| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 89.29% | 182.99% |
| Max Drawdown | -39.71% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.58 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 20.29 | 3.94 |
| Outlier Loss Ratio | 4.01 | 3.89 |
| Volatility (ann.) | 15.56% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.53 | 0.54 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 32.89 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.57% |
| Expected Yearly % | 17.3% | 29.7% |
| Kelly Criterion | 4.08% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11400536:BTCUSD | 11400536:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -20.23 | 0.35 | + |
| 2023 | 155.54 | 24.97 | 0.16 | - |
| 2024 | 121.00 | 40.38 | 0.33 | - |
| 2025 | 16.76 | 35.26 | 2.10 | + |
| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 27.76% | 31.46% |
| 6M | 33.9% | 12.77% |
| YTD | 35.26% | 16.76% |
| 1Y | 37.01% | 56.84% |
| 3Y (ann.) | 19.07% | 55.31% |
| 5Y (ann.) | 20.94% | 36.34% |
| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| Max Drawdown | -39.71% | -67.18% |
| Longest DD Days | 739.0 | 683.0 |
| Avg. Drawdown | -3.44% | -6.9% |
| Avg. Drawdown Days | 29.0 | 35.0 |
| Recovery Factor | 2.25 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-19 | -39.71 | 739 |
| 2024-06-12 | 2024-11-06 | -23.71 | 147 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-03-06 | 2025-04-11 | -8.07 | 36 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2025-01-30 | 2025-03-05 | -5.68 | 34 |
| 2025-05-23 | 2025-06-09 | -5.17 | 17 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-06-02 | 2024-06-12 | -4.08 | 10 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -22.86% | -37.12% |
| Best Year | 40.38% | 155.54% |
| Worst Year | -20.23% | -57.08% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.06% | 5.81% |
| Avg. Down Week | -3.29% | -4.39% |
| Avg. Up Month | 6.13% | 13.19% |
| Avg. Down Month | -5.2% | -12.86% |
| Win Days % | 49.87% | 51.31% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 53.06% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |