| Metric | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 29.68% | 161.99% |
| Max Drawdown | -26.77% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 30.94 | 3.62 |
| Outlier Loss Ratio | 4.15 | 3.43 |
| Volatility (ann.) | 11.66% | 26.28% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.3 | 0.5 |
| Skew | 1.47 | 0.18 |
| Kurtosis | 49.96 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.38% |
| Expected Yearly % | 6.71% | 27.22% |
| Kelly Criterion | 0.48% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11403290:BTCUSD | 11403290:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -11.44 | 0.19 | + |
| 2023 | 155.54 | 12.39 | 0.08 | - |
| 2024 | 121.00 | 19.62 | 0.16 | - |
| 2025 | 16.76 | 8.92 | 0.53 | - |
| Metric | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.16% |
| 3M | 11.76% | 31.46% |
| 6M | 12.07% | 12.77% |
| YTD | 8.92% | 16.76% |
| 1Y | 8.26% | 56.84% |
| 3Y (ann.) | 6.45% | 55.31% |
| 5Y (ann.) | 8.07% | 33.33% |
| Metric | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -5.34% | -6.97% |
| Avg. Drawdown Days | 85.0 | 36.0 |
| Recovery Factor | 1.11 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-03-25 | -26.77 | 704 |
| 2024-06-05 | 2025-05-10 | -18.42 | 339 |
| 2022-03-02 | 2022-04-19 | -5.61 | 48 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-06-04 | -3.68 | 42 |
| 2025-05-23 | 2025-06-09 | -2.94 | 17 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-04-22 | -2.87 | 24 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| Metric | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -16.89% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -15.0% | -37.12% |
| Best Year | 19.62% | 155.54% |
| Worst Year | -11.44% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.85% | 6.94% |
| Avg. Down Week | -2.37% | -4.1% |
| Avg. Up Month | 5.02% | 13.7% |
| Avg. Down Month | -4.38% | -13.62% |
| Win Days % | 46.83% | 51.27% |
| Win Month % | 46.34% | 60.98% |
| Win Week % | 45.0% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |