| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 171.59% | 195.83% |
| Max Drawdown | -29.38% | -67.18% |
| Sharpe | 0.59 | 0.44 |
| Sortino | 0.95 | 0.64 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 21.36 | 3.88 |
| Outlier Loss Ratio | 4.24 | 3.78 |
| Volatility (ann.) | 14.33% | 26.35% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.18 | 0.57 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 37.19 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.47% | 2.68% |
| Expected Yearly % | 28.37% | 31.15% |
| Kelly Criterion | 6.52% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.24% |
| Expected Shortfall (cVaR) | -1.21% | -2.24% |
| Year | 11402485:BTCUSD | 11402485:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -3.55 | 0.06 | + |
| 2023 | 155.54 | 52.96 | 0.34 | - |
| 2024 | 121.00 | 63.42 | 0.52 | - |
| 2025 | 16.76 | 12.65 | 0.75 | - |
| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 8.11% | 31.46% |
| 6M | 15.03% | 12.77% |
| YTD | 12.65% | 16.76% |
| 1Y | 41.36% | 56.84% |
| 3Y (ann.) | 29.2% | 55.31% |
| 5Y (ann.) | 34.71% | 38.19% |
| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| Max Drawdown | -29.38% | -67.18% |
| Longest DD Days | 327.0 | 683.0 |
| Avg. Drawdown | -3.57% | -6.97% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 5.84 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-14 | -29.38 | 327 |
| 2023-04-26 | 2023-10-16 | -12.74 | 172 |
| 2024-01-02 | 2024-03-23 | -11.75 | 80 |
| 2024-06-05 | 2024-09-09 | -11.57 | 96 |
| 2025-03-03 | 2025-06-09 | -11.15 | 98 |
| 2024-12-21 | 2025-03-02 | -9.17 | 71 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-03-02 | 2022-04-20 | -6.66 | 49 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2024-09-14 | 2024-10-12 | -5.45 | 28 |
| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -12.46% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -17.15% | -37.12% |
| Best Year | 63.42% | 155.54% |
| Worst Year | -3.55% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.16% | 6.16% |
| Avg. Down Week | -2.36% | -5.11% |
| Avg. Up Month | 6.47% | 14.19% |
| Avg. Down Month | -5.48% | -12.73% |
| Win Days % | 50.21% | 51.32% |
| Win Month % | 70.0% | 60.98% |
| Win Week % | 53.0% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |