| Metric | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 59.77% | 185.19% |
| Max Drawdown | -21.01% | -67.18% |
| Sharpe | 0.35 | 0.42 |
| Sortino | 0.58 | 0.61 |
| Payoff Ratio | 1.23 | 1.24 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 32.7 | 3.65 |
| Outlier Loss Ratio | 4.07 | 3.37 |
| Volatility (ann.) | 11.54% | 26.05% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.69 | 0.53 |
| Skew | 3.28 | 0.18 |
| Kurtosis | 63.35 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.12% | 2.53% |
| Expected Yearly % | 12.43% | 29.95% |
| Kelly Criterion | 1.9% | 12.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11403019:BTCUSD | 11403019:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.39 | -0.26 | + |
| 2023 | 155.54 | 17.12 | 0.11 | - |
| 2024 | 121.00 | 12.38 | 0.10 | - |
| 2025 | 27.10 | 5.19 | 0.19 | - |
| Metric | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.72% | 41.88% |
| 6M | 2.82% | 22.91% |
| YTD | 5.19% | 27.1% |
| 1Y | -5.08% | 82.29% |
| 3Y (ann.) | 7.92% | 77.48% |
| 5Y (ann.) | 14.56% | 35.54% |
| Metric | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019:BTCUSD |
|---|---|---|
| Max Drawdown | -21.01% | -67.18% |
| Longest DD Days | 342.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.76% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 2.84 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -21.01 | 342 |
| 2022-08-13 | 2023-04-11 | -16.73 | 241 |
| 2023-04-26 | 2024-02-27 | -13.38 | 306 |
| 2022-05-16 | 2022-06-20 | -12.76 | 35 |
| 2024-06-05 | 2024-08-08 | -8.48 | 64 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-04-14 | 2022-04-19 | -5.02 | 5 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-01 | 2022-03-14 | -3.28 | 13 |
| Metric | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 14.09% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -8.27% | -37.12% |
| Best Year | 17.12% | 155.54% |
| Worst Year | 5.19% | -60.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 4.23% | 8.09% |
| Avg. Down Week | -2.45% | -3.37% |
| Avg. Up Month | 5.33% | 18.05% |
| Avg. Down Month | -3.75% | -9.41% |
| Win Days % | 45.98% | 51.29% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 44.79% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |