| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 68.67% | 161.99% |
| Max Drawdown | -38.71% | -67.18% |
| Sharpe | 0.33 | 0.41 |
| Sortino | 0.5 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 22.03 | 3.96 |
| Outlier Loss Ratio | 3.87 | 3.89 |
| Volatility (ann.) | 15.45% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.44 | 0.5 |
| Skew | 1.29 | 0.18 |
| Kurtosis | 37.11 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.38% |
| Expected Yearly % | 13.96% | 27.22% |
| Kelly Criterion | 3.35% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.23% |
| Expected Shortfall (cVaR) | -1.32% | -2.23% |
| Year | 11403851:BTCUSD | 11403851:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -19.35 | 0.32 | + |
| 2023 | 155.54 | 25.71 | 0.17 | - |
| 2024 | 121.00 | 41.32 | 0.34 | - |
| 2025 | 16.76 | 17.73 | 1.06 | + |
| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 15.04% | 31.46% |
| 6M | 16.72% | 12.77% |
| YTD | 17.73% | 16.76% |
| 1Y | 25.63% | 56.84% |
| 3Y (ann.) | 19.44% | 55.31% |
| 5Y (ann.) | 16.9% | 33.33% |
| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| Max Drawdown | -38.71% | -67.18% |
| Longest DD Days | 755.0 | 683.0 |
| Avg. Drawdown | -4.17% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 1.77 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-03-25 | -38.71 | 755 |
| 2024-06-07 | 2024-11-06 | -20.95 | 151 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -8.47 | 66 |
| 2025-05-23 | 2025-06-09 | -6.79 | 17 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2024-12-21 | 2024-12-24 | -5.24 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -11.49% | -37.12% |
| Best Year | 41.32% | 155.54% |
| Worst Year | -19.35% | -60.27% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 3.98% | 5.96% |
| Avg. Down Week | -3.37% | -5.78% |
| Avg. Up Month | 5.63% | 12.35% |
| Avg. Down Month | -6.1% | -13.23% |
| Win Days % | 49.89% | 51.27% |
| Win Month % | 62.16% | 60.98% |
| Win Week % | 56.38% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |