| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 251.0% | 185.19% |
| Max Drawdown | -33.84% | -67.18% |
| Sharpe | 0.71 | 0.42 |
| Sortino | 1.15 | 0.61 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 21.21 | 3.85 |
| Outlier Loss Ratio | 4.16 | 3.81 |
| Volatility (ann.) | 14.19% | 26.05% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.3 | 0.53 |
| Skew | 2.11 | 0.18 |
| Kurtosis | 36.77 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 3.03% | 2.53% |
| Expected Yearly % | 36.88% | 29.95% |
| Kelly Criterion | 9.05% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.21% |
| Expected Shortfall (cVaR) | -1.19% | -2.21% |
| Year | 11404127:BTCUSD | 11404127:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -8.68 | 0.14 | + |
| 2023 | 155.54 | 63.13 | 0.41 | - |
| 2024 | 121.00 | 78.26 | 0.65 | - |
| 2025 | 27.10 | 32.17 | 1.19 | + |
| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.78% | 41.88% |
| 6M | 26.18% | 22.91% |
| YTD | 32.17% | 27.1% |
| 1Y | 79.83% | 82.29% |
| 3Y (ann.) | 46.62% | 77.48% |
| 5Y (ann.) | 43.95% | 35.54% |
| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| Max Drawdown | -33.84% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.01% | -6.76% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 7.42 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -33.84 | 345 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-01-02 | 2024-03-24 | -10.83 | 82 |
| 2024-12-05 | 2025-02-28 | -10.05 | 85 |
| 2023-04-26 | 2023-09-28 | -9.91 | 154 |
| 2025-03-06 | 2025-04-11 | -8.89 | 36 |
| 2022-03-02 | 2022-04-21 | -8.28 | 50 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2025-06-20 | 2025-07-17 | -6.11 | 26 |
| 2024-08-09 | 2024-09-10 | -5.72 | 32 |
| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.14% | 43.77% |
| Worst Month | -10.14% | -37.12% |
| Best Year | 78.26% | 155.54% |
| Worst Year | -8.68% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.97% | 5.9% |
| Avg. Down Week | -2.69% | -5.24% |
| Avg. Up Month | 5.85% | 11.76% |
| Avg. Down Month | -5.14% | -12.18% |
| Win Days % | 51.22% | 51.29% |
| Win Month % | 76.92% | 61.9% |
| Win Week % | 59.41% | 51.37% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 75.0% |