| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 114.94% | 161.99% |
| Max Drawdown | -37.5% | -67.18% |
| Sharpe | 0.45 | 0.41 |
| Sortino | 0.7 | 0.59 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 22.92 | 4.06 |
| Outlier Loss Ratio | 3.84 | 3.88 |
| Volatility (ann.) | 15.27% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.68 | 0.5 |
| Skew | 1.47 | 0.18 |
| Kurtosis | 36.24 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.88% | 2.38% |
| Expected Yearly % | 21.08% | 27.22% |
| Kelly Criterion | 5.17% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.23% |
| Expected Shortfall (cVaR) | -1.3% | -2.23% |
| Year | 11403681:BTCUSD | 11403681:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -24.69 | 0.41 | + |
| 2023 | 155.54 | 64.39 | 0.41 | - |
| 2024 | 121.00 | 34.00 | 0.28 | - |
| 2025 | 16.76 | 29.56 | 1.76 | + |
| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 17.45% | 31.46% |
| 6M | 26.84% | 12.77% |
| YTD | 29.56% | 16.76% |
| 1Y | 27.48% | 56.84% |
| 3Y (ann.) | 33.54% | 55.31% |
| 5Y (ann.) | 25.68% | 33.33% |
| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| Max Drawdown | -37.5% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.29% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.07 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-07-13 | -37.50 | 461 |
| 2024-06-12 | 2024-12-05 | -20.07 | 175 |
| 2024-01-02 | 2024-02-27 | -13.80 | 55 |
| 2024-12-16 | 2025-03-02 | -11.78 | 75 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2023-07-14 | 2023-11-09 | -7.98 | 118 |
| 2024-04-04 | 2024-04-19 | -5.77 | 14 |
| 2024-12-05 | 2024-12-16 | -5.45 | 11 |
| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 21.98% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.98% | 43.77% |
| Worst Month | -13.24% | -37.12% |
| Best Year | 64.39% | 155.54% |
| Worst Year | -24.69% | -60.27% |
| Avg. Up Day | 1.02% | 1.02% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 4.94% | 6.12% |
| Avg. Down Week | -2.89% | -5.47% |
| Avg. Up Month | 6.84% | 14.09% |
| Avg. Down Month | -5.21% | -13.5% |
| Win Days % | 50.19% | 51.27% |
| Win Month % | 63.89% | 60.98% |
| Win Week % | 51.09% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |