| Metric | 12344485:btcusd:triple_med_gx:lsma50_30 | 12344485:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 91.52% | 117.89% |
| Max Drawdown | -17.56% | -66.79% |
| Sharpe | 1.05 | 0.74 |
| Sortino | 1.91 | 1.09 |
| Payoff Ratio | 1.92 | 1.38 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 2.26 | 1.26 |
| CPC Index | 1.2 | 0.76 |
| Tail Ratio | 1.48 | 1.12 |
| Outlier Win Ratio | 31.59 | 3.17 |
| Outlier Loss Ratio | 4.33 | 2.88 |
| Volatility (ann.) | 22.35% | 54.28% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.33 | 0.43 |
| Skew | 2.67 | 0.02 |
| Kurtosis | 35.91 | 4.18 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.72% | 2.07% |
| Expected Yearly % | 17.64% | 21.5% |
| Kelly Criterion | 10.42% | 12.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.56% |
| Expected Shortfall (cVaR) | -1.86% | -4.56% |
| Year | 12344485:BTCUSD | 12344485:btcusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | 15.41 | -0.26 | + |
| 2023 | 155.54 | 22.50 | 0.14 | - |
| 2024 | 121.00 | 37.69 | 0.31 | - |
| 2025 | -6.34 | -1.61 | 0.25 | + |
| Metric | 12344485:btcusd:triple_med_gx:lsma50_30 | 12344485:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.61% | -8.05% |
| 6M | 24.41% | 37.53% |
| YTD | -1.61% | -6.34% |
| 1Y | 21.03% | 30.1% |
| 3Y (ann.) | 23.64% | 25.67% |
| 5Y (ann.) | 23.36% | 28.6% |
| Metric | 12344485:btcusd:triple_med_gx:lsma50_30 | 12344485:BTCUSD |
|---|---|---|
| Max Drawdown | -17.56% | -66.79% |
| Longest DD Days | 199.0 | 682.0 |
| Avg. Drawdown | -3.97% | -10.06% |
| Avg. Drawdown Days | 43.0 | 57.0 |
| Recovery Factor | 5.21 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-26 | -17.56 | 199 |
| 2024-06-06 | 2024-11-10 | -16.64 | 157 |
| 2022-12-27 | 2023-06-21 | -10.69 | 176 |
| 2022-02-20 | 2022-03-24 | -7.73 | 32 |
| 2023-07-14 | 2023-10-23 | -6.52 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-03-21 | 2024-05-15 | -3.85 | 55 |
| 2024-11-29 | 2025-03-25 | -3.54 | 116 |
| 2022-10-27 | 2022-10-29 | -2.31 | 2 |
| Metric | 12344485:btcusd:triple_med_gx:lsma50_30 | 12344485:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 14.52% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -15.94% | -37.12% |
| Best Year | 37.69% | 155.54% |
| Worst Year | -1.61% | -58.81% |
| Avg. Up Day | 2.61% | 2.64% |
| Avg. Down Day | -1.36% | -1.91% |
| Avg. Up Week | 6.6% | 8.22% |
| Avg. Down Week | -2.25% | -5.11% |
| Avg. Up Month | 7.56% | 12.94% |
| Avg. Down Month | -4.35% | -13.56% |
| Win Days % | 41.12% | 49.07% |
| Win Month % | 62.96% | 60.53% |
| Win Week % | 45.28% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |