| Metric | 11400481:btcusd:triple_med_gx:lsma50_130 | 11400481:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 78.65% | 182.99% |
| Max Drawdown | -40.38% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 20.83 | 3.94 |
| Outlier Loss Ratio | 3.94 | 3.92 |
| Volatility (ann.) | 15.69% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.47 | 0.54 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 35.29 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.57% |
| Expected Yearly % | 15.61% | 29.7% |
| Kelly Criterion | 3.7% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11400481:BTCUSD | 11400481:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -21.66 | 0.38 | + |
| 2023 | 155.54 | 25.60 | 0.16 | - |
| 2024 | 121.00 | 34.27 | 0.28 | - |
| 2025 | 16.76 | 35.24 | 2.10 | + |
| Metric | 11400481:btcusd:triple_med_gx:lsma50_130 | 11400481:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 29.92% | 31.46% |
| 6M | 37.96% | 12.77% |
| YTD | 35.24% | 16.76% |
| 1Y | 38.39% | 56.84% |
| 3Y (ann.) | 17.53% | 55.31% |
| 5Y (ann.) | 18.87% | 36.34% |
| Metric | 11400481:btcusd:triple_med_gx:lsma50_130 | 11400481:BTCUSD |
|---|---|---|
| Max Drawdown | -40.38% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.9% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 1.95 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-22 | -40.38 | 742 |
| 2024-06-12 | 2024-12-11 | -24.31 | 182 |
| 2025-03-03 | 2025-04-11 | -11.01 | 39 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| 2024-06-07 | 2024-06-12 | -3.38 | 5 |
| 2024-12-12 | 2024-12-24 | -2.08 | 11 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11400481:btcusd:triple_med_gx:lsma50_130 | 11400481:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.96% | -37.12% |
| Best Year | 35.24% | 155.54% |
| Worst Year | -21.66% | -57.08% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 3.96% | 5.71% |
| Avg. Down Week | -3.56% | -4.71% |
| Avg. Up Month | 5.96% | 13.72% |
| Avg. Down Month | -5.73% | -13.05% |
| Win Days % | 50.28% | 51.31% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 56.99% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |