| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 96.7% | 182.99% |
| Max Drawdown | -44.73% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 20.59 | 3.92 |
| Outlier Loss Ratio | 3.94 | 3.85 |
| Volatility (ann.) | 15.29% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.5 | 0.54 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 33.21 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.57% |
| Expected Yearly % | 18.43% | 29.7% |
| Kelly Criterion | 4.42% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11400648:BTCUSD | 11400648:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -28.59 | 0.50 | + |
| 2023 | 155.54 | 51.52 | 0.33 | - |
| 2024 | 121.00 | 61.56 | 0.51 | - |
| 2025 | 16.76 | 12.53 | 0.75 | - |
| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 18.29% | 31.46% |
| 6M | 14.64% | 12.77% |
| YTD | 12.53% | 16.76% |
| 1Y | 30.12% | 56.84% |
| 3Y (ann.) | 19.38% | 55.31% |
| 5Y (ann.) | 22.33% | 36.34% |
| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| Max Drawdown | -44.73% | -67.18% |
| Longest DD Days | 682.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.9% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 2.16 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-28 | -44.73 | 682 |
| 2024-06-10 | 2024-10-14 | -21.13 | 125 |
| 2025-01-03 | 2025-05-18 | -13.61 | 135 |
| 2022-03-02 | 2022-05-15 | -12.84 | 74 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-05-23 | 2025-06-09 | -5.17 | 17 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 15.04% | 43.77% |
| Worst Month | -22.93% | -37.12% |
| Best Year | 61.56% | 155.54% |
| Worst Year | -28.59% | -57.08% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.31% | 6.1% |
| Avg. Down Week | -3.62% | -5.91% |
| Avg. Up Month | 5.36% | 12.2% |
| Avg. Down Month | -8.32% | -13.8% |
| Win Days % | 50.78% | 51.31% |
| Win Month % | 76.92% | 60.98% |
| Win Week % | 56.57% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |