| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 61.56% | 187.39% |
| Max Drawdown | -40.94% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.39 | 3.97 |
| Outlier Loss Ratio | 4.05 | 3.98 |
| Volatility (ann.) | 15.84% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.37 | 0.55 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 29.5 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.55% |
| Expected Yearly % | 12.74% | 30.2% |
| Kelly Criterion | 2.61% | 4.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11397252:BTCUSD | 11397252:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -24.45 | 0.43 | + |
| 2023 | 155.54 | 36.53 | 0.23 | - |
| 2024 | 121.00 | 28.84 | 0.24 | - |
| 2025 | 16.76 | 21.57 | 1.29 | + |
| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 29.14% | 31.46% |
| 6M | 20.71% | 12.77% |
| YTD | 21.57% | 16.76% |
| 1Y | 15.17% | 56.84% |
| 3Y (ann.) | 13.84% | 55.31% |
| 5Y (ann.) | 15.34% | 36.89% |
| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| Max Drawdown | -40.94% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.61% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 1.5 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-25 | -40.94 | 679 |
| 2024-05-30 | 2025-05-08 | -27.50 | 342 |
| 2022-04-10 | 2022-05-15 | -14.08 | 35 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-05-29 | 2025-06-11 | -8.11 | 13 |
| 2024-04-17 | 2024-04-19 | -4.64 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -28.42% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -28.33% | -37.12% |
| Best Year | 36.53% | 155.54% |
| Worst Year | -24.45% | -56.42% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.04% | 6.03% |
| Avg. Down Week | -3.4% | -4.9% |
| Avg. Up Month | 5.6% | 12.53% |
| Avg. Down Month | -6.14% | -11.1% |
| Win Days % | 49.72% | 51.28% |
| Win Month % | 65.0% | 61.9% |
| Win Week % | 52.43% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |