| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 99.38% | 195.83% |
| Max Drawdown | -32.91% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 21.34 | 3.94 |
| Outlier Loss Ratio | 3.96 | 3.86 |
| Volatility (ann.) | 15.35% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.69 | 0.57 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 37.0 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.7% | 2.68% |
| Expected Yearly % | 18.83% | 31.15% |
| Kelly Criterion | 4.69% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11402206:BTCUSD | 11402206:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.24 | 0.24 | + |
| 2023 | 155.54 | 25.05 | 0.16 | - |
| 2024 | 121.00 | 40.55 | 0.34 | - |
| 2025 | 16.76 | 30.75 | 1.83 | + |
| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 23.53% | 31.46% |
| 6M | 33.39% | 12.77% |
| YTD | 30.75% | 16.76% |
| 1Y | 36.67% | 56.84% |
| 3Y (ann.) | 22.53% | 55.31% |
| 5Y (ann.) | 22.85% | 38.19% |
| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| Max Drawdown | -32.91% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 3.02 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -32.91 | 714 |
| 2024-06-12 | 2024-12-05 | -24.55 | 175 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.39 | 17 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -10.97% | -37.12% |
| Best Year | 40.55% | 155.54% |
| Worst Year | -13.24% | -55.14% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.08% | 5.96% |
| Avg. Down Week | -2.79% | -4.57% |
| Avg. Up Month | 5.34% | 13.65% |
| Avg. Down Month | -4.77% | -12.22% |
| Win Days % | 50.21% | 51.32% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |