| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 107.99% | 161.99% |
| Max Drawdown | -31.96% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 22.25 | 4.01 |
| Outlier Loss Ratio | 3.89 | 3.93 |
| Volatility (ann.) | 15.48% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.77 | 0.5 |
| Skew | 1.42 | 0.18 |
| Kurtosis | 36.81 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.8% | 2.38% |
| Expected Yearly % | 20.09% | 27.22% |
| Kelly Criterion | 5.04% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.23% |
| Expected Shortfall (cVaR) | -1.31% | -2.23% |
| Year | 11403793:BTCUSD | 11403793:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.79 | 0.11 | + |
| 2023 | 155.54 | 35.66 | 0.23 | - |
| 2024 | 121.00 | 28.93 | 0.24 | - |
| 2025 | 16.76 | 27.57 | 1.65 | + |
| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 14.03% | 31.46% |
| 6M | 20.52% | 12.77% |
| YTD | 27.57% | 16.76% |
| 1Y | 32.01% | 56.84% |
| 3Y (ann.) | 25.8% | 55.31% |
| 5Y (ann.) | 24.45% | 33.33% |
| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| Max Drawdown | -31.96% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 3.38 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-07-13 | -31.96 | 461 |
| 2024-06-05 | 2024-11-06 | -19.49 | 153 |
| 2024-01-02 | 2024-03-25 | -12.88 | 83 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-02 | -9.07 | 87 |
| 2024-04-15 | 2024-04-22 | -7.51 | 6 |
| 2023-07-14 | 2023-11-10 | -7.13 | 119 |
| 2025-05-23 | 2025-06-09 | -7.10 | 17 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.11% | 43.77% |
| Worst Month | -11.19% | -37.12% |
| Best Year | 35.66% | 155.54% |
| Worst Year | -6.79% | -60.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.91% | -0.97% |
| Avg. Up Week | 3.96% | 6.07% |
| Avg. Down Week | -2.86% | -5.21% |
| Avg. Up Month | 5.98% | 12.13% |
| Avg. Down Month | -3.8% | -11.78% |
| Win Days % | 50.37% | 51.27% |
| Win Month % | 63.89% | 60.98% |
| Win Week % | 55.32% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |