| Metric | 11398683:btcusd:triple_med_gx:lsma50_125 | 11398683:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 99.47% | 183.29% |
| Max Drawdown | -37.2% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 21.01 | 4.04 |
| Outlier Loss Ratio | 3.91 | 4.0 |
| Volatility (ann.) | 15.92% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.61 | 0.54 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 33.67 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.7% | 2.57% |
| Expected Yearly % | 18.84% | 29.73% |
| Kelly Criterion | 4.6% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11398683:BTCUSD | 11398683:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -18.81 | 0.33 | + |
| 2023 | 155.54 | 37.48 | 0.24 | - |
| 2024 | 121.00 | 38.23 | 0.32 | - |
| 2025 | 16.76 | 29.28 | 1.75 | + |
| Metric | 11398683:btcusd:triple_med_gx:lsma50_125 | 11398683:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 23.27% | 31.46% |
| 6M | 31.4% | 12.77% |
| YTD | 29.28% | 16.76% |
| 1Y | 40.91% | 56.84% |
| 3Y (ann.) | 30.25% | 55.31% |
| 5Y (ann.) | 22.82% | 36.34% |
| Metric | 11398683:btcusd:triple_med_gx:lsma50_125 | 11398683:BTCUSD |
|---|---|---|
| Max Drawdown | -37.2% | -67.18% |
| Longest DD Days | 659.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.73% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | 2.67 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-12-20 | -37.20 | 659 |
| 2024-06-07 | 2024-12-04 | -23.91 | 180 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-04-11 | -11.01 | 39 |
| 2024-01-02 | 2024-03-20 | -7.95 | 78 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| Metric | 11398683:btcusd:triple_med_gx:lsma50_125 | 11398683:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -12.9% | -29.64% |
| Best Month | 12.8% | 43.77% |
| Worst Month | -13.65% | -37.12% |
| Best Year | 38.23% | 155.54% |
| Worst Year | -18.81% | -57.04% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.92% | -0.99% |
| Avg. Up Week | 3.87% | 5.54% |
| Avg. Down Week | -3.24% | -5.96% |
| Avg. Up Month | 6.05% | 12.14% |
| Avg. Down Month | -5.34% | -13.23% |
| Win Days % | 50.63% | 51.3% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 59.38% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |