| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 52.2% | 222.02% |
| Max Drawdown | -21.88% | -67.18% |
| Sharpe | 0.32 | 0.46 |
| Sortino | 0.5 | 0.66 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 31.91 | 3.69 |
| Outlier Loss Ratio | 3.99 | 3.41 |
| Volatility (ann.) | 11.87% | 26.12% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.59 | 0.6 |
| Skew | 2.43 | 0.2 |
| Kurtosis | 57.33 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.82% |
| Expected Yearly % | 11.07% | 33.96% |
| Kelly Criterion | 1.58% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.22% |
| Expected Shortfall (cVaR) | -1.01% | -2.22% |
| Year | 11401205:BTCUSD | 11401205:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.50 | -0.10 | + |
| 2023 | 155.54 | 11.84 | 0.08 | - |
| 2024 | 121.00 | 13.55 | 0.11 | - |
| 2025 | 27.10 | 13.60 | 0.50 | - |
| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.91% | 41.88% |
| 6M | 11.31% | 22.91% |
| YTD | 13.6% | 27.1% |
| 1Y | 5.17% | 82.29% |
| 3Y (ann.) | 8.77% | 77.48% |
| 5Y (ann.) | 12.95% | 40.36% |
| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| Max Drawdown | -21.88% | -67.18% |
| Longest DD Days | 342.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.76% |
| Avg. Drawdown Days | 33.0 | 35.0 |
| Recovery Factor | 2.39 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -21.88 | 342 |
| 2022-08-25 | 2023-04-26 | -19.87 | 243 |
| 2023-05-20 | 2024-03-24 | -14.48 | 309 |
| 2022-06-17 | 2022-06-19 | -11.62 | 2 |
| 2022-02-23 | 2022-02-28 | -9.31 | 5 |
| 2024-06-05 | 2024-08-08 | -7.12 | 64 |
| 2022-04-14 | 2022-04-19 | -5.94 | 5 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2023-04-26 | 2023-05-18 | -4.29 | 22 |
| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -7.84% | -37.12% |
| Best Year | 13.6% | 155.54% |
| Worst Year | 5.5% | -55.14% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.37% | 7.52% |
| Avg. Down Week | -2.49% | -4.07% |
| Avg. Up Month | 4.46% | 15.86% |
| Avg. Down Month | -3.67% | -10.89% |
| Win Days % | 46.44% | 51.34% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 43.0% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |