| Metric | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 35.06% | 195.83% |
| Max Drawdown | -23.15% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.41 | 0.64 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.6 | 0.66 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 33.21 | 3.63 |
| Outlier Loss Ratio | 4.03 | 3.38 |
| Volatility (ann.) | 11.53% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.41 | 0.57 |
| Skew | 2.99 | 0.2 |
| Kurtosis | 61.52 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.68% |
| Expected Yearly % | 7.8% | 31.15% |
| Kelly Criterion | 0.24% | 10.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11401261:BTCUSD | 11401261:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 2.95 | -0.05 | + |
| 2023 | 155.54 | 5.36 | 0.03 | - |
| 2024 | 121.00 | 12.75 | 0.11 | - |
| 2025 | 16.76 | 10.44 | 0.62 | - |
| Metric | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261:BTCUSD |
|---|---|---|
| MTD | 4.32% | 4.16% |
| 3M | 8.93% | 31.46% |
| 6M | 3.98% | 12.77% |
| YTD | 10.44% | 16.76% |
| 1Y | -4.86% | 56.84% |
| 3Y (ann.) | 5.82% | 55.31% |
| 5Y (ann.) | 9.38% | 38.19% |
| Metric | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261:BTCUSD |
|---|---|---|
| Max Drawdown | -23.15% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.97% |
| Avg. Drawdown Days | 53.0 | 36.0 |
| Recovery Factor | 1.51 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -23.15 | 306 |
| 2022-05-16 | 2023-04-25 | -19.47 | 344 |
| 2023-04-26 | 2024-03-25 | -18.34 | 333 |
| 2024-06-08 | 2024-08-08 | -7.65 | 61 |
| 2022-03-15 | 2022-04-20 | -7.38 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-03-14 | -3.28 | 13 |
| 2022-04-20 | 2022-05-14 | -2.94 | 24 |
| 2024-03-26 | 2024-04-06 | -2.90 | 11 |
| 2024-04-19 | 2024-04-20 | -2.02 | 1 |
| Metric | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 12.61% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -10.06% | -37.12% |
| Best Year | 12.75% | 155.54% |
| Worst Year | 2.95% | -55.14% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 4.2% | 7.83% |
| Avg. Down Week | -2.48% | -3.3% |
| Avg. Up Month | 5.17% | 17.85% |
| Avg. Down Month | -4.38% | -9.41% |
| Win Days % | 46.11% | 51.32% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 43.62% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |