| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 71.34% | 225.45% |
| Max Drawdown | -28.05% | -67.18% |
| Sharpe | 0.32 | 0.46 |
| Sortino | 0.49 | 0.66 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 19.76 | 4.08 |
| Outlier Loss Ratio | 4.03 | 4.04 |
| Volatility (ann.) | 16.03% | 26.11% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.6 | 0.6 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 31.42 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.78% |
| Expected Yearly % | 14.41% | 34.31% |
| Kelly Criterion | 2.93% | 4.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.21% |
| Expected Shortfall (cVaR) | -1.37% | -2.21% |
| Year | 11393940:BTCUSD | 11393940:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.24 | 0.21 | + |
| 2023 | 155.54 | 28.97 | 0.19 | - |
| 2024 | 121.00 | 30.22 | 0.25 | - |
| 2025 | 27.10 | 14.94 | 0.55 | - |
| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.16% | 41.88% |
| 6M | 11.18% | 22.91% |
| YTD | 14.94% | 27.1% |
| 1Y | 25.22% | 82.29% |
| 3Y (ann.) | 23.43% | 77.48% |
| 5Y (ann.) | 16.81% | 40.56% |
| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| Max Drawdown | -28.05% | -67.18% |
| Longest DD Days | 382.0 | 683.0 |
| Avg. Drawdown | -4.82% | -6.14% |
| Avg. Drawdown Days | 35.0 | 31.0 |
| Recovery Factor | 2.54 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-25 | -28.05 | 382 |
| 2024-06-12 | 2024-12-05 | -26.18 | 175 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2025-03-03 | 2025-05-08 | -12.10 | 66 |
| 2023-04-26 | 2023-12-20 | -11.53 | 237 |
| 2024-04-06 | 2024-04-22 | -7.91 | 15 |
| 2023-12-22 | 2024-01-27 | -7.77 | 36 |
| 2024-12-26 | 2025-03-02 | -7.63 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-28 | 2024-03-20 | -6.13 | 52 |
| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 13.24% | 43.77% |
| Worst Month | -9.34% | -37.12% |
| Best Year | 30.22% | 155.54% |
| Worst Year | -11.24% | -54.66% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 3.97% | 5.45% |
| Avg. Down Week | -2.39% | -5.13% |
| Avg. Up Month | 4.83% | 11.96% |
| Avg. Down Month | -4.41% | -13.32% |
| Win Days % | 49.94% | 51.29% |
| Win Month % | 64.1% | 62.79% |
| Win Week % | 47.66% | 51.89% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |