| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 177.57% | 161.99% |
| Max Drawdown | -39.02% | -67.18% |
| Sharpe | 0.61 | 0.41 |
| Sortino | 0.97 | 0.59 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 21.74 | 3.87 |
| Outlier Loss Ratio | 4.18 | 3.77 |
| Volatility (ann.) | 14.02% | 26.28% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.91 | 0.5 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 33.64 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.52% | 2.38% |
| Expected Yearly % | 29.07% | 27.22% |
| Kelly Criterion | 7.66% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.23% |
| Expected Shortfall (cVaR) | -1.18% | -2.23% |
| Year | 11404073:BTCUSD | 11404073:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -13.49 | 0.22 | + |
| 2023 | 155.54 | 46.58 | 0.30 | - |
| 2024 | 121.00 | 73.20 | 0.60 | - |
| 2025 | 16.76 | 26.37 | 1.57 | + |
| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 18.35% | 31.46% |
| 6M | 21.97% | 12.77% |
| YTD | 26.37% | 16.76% |
| 1Y | 46.57% | 56.84% |
| 3Y (ann.) | 30.06% | 55.31% |
| 5Y (ann.) | 35.65% | 33.33% |
| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| Max Drawdown | -39.02% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.4% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 4.55 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -39.02 | 345 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2023-04-26 | 2023-12-21 | -11.15 | 239 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2024-12-05 | 2025-03-05 | -9.97 | 89 |
| 2022-04-10 | 2022-05-12 | -9.69 | 31 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-08-09 | 2024-09-12 | -6.97 | 34 |
| 2025-03-06 | 2025-04-12 | -6.78 | 37 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -15.56% | -37.12% |
| Best Year | 73.2% | 155.54% |
| Worst Year | -13.49% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.27% | 6.14% |
| Avg. Down Week | -2.71% | -5.03% |
| Avg. Up Month | 6.31% | 12.2% |
| Avg. Down Month | -5.16% | -11.82% |
| Win Days % | 50.39% | 51.27% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 54.17% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |