| Metric | 11402317:btcusd:triple_med_gx:lsma50_135 | 11402317:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 107.76% | 195.83% |
| Max Drawdown | -41.36% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.69 | 0.64 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 21.23 | 3.88 |
| Outlier Loss Ratio | 4.08 | 3.8 |
| Volatility (ann.) | 14.68% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.59 | 0.57 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 33.93 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.8% | 2.68% |
| Expected Yearly % | 20.06% | 31.15% |
| Kelly Criterion | 4.97% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.24% |
| Expected Shortfall (cVaR) | -1.25% | -2.24% |
| Year | 11402317:BTCUSD | 11402317:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -25.99 | 0.47 | + |
| 2023 | 155.54 | 32.12 | 0.21 | - |
| 2024 | 121.00 | 67.67 | 0.56 | - |
| 2025 | 16.76 | 26.73 | 1.60 | + |
| Metric | 11402317:btcusd:triple_med_gx:lsma50_135 | 11402317:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 26.89% | 31.46% |
| 6M | 21.73% | 12.77% |
| YTD | 26.73% | 16.76% |
| 1Y | 43.99% | 56.84% |
| 3Y (ann.) | 22.66% | 55.31% |
| 5Y (ann.) | 24.37% | 38.19% |
| Metric | 11402317:btcusd:triple_med_gx:lsma50_135 | 11402317:BTCUSD |
|---|---|---|
| Max Drawdown | -41.36% | -67.18% |
| Longest DD Days | 693.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 2.61 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-04-08 | -41.36 | 693 |
| 2024-06-10 | 2024-08-08 | -14.84 | 59 |
| 2022-04-10 | 2022-05-15 | -14.08 | 35 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-04-09 | -10.41 | 125 |
| 2024-08-09 | 2024-09-13 | -8.90 | 35 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-23 | 2025-06-09 | -6.39 | 17 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| Metric | 11402317:btcusd:triple_med_gx:lsma50_135 | 11402317:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 18.23% | 43.77% |
| Worst Month | -17.16% | -37.12% |
| Best Year | 67.67% | 155.54% |
| Worst Year | -25.99% | -55.14% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.3% | 6.25% |
| Avg. Down Week | -3.21% | -5.37% |
| Avg. Up Month | 6.28% | 13.33% |
| Avg. Down Month | -6.45% | -12.61% |
| Win Days % | 49.76% | 51.32% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 51.52% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |