCUSD | 11400201:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -35.23 | 0.62 | + |
| 2023 | 155.54 | 71.38 | 0.46 | - |
| 2024 | 121.00 | 20.93 | 0.17 | - |
| 2025 | 16.76 | 25.46 | 1.52 | + |
| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 18.82% | 31.46% |
| 6M | 23.23% | 12.77% |
| YTD | 25.46% | 16.76% |
| 1Y | 15.66% | 56.84% |
| 3Y (ann.) | 25.84% | 55.31% |
| 5Y (ann.) | 16.81% | 36.34% |
| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| Max Drawdown | -49.97% | -67.18% |
| Longest DD Days | 620.0 | 683.0 |
| Avg. Drawdown | -4.84% | -6.9% |
| Avg. Drawdown Days | 37.0 | 35.0 |
| Recovery Factor | 1.37 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-12-19 | -49.97 | 620 |
| 2024-06-12 | 2025-04-11 | -21.57 | 302 |
| 2024-01-02 | 2024-02-28 | -15.52 | 56 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-02-29 | 2024-03-25 | -10.45 | 25 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-05-30 | 2025-06-11 | -4.46 | 12 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -26.87% | -37.12% |
| Best Year | 71.38% | 155.54% |
| Worst Year | -35.23% | -57.08% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.96% | -1.01% |
| Avg. Up Week | 4.88% | 6.14% |
| Avg. Down Week | -3.33% | -5.31% |
| Avg. Up Month | 7.08% | 15.18% |
| Avg. Down Month | -6.89% | -13.65% |
| Win Days % | 50.23% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 53.33% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |