| Metric | 11403625:btcusd:triple_med_gx:lsma50_140 | 11403625:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 54.55% | 161.99% |
| Max Drawdown | -45.78% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.43 | 0.59 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 23.09 | 4.0 |
| Outlier Loss Ratio | 3.79 | 3.96 |
| Volatility (ann.) | 15.47% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.3 | 0.5 |
| Skew | 1.13 | 0.18 |
| Kurtosis | 35.99 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.38% |
| Expected Yearly % | 11.5% | 27.22% |
| Kelly Criterion | 3.01% | 3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.23% |
| Expected Shortfall (cVaR) | -1.32% | -2.23% |
| Year | 11403625:BTCUSD | 11403625:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -39.27 | 0.65 | + |
| 2023 | 155.54 | 74.14 | 0.48 | - |
| 2024 | 121.00 | 23.26 | 0.19 | - |
| 2025 | 16.76 | 18.57 | 1.11 | + |
| Metric | 11403625:btcusd:triple_med_gx:lsma50_140 | 11403625:BTCUSD |
|---|---|---|
| MTD | 1.25% | 4.16% |
| 3M | 17.28% | 31.46% |
| 6M | 13.43% | 12.77% |
| YTD | 18.57% | 16.76% |
| 1Y | 4.74% | 56.84% |
| 3Y (ann.) | 22.17% | 55.31% |
| 5Y (ann.) | 13.89% | 33.33% |
| Metric | 11403625:btcusd:triple_med_gx:lsma50_140 | 11403625:BTCUSD |
|---|---|---|
| Max Drawdown | -45.78% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.97% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 1.19 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-12-20 | -45.78 | 622 |
| 2024-06-12 | 2025-05-18 | -22.82 | 340 |
| 2024-01-02 | 2024-02-28 | -13.49 | 56 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 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 |
| 2025-05-30 | 2025-06-11 | -4.29 | 12 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2023-12-29 | 2024-01-01 | -2.72 | 3 |
| Metric | 11403625:btcusd:triple_med_gx:lsma50_140 | 11403625:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 21.26% | 43.77% |
| Worst Month | -19.61% | -37.12% |
| Best Year | 74.14% | 155.54% |
| Worst Year | -39.27% | -60.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.94% | -0.99% |
| Avg. Up Week | 4.92% | 6.14% |
| Avg. Down Week | -3.61% | -5.47% |
| Avg. Up Month | 7.53% | 14.84% |
| Avg. Down Month | -7.29% | -13.21% |
| Win Days % | 50.0% | 51.27% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 55.43% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |