| Metric | 11401537:btcusd:triple_med_gx:lsma50_135 | 11401537:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 35.97% | 195.83% |
| Max Drawdown | -26.63% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.39 | 0.64 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 31.2 | 3.59 |
| Outlier Loss Ratio | 4.16 | 3.42 |
| Volatility (ann.) | 11.43% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.36 | 0.57 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 49.52 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.68% |
| Expected Yearly % | 7.98% | 31.15% |
| Kelly Criterion | 0.84% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11401537:BTCUSD | 11401537:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -10.02 | 0.18 | + |
| 2023 | 155.54 | 6.35 | 0.04 | - |
| 2024 | 121.00 | 26.45 | 0.22 | - |
| 2025 | 16.76 | 12.37 | 0.74 | - |
| Metric | 11401537:btcusd:triple_med_gx:lsma50_135 | 11401537:BTCUSD |
|---|---|---|
| MTD | 4.69% | 4.16% |
| 3M | 12.56% | 31.46% |
| 6M | 15.63% | 12.77% |
| YTD | 12.37% | 16.76% |
| 1Y | 15.17% | 56.84% |
| 3Y (ann.) | 7.28% | 55.31% |
| 5Y (ann.) | 9.6% | 38.19% |
| Metric | 11401537:btcusd:triple_med_gx:lsma50_135 | 11401537:BTCUSD |
|---|---|---|
| Max Drawdown | -26.63% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.97% |
| Avg. Drawdown Days | 53.0 | 36.0 |
| Recovery Factor | 1.35 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-03-25 | -26.63 | 704 |
| 2024-06-05 | 2024-12-05 | -13.98 | 182 |
| 2025-03-06 | 2025-05-10 | -12.96 | 65 |
| 2024-12-29 | 2025-03-06 | -7.70 | 67 |
| 2022-03-02 | 2022-04-19 | -6.01 | 48 |
| 2024-12-05 | 2024-12-12 | -5.45 | 7 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-23 | 2025-06-09 | -3.26 | 17 |
| 2024-03-29 | 2024-05-05 | -3.17 | 37 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11401537:btcusd:triple_med_gx:lsma50_135 | 11401537: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 | -14.29% | -37.12% |
| Best Year | 26.45% | 155.54% |
| Worst Year | -10.02% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.94% | 6.81% |
| Avg. Down Week | -2.3% | -3.87% |
| Avg. Up Month | 4.75% | 14.01% |
| Avg. Down Month | -4.31% | -13.37% |
| Win Days % | 47.08% | 51.32% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 46.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |