| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 92.08% | 189.3% |
| Max Drawdown | -28.86% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.59 | 0.63 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.69 | 4.02 |
| Outlier Loss Ratio | 3.99 | 3.95 |
| Volatility (ann.) | 15.97% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.74 | 0.55 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 32.4 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.56% |
| Expected Yearly % | 17.73% | 30.42% |
| Kelly Criterion | 3.72% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11395522:BTCUSD | 11395522:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -11.62 | 0.21 | + |
| 2023 | 155.54 | 24.39 | 0.16 | - |
| 2024 | 121.00 | 39.32 | 0.32 | - |
| 2025 | 16.76 | 25.41 | 1.52 | + |
| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 18.96% | 31.46% |
| 6M | 26.23% | 12.77% |
| YTD | 25.41% | 16.76% |
| 1Y | 29.42% | 56.84% |
| 3Y (ann.) | 22.36% | 55.31% |
| 5Y (ann.) | 21.39% | 37.09% |
| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| Max Drawdown | -28.86% | -67.18% |
| Longest DD Days | 589.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.63% |
| Avg. Drawdown Days | 31.0 | 33.0 |
| Recovery Factor | 3.19 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2023-12-20 | -28.86 | 589 |
| 2024-06-12 | 2024-12-05 | -27.85 | 175 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2025-03-03 | 2025-05-06 | -11.36 | 64 |
| 2022-03-01 | 2022-05-10 | -11.12 | 69 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 11.89% | 43.77% |
| Worst Month | -10.19% | -37.12% |
| Best Year | 39.32% | 155.54% |
| Worst Year | -11.62% | -56.13% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 4.0% | 5.89% |
| Avg. Down Week | -2.4% | -4.35% |
| Avg. Up Month | 5.91% | 12.81% |
| Avg. Down Month | -4.16% | -13.5% |
| Win Days % | 50.57% | 51.25% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 50.98% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |