| Metric | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 69.25% | 187.39% |
| Max Drawdown | -48.93% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.49 | 0.62 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 21.54 | 4.07 |
| Outlier Loss Ratio | 3.8 | 4.0 |
| Volatility (ann.) | 16.03% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.35 | 0.55 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 32.29 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.55% |
| Expected Yearly % | 14.06% | 30.2% |
| Kelly Criterion | 3.3% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11396868:BTCUSD | 11396868:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -34.65 | 0.61 | + |
| 2023 | 155.54 | 71.36 | 0.46 | - |
| 2024 | 121.00 | 27.61 | 0.23 | - |
| 2025 | 16.76 | 18.44 | 1.10 | + |
| Metric | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 12.17% | 31.46% |
| 6M | 14.43% | 12.77% |
| YTD | 18.44% | 16.76% |
| 1Y | 7.75% | 56.84% |
| 3Y (ann.) | 29.42% | 55.31% |
| 5Y (ann.) | 16.94% | 36.89% |
| Metric | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| Max Drawdown | -48.93% | -67.18% |
| Longest DD Days | 591.0 | 683.0 |
| Avg. Drawdown | -4.82% | -6.61% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 1.42 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-19 | -48.93 | 591 |
| 2024-06-12 | 2025-05-08 | -23.41 | 329 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-01-18 | 2024-02-26 | -9.34 | 39 |
| 2025-05-19 | 2025-06-11 | -4.94 | 23 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -22.64% | -37.12% |
| Best Year | 71.36% | 155.54% |
| Worst Year | -34.65% | -56.42% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.95% | -1.01% |
| Avg. Up Week | 4.97% | 6.03% |
| Avg. Down Week | -2.99% | -4.94% |
| Avg. Up Month | 6.93% | 14.47% |
| Avg. Down Month | -5.77% | -12.99% |
| Win Days % | 49.86% | 51.28% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 50.54% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |