| Metric | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 23.73% | 222.02% |
| Max Drawdown | -29.39% | -67.18% |
| Sharpe | 0.19 | 0.46 |
| Sortino | 0.31 | 0.66 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 34.43 | 3.58 |
| Outlier Loss Ratio | 4.13 | 3.39 |
| Volatility (ann.) | 11.04% | 26.12% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.22 | 0.6 |
| Skew | 2.54 | 0.2 |
| Kurtosis | 61.25 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.82% |
| Expected Yearly % | 5.47% | 33.96% |
| Kelly Criterion | -0.62% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11401316:BTCUSD | 11401316:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 11.33 | -0.21 | + |
| 2023 | 155.54 | 13.82 | 0.09 | - |
| 2024 | 121.00 | 10.01 | 0.08 | - |
| 2025 | 27.10 | -11.24 | -0.41 | - |
| Metric | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.63% | 41.88% |
| 6M | -12.29% | 22.91% |
| YTD | -11.24% | 27.1% |
| 1Y | -19.09% | 82.29% |
| 3Y (ann.) | -1.55% | 77.48% |
| 5Y (ann.) | 6.37% | 40.36% |
| Metric | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| Max Drawdown | -29.39% | -67.18% |
| Longest DD Days | 336.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.76% |
| Avg. Drawdown Days | 38.0 | 35.0 |
| Recovery Factor | 0.81 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-07-17 | -29.39 | 336 |
| 2022-06-21 | 2023-04-26 | -20.04 | 308 |
| 2023-04-26 | 2024-02-27 | -15.51 | 306 |
| 2024-06-05 | 2024-08-13 | -8.87 | 68 |
| 2022-05-16 | 2022-06-19 | -7.48 | 34 |
| 2022-03-15 | 2022-04-20 | -7.38 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-03-26 | 2024-04-20 | -2.90 | 25 |
| 2024-03-23 | 2024-03-24 | -2.53 | 1 |
| Metric | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -8.21% | -37.12% |
| Best Year | 13.82% | 155.54% |
| Worst Year | -11.24% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.75% | 7.34% |
| Avg. Down Week | -2.31% | -3.33% |
| Avg. Up Month | 4.48% | 12.69% |
| Avg. Down Month | -4.25% | -7.9% |
| Win Days % | 45.99% | 51.34% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 44.12% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |