| Metric | 11397799:btcusd:triple_med_gx:lsma50_125 | 11397799:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 36.01% | 183.29% |
| Max Drawdown | -19.62% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 32.92 | 3.69 |
| Outlier Loss Ratio | 4.0 | 3.38 |
| Volatility (ann.) | 11.89% | 26.34% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.49 | 0.54 |
| Skew | 2.45 | 0.2 |
| Kurtosis | 58.22 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.57% |
| Expected Yearly % | 7.99% | 29.73% |
| Kelly Criterion | 0.47% | 10.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.24% |
| Expected Shortfall (cVaR) | -1.02% | -2.24% |
| Year | 11397799:BTCUSD | 11397799:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -2.21 | 0.04 | + |
| 2023 | 155.54 | 9.25 | 0.06 | - |
| 2024 | 121.00 | 16.20 | 0.13 | - |
| 2025 | 16.76 | 9.56 | 0.57 | - |
| Metric | 11397799:btcusd:triple_med_gx:lsma50_125 | 11397799:BTCUSD |
|---|---|---|
| MTD | 0.62% | 4.16% |
| 3M | 0.49% | 31.46% |
| 6M | 1.97% | 12.77% |
| YTD | 9.56% | 16.76% |
| 1Y | 1.93% | 56.84% |
| 3Y (ann.) | 7.66% | 55.31% |
| 5Y (ann.) | 9.59% | 36.34% |
| Metric | 11397799:btcusd:triple_med_gx:lsma50_125 | 11397799:BTCUSD |
|---|---|---|
| Max Drawdown | -19.62% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.73% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 1.84 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-13 | 2025-06-11 | -19.62 | 301 |
| 2022-06-21 | 2023-04-25 | -19.38 | 308 |
| 2023-04-26 | 2024-03-25 | -16.13 | 333 |
| 2022-05-16 | 2022-06-21 | -14.60 | 36 |
| 2022-02-23 | 2022-02-28 | -9.31 | 5 |
| 2024-06-05 | 2024-08-08 | -7.12 | 64 |
| 2022-03-15 | 2022-04-20 | -6.99 | 36 |
| 2022-03-01 | 2022-03-14 | -3.60 | 13 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11397799:btcusd:triple_med_gx:lsma50_125 | 11397799:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 13.73% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 13.67% | 43.77% |
| Worst Month | -7.84% | -37.12% |
| Best Year | 16.2% | 155.54% |
| Worst Year | -2.21% | -57.04% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.17% | 7.64% |
| Avg. Down Week | -2.47% | -4.19% |
| Avg. Up Month | 3.4% | 13.82% |
| Avg. Down Month | -4.39% | -9.41% |
| Win Days % | 45.63% | 51.3% |
| Win Month % | 60.98% | 60.98% |
| Win Week % | 42.86% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |