| Metric | 11402963:btcusd:triple_med_gx:lsma50_140 | 11402963:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 58.47% | 185.19% |
| Max Drawdown | -21.64% | -67.18% |
| Sharpe | 0.34 | 0.42 |
| Sortino | 0.54 | 0.61 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.64 | 0.65 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 31.13 | 3.71 |
| Outlier Loss Ratio | 4.05 | 3.4 |
| Volatility (ann.) | 12.03% | 26.05% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.66 | 0.53 |
| Skew | 2.63 | 0.18 |
| Kurtosis | 57.6 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.53% |
| Expected Yearly % | 12.2% | 29.95% |
| Kelly Criterion | 1.99% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.21% |
| Expected Shortfall (cVaR) | -1.02% | -2.21% |
| Year | 11402963:BTCUSD | 11402963:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 0.56 | -0.01 | + |
| 2023 | 155.54 | 22.64 | 0.15 | - |
| 2024 | 121.00 | 16.75 | 0.14 | - |
| 2025 | 27.10 | 10.06 | 0.37 | - |
| Metric | 11402963:btcusd:triple_med_gx:lsma50_140 | 11402963:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.65% | 41.88% |
| 6M | 7.84% | 22.91% |
| YTD | 10.06% | 27.1% |
| 1Y | 1.33% | 82.29% |
| 3Y (ann.) | 12.35% | 77.48% |
| 5Y (ann.) | 14.29% | 35.54% |
| Metric | 11402963:btcusd:triple_med_gx:lsma50_140 | 11402963:BTCUSD |
|---|---|---|
| Max Drawdown | -21.64% | -67.18% |
| Longest DD Days | 342.0 | 683.0 |
| Avg. Drawdown | -3.85% | -6.76% |
| Avg. Drawdown Days | 26.0 | 35.0 |
| Recovery Factor | 2.7 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -21.64 | 342 |
| 2022-08-25 | 2023-04-26 | -21.38 | 244 |
| 2022-05-16 | 2022-06-21 | -14.65 | 36 |
| 2024-01-04 | 2024-02-27 | -11.19 | 53 |
| 2023-05-20 | 2023-10-16 | -10.64 | 148 |
| 2022-02-23 | 2022-02-28 | -9.31 | 5 |
| 2023-12-15 | 2024-01-02 | -7.21 | 17 |
| 2024-06-07 | 2024-08-08 | -6.89 | 61 |
| 2022-03-12 | 2022-04-20 | -6.58 | 39 |
| 2022-06-21 | 2022-08-01 | -5.90 | 41 |
| Metric | 11402963:btcusd:triple_med_gx:lsma50_140 | 11402963:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 14.81% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 10.34% | 43.77% |
| Worst Month | -10.07% | -37.12% |
| Best Year | 22.64% | 155.54% |
| Worst Year | 0.56% | -60.27% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.24% | 7.06% |
| Avg. Down Week | -2.47% | -4.16% |
| Avg. Up Month | 3.86% | 14.46% |
| Avg. Down Month | -3.4% | -9.81% |
| Win Days % | 46.04% | 51.29% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 44.12% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |