| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 96.16% | 195.83% |
| Max Drawdown | -42.2% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.61 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 22.59 | 4.06 |
| Outlier Loss Ratio | 3.82 | 3.95 |
| Volatility (ann.) | 15.57% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.53 | 0.57 |
| Skew | 1.24 | 0.2 |
| Kurtosis | 34.78 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.68% |
| Expected Yearly % | 18.35% | 31.15% |
| Kelly Criterion | 4.21% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11401926:BTCUSD | 11401926:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -26.94 | 0.49 | + |
| 2023 | 155.54 | 68.31 | 0.44 | - |
| 2024 | 121.00 | 31.54 | 0.26 | - |
| 2025 | 16.76 | 21.28 | 1.27 | + |
| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 16.52% | 31.46% |
| 6M | 19.16% | 12.77% |
| YTD | 21.28% | 16.76% |
| 1Y | 14.33% | 56.84% |
| 3Y (ann.) | 31.25% | 55.31% |
| 5Y (ann.) | 22.25% | 38.19% |
| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| Max Drawdown | -42.2% | -67.18% |
| Longest DD Days | 402.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 2.28 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-05-15 | -42.20 | 402 |
| 2024-06-12 | 2025-04-09 | -22.01 | 300 |
| 2024-01-02 | 2024-02-27 | -13.16 | 55 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-02-29 | 2024-03-25 | -10.45 | 25 |
| 2023-07-14 | 2023-11-09 | -7.98 | 118 |
| 2023-05-15 | 2023-07-13 | -6.63 | 58 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -18.49% | -37.12% |
| Best Year | 68.31% | 155.54% |
| Worst Year | -26.94% | -55.14% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.95% | -0.99% |
| Avg. Up Week | 4.9% | 6.12% |
| Avg. Down Week | -3.01% | -5.41% |
| Avg. Up Month | 6.49% | 16.79% |
| Avg. Down Month | -6.04% | -13.65% |
| Win Days % | 50.15% | 51.32% |
| Win Month % | 63.89% | 60.98% |
| Win Week % | 51.65% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |