| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 234.79% | 137.86% |
| Max Drawdown | -21.96% | -64.24% |
| Sharpe | 5.28 | 2.66 |
| Sortino | 13.87 | 4.41 |
| Payoff Ratio | 4.18 | 0.92 |
| Profit Factor | 3.08 | 1.49 |
| Common Sense Ratio | 5.55 | 2.48 |
| CPC Index | 4.43 | 0.77 |
| Tail Ratio | 1.8 | 1.66 |
| Outlier Win Ratio | 4.46 | 3.35 |
| Outlier Loss Ratio | 16.79 | 2.55 |
| Volatility (ann.) | 97.78% | 202.06% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.21 | 0.51 |
| Skew | 2.02 | 0.32 |
| Kurtosis | 7.39 | 2.05 |
| Expected Daily % | 1.29% | 0.93% |
| Expected Monthly % | 3.32% | 2.37% |
| Expected Yearly % | 35.27% | 24.19% |
| Kelly Criterion | 18.71% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.0% | -15.92% |
| Expected Shortfall (cVaR) | -7.0% | -15.92% |
| Year | 11404185:BTCUSD | 11404185:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.57 | 4.18 | -0.08 | + |
| 2023 | 160.25 | 57.13 | 0.36 | - |
| 2024 | 115.13 | 83.79 | 0.73 | - |
| 2025 | -10.43 | 11.28 | -1.08 | + |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| MTD | 11.15% | 4.86% |
| 3M | 21.77% | -12.06% |
| 6M | 34.64% | 39.32% |
| YTD | 11.28% | -10.43% |
| 1Y | 97.9% | 50.39% |
| 3Y (ann.) | 40.43% | 30.01% |
| 5Y (ann.) | 48.52% | 32.8% |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Max Drawdown | -21.96% | -64.24% |
| Longest DD Days | 274.0 | 716.0 |
| Avg. Drawdown | -2.37% | -28.53% |
| Avg. Drawdown Days | 31.0 | 251.0 |
| Recovery Factor | 10.69 | 2.15 |
| Ulcer Index | 0.96 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-03-15 | -21.96 | 274 |
| 2024-06-10 | 2024-08-14 | -10.15 | 65 |
| 2023-07-13 | 2023-08-29 | -5.21 | 47 |
| 2025-03-06 | 2025-03-15 | -4.60 | 9 |
| 2025-02-01 | 2025-03-03 | -4.19 | 30 |
| 2023-04-26 | 2023-06-19 | -2.57 | 54 |
| 2023-12-23 | 2024-02-27 | -1.80 | 65 |
| 2023-09-28 | 2023-10-18 | -1.05 | 20 |
| 2022-03-12 | 2022-05-20 | -0.49 | 69 |
| 2024-03-22 | 2024-03-29 | -0.18 | 7 |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Best Day | 24.23% | 35.81% |
| Worst Day | -9.83% | -30.61% |
| Best Week | 24.23% | 35.81% |
| Worst Week | -9.83% | -30.61% |
| Best Month | 23.85% | 46.47% |
| Worst Month | -8.18% | -29.83% |
| Best Year | 83.79% | 160.25% |
| Worst Year | 4.18% | -52.57% |
| Avg. Up Day | 6.15% | 6.34% |
| Avg. Down Day | -1.47% | -6.89% |
| Avg. Up Week | 6.6% | 8.64% |
| Avg. Down Week | -1.8% | -7.91% |
| Avg. Up Month | 7.6% | 14.46% |
| Avg. Down Month | -4.47% | -13.04% |
| Win Days % | 34.41% | 55.91% |
| Win Month % | 66.67% | 61.11% |
| Win Week % | 42.67% | 54.67% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |