| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 75.28% | 183.29% |
| Max Drawdown | -49.4% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 21.97 | 4.07 |
| Outlier Loss Ratio | 3.76 | 4.0 |
| Volatility (ann.) | 15.93% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.37 | 0.54 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 32.87 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.57% |
| Expected Yearly % | 15.06% | 29.73% |
| Kelly Criterion | 3.73% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11398515:BTCUSD | 11398515:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -39.84 | 0.70 | + |
| 2023 | 155.54 | 75.17 | 0.48 | - |
| 2024 | 121.00 | 42.38 | 0.35 | - |
| 2025 | 16.76 | 16.82 | 1.00 | + |
| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 10.63% | 31.46% |
| 6M | 15.31% | 12.77% |
| YTD | 16.82% | 16.76% |
| 1Y | 16.83% | 56.84% |
| 3Y (ann.) | 29.55% | 55.31% |
| 5Y (ann.) | 18.19% | 36.34% |
| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| Max Drawdown | -49.4% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -5.31% | -6.73% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 1.52 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-12-20 | -49.40 | 622 |
| 2024-08-02 | 2024-12-05 | -21.36 | 125 |
| 2024-12-26 | 2025-03-02 | -12.57 | 66 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2024-01-02 | 2024-02-26 | -10.60 | 55 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-06-12 | 2024-08-01 | -9.81 | 50 |
| 2025-04-06 | 2025-04-11 | -8.81 | 5 |
| 2025-05-21 | 2025-06-11 | -5.57 | 21 |
| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -25.09% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -24.6% | -37.12% |
| Best Year | 75.17% | 155.54% |
| Worst Year | -39.84% | -57.04% |
| Avg. Up Day | 1.02% | 1.02% |
| Avg. Down Day | -0.96% | -1.01% |
| Avg. Up Week | 4.91% | 6.07% |
| Avg. Down Week | -2.94% | -5.02% |
| Avg. Up Month | 6.71% | 15.84% |
| Avg. Down Month | -6.4% | -13.88% |
| Win Days % | 50.52% | 51.3% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 51.65% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |