| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 232.71% | 191.37% |
| Max Drawdown | -31.66% | -67.18% |
| Sharpe | 0.68 | 0.43 |
| Sortino | 1.08 | 0.63 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 21.11 | 3.94 |
| Outlier Loss Ratio | 4.15 | 3.81 |
| Volatility (ann.) | 14.65% | 26.25% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.34 | 0.55 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 35.77 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.98% | 2.64% |
| Expected Yearly % | 35.06% | 30.65% |
| Kelly Criterion | 8.38% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.23% |
| Expected Shortfall (cVaR) | -1.23% | -2.23% |
| Year | 11402429:BTCUSD | 11402429:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -7.05 | 0.13 | + |
| 2023 | 155.54 | 56.53 | 0.36 | - |
| 2024 | 121.00 | 81.36 | 0.67 | - |
| 2025 | 15.00 | 26.09 | 1.74 | + |
| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| MTD | 1.09% | 2.59% |
| 3M | 13.3% | 27.24% |
| 6M | 25.0% | 14.0% |
| YTD | 26.09% | 15.0% |
| 1Y | 86.63% | 78.0% |
| 3Y (ann.) | 44.45% | 74.28% |
| 5Y (ann.) | 42.41% | 36.96% |
| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| Max Drawdown | -31.66% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.37% | -7.03% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 7.35 | 2.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -31.66 | 345 |
| 2024-01-02 | 2024-02-27 | -14.98 | 55 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2022-04-21 | 2022-05-13 | -11.66 | 21 |
| 2024-12-21 | 2025-03-01 | -11.23 | 69 |
| 2023-04-26 | 2023-09-28 | -10.00 | 154 |
| 2025-03-02 | 2025-04-12 | -9.66 | 40 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-20 | 2025-06-29 | -6.11 | 8 |
| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.19% | 43.77% |
| Worst Month | -10.27% | -37.12% |
| Best Year | 81.36% | 155.54% |
| Worst Year | -7.05% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.67% | 6.39% |
| Avg. Down Week | -3.02% | -5.18% |
| Avg. Up Month | 5.68% | 14.12% |
| Avg. Down Month | -5.88% | -11.54% |
| Win Days % | 51.03% | 51.36% |
| Win Month % | 77.5% | 60.98% |
| Win Week % | 59.22% | 51.1% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |