| Metric | 11402373:btcusd:triple_med_gx:lsma50_135 | 11402373:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 169.86% | 195.83% |
| Max Drawdown | -34.2% | -67.18% |
| Sharpe | 0.58 | 0.44 |
| Sortino | 0.9 | 0.64 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 20.92 | 3.88 |
| Outlier Loss Ratio | 4.09 | 3.8 |
| Volatility (ann.) | 14.66% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.01 | 0.57 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 33.3 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.45% | 2.68% |
| Expected Yearly % | 28.17% | 31.15% |
| Kelly Criterion | 6.8% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.24% |
| Expected Shortfall (cVaR) | -1.24% | -2.24% |
| Year | 11402373:BTCUSD | 11402373:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.02 | 0.24 | + |
| 2023 | 155.54 | 54.45 | 0.35 | - |
| 2024 | 121.00 | 74.99 | 0.62 | - |
| 2025 | 16.76 | 14.79 | 0.88 | - |
| Metric | 11402373:btcusd:triple_med_gx:lsma50_135 | 11402373:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 16.35% | 31.46% |
| 6M | 14.51% | 12.77% |
| YTD | 14.79% | 16.76% |
| 1Y | 43.89% | 56.84% |
| 3Y (ann.) | 31.44% | 55.31% |
| 5Y (ann.) | 34.45% | 38.19% |
| Metric | 11402373:btcusd:triple_med_gx:lsma50_135 | 11402373:BTCUSD |
|---|---|---|
| Max Drawdown | -34.2% | -67.18% |
| Longest DD Days | 517.0 | 683.0 |
| Avg. Drawdown | -3.4% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 4.97 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-10-15 | -34.20 | 517 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-01-02 | 2024-03-25 | -11.93 | 83 |
| 2024-12-05 | 2025-05-18 | -11.41 | 164 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2022-04-21 | 2022-05-13 | -9.73 | 21 |
| 2024-08-09 | 2024-09-12 | -7.42 | 34 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2022-03-02 | 2022-04-19 | -5.86 | 48 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11402373:btcusd:triple_med_gx:lsma50_135 | 11402373:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 18.1% | 43.77% |
| Worst Month | -10.86% | -37.12% |
| Best Year | 74.99% | 155.54% |
| Worst Year | -13.02% | -55.14% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.3% | 6.06% |
| Avg. Down Week | -2.88% | -5.28% |
| Avg. Up Month | 5.5% | 12.84% |
| Avg. Down Month | -5.76% | -12.11% |
| Win Days % | 50.83% | 51.32% |
| Win Month % | 74.36% | 60.98% |
| Win Week % | 55.45% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |