| Metric | 11397141:btcusd:triple_med_gx:lsma50_120 | 11397141:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 87.25% | 187.39% |
| Max Drawdown | -28.3% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.57 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 20.01 | 4.03 |
| Outlier Loss Ratio | 4.04 | 3.95 |
| Volatility (ann.) | 15.93% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.72 | 0.55 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 32.92 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.55% |
| Expected Yearly % | 16.98% | 30.2% |
| Kelly Criterion | 3.68% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11397141:BTCUSD | 11397141:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -5.99 | 0.11 | + |
| 2023 | 155.54 | 15.48 | 0.10 | - |
| 2024 | 121.00 | 32.38 | 0.27 | - |
| 2025 | 16.76 | 30.29 | 1.81 | + |
| Metric | 11397141:btcusd:triple_med_gx:lsma50_120 | 11397141:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 25.9% | 31.46% |
| 6M | 30.74% | 12.77% |
| YTD | 30.29% | 16.76% |
| 1Y | 30.86% | 56.84% |
| 3Y (ann.) | 20.86% | 55.31% |
| 5Y (ann.) | 20.51% | 36.89% |
| Metric | 11397141:btcusd:triple_med_gx:lsma50_120 | 11397141:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.18% |
| Longest DD Days | 351.0 | 683.0 |
| Avg. Drawdown | -4.85% | -6.61% |
| Avg. Drawdown Days | 35.0 | 33.0 |
| Recovery Factor | 3.08 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2023-04-26 | -28.30 | 351 |
| 2024-05-30 | 2024-12-24 | -27.41 | 207 |
| 2023-04-26 | 2024-01-02 | -13.44 | 250 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-01-02 | 2024-03-20 | -9.80 | 77 |
| 2022-04-10 | 2022-05-10 | -9.69 | 29 |
| 2024-04-07 | 2024-04-22 | -7.75 | 14 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397141:btcusd:triple_med_gx:lsma50_120 | 11397141:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 13.95% | 43.77% |
| Worst Month | -10.55% | -37.12% |
| Best Year | 32.38% | 155.54% |
| Worst Year | -5.99% | -56.42% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.88% | 6.35% |
| Avg. Down Week | -2.32% | -4.15% |
| Avg. Up Month | 6.28% | 14.99% |
| Avg. Down Month | -3.85% | -13.05% |
| Win Days % | 49.87% | 51.28% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 47.06% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |