| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 189.09% | 119.92% |
| Max Drawdown | -19.88% | -64.24% |
| Sharpe | 5.07 | 2.53 |
| Sortino | 12.02 | 4.72 |
| Payoff Ratio | 4.63 | 1.0 |
| Profit Factor | 2.87 | 1.49 |
| Common Sense Ratio | 7.77 | 2.4 |
| CPC Index | 4.15 | 0.77 |
| Tail Ratio | 2.71 | 1.62 |
| Outlier Win Ratio | 4.84 | 3.34 |
| Outlier Loss Ratio | 15.51 | 2.39 |
| Volatility (ann.) | 100.95% | 239.39% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.09 | 0.46 |
| Skew | 1.48 | 1.17 |
| Kurtosis | 5.55 | 3.69 |
| Expected Daily % | 1.27% | 0.94% |
| Expected Monthly % | 3.17% | 2.35% |
| Expected Yearly % | 30.39% | 21.78% |
| Kelly Criterion | 16.48% | 3.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.29% | -18.95% |
| Expected Shortfall (cVaR) | -7.29% | -18.95% |
| Year | 11405970:BTCUSD | 11405970:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.09 | -7.57 | 0.13 | + |
| 2023 | 159.90 | 56.37 | 0.35 | - |
| 2024 | 115.81 | 73.04 | 0.63 | - |
| 2025 | -10.71 | 15.59 | -1.46 | + |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| MTD | 16.04% | 5.62% |
| 3M | 24.88% | -12.37% |
| 6M | 30.62% | 39.32% |
| YTD | 15.59% | -10.71% |
| 1Y | 99.99% | 94.78% |
| 3Y (ann.) | 37.17% | 29.99% |
| 5Y (ann.) | 41.55% | 29.43% |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Max Drawdown | -19.88% | -64.24% |
| Longest DD Days | 367.0 | 741.0 |
| Avg. Drawdown | -3.5% | -29.33% |
| Avg. Drawdown Days | 61.0 | 264.0 |
| Recovery Factor | 9.51 | 1.87 |
| Ulcer Index | 0.98 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-12 | 2023-03-15 | -19.88 | 367 |
| 2023-04-21 | 2023-12-02 | -12.20 | 225 |
| 2024-06-11 | 2024-08-14 | -8.06 | 64 |
| 2025-02-01 | 2025-03-03 | -4.38 | 29 |
| 2023-12-23 | 2024-03-29 | -1.80 | 97 |
| 2025-03-07 | 2025-03-15 | -1.12 | 8 |
| 2024-04-19 | 2024-05-06 | -0.26 | 16 |
| 2024-12-21 | 2025-01-04 | -0.26 | 13 |
| 2024-09-06 | 2024-09-13 | -0.18 | 7 |
| 2023-04-08 | 2023-04-13 | -0.18 | 4 |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Best Day | 25.35% | 47.36% |
| Worst Day | -13.79% | -27.7% |
| Best Week | 25.35% | 47.36% |
| Worst Week | -13.79% | -27.7% |
| Best Month | 25.13% | 61.42% |
| Worst Month | -13.79% | -29.83% |
| Best Year | 73.04% | 159.9% |
| Worst Year | -7.57% | -56.09% |
| Avg. Up Day | 6.96% | 7.15% |
| Avg. Down Day | -1.5% | -7.18% |
| Avg. Up Week | 7.31% | 8.02% |
| Avg. Down Week | -1.65% | -7.39% |
| Avg. Up Month | 8.33% | 15.43% |
| Avg. Down Month | -4.43% | -15.62% |
| Win Days % | 31.33% | 51.81% |
| Win Month % | 60.61% | 57.58% |
| Win Week % | 35.21% | 49.3% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |