| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 32.71% | 161.99% |
| Max Drawdown | -50.33% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.32 | 0.59 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 22.7 | 4.07 |
| Outlier Loss Ratio | 3.78 | 3.99 |
| Volatility (ann.) | 15.75% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.18 | 0.5 |
| Skew | 0.98 | 0.18 |
| Kurtosis | 33.94 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.38% |
| Expected Yearly % | 7.33% | 27.22% |
| Kelly Criterion | 1.12% | 2.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.23% |
| Expected Shortfall (cVaR) | -1.35% | -2.23% |
| Year | 11403569:BTCUSD | 11403569:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -42.97 | 0.71 | + |
| 2023 | 155.54 | 76.67 | 0.49 | - |
| 2024 | 121.00 | 28.20 | 0.23 | - |
| 2025 | 16.76 | 2.74 | 0.16 | - |
| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 5.4% | 31.46% |
| 6M | 1.03% | 12.77% |
| YTD | 2.74% | 16.76% |
| 1Y | -4.45% | 56.84% |
| 3Y (ann.) | 15.57% | 55.31% |
| 5Y (ann.) | 8.82% | 33.33% |
| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| Max Drawdown | -50.33% | -67.18% |
| Longest DD Days | 634.0 | 683.0 |
| Avg. Drawdown | -6.34% | -6.97% |
| Avg. Drawdown Days | 57.0 | 36.0 |
| Recovery Factor | 0.65 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2024-01-02 | -50.33 | 634 |
| 2024-06-12 | 2025-06-11 | -21.74 | 364 |
| 2024-01-02 | 2024-02-27 | -12.07 | 56 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2024-05-04 | 2024-06-03 | -2.36 | 30 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-25 | 2024-04-16 | -1.70 | 22 |
| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 24.21% | 43.77% |
| Worst Month | -19.93% | -37.12% |
| Best Year | 76.67% | 155.54% |
| Worst Year | -42.97% | -60.27% |
| Avg. Up Day | 1.01% | 1.01% |
| Avg. Down Day | -0.97% | -1.02% |
| Avg. Up Week | 4.52% | 5.83% |
| Avg. Down Week | -3.34% | -5.25% |
| Avg. Up Month | 7.01% | 15.84% |
| Avg. Down Month | -5.84% | -12.49% |
| Win Days % | 49.55% | 51.27% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 53.12% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |