| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 309.45% | 122.08% |
| Max Drawdown | -28.94% | -67.18% |
| Sharpe | 0.73 | 0.33 |
| Sortino | 1.2 | 0.48 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.54 | 1.03 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.22 | 0.97 |
| Outlier Win Ratio | 21.21 | 3.9 |
| Outlier Loss Ratio | 4.25 | 3.79 |
| Volatility (ann.) | 13.75% | 25.49% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.53 | 0.34 |
| Skew | 2.31 | 0.15 |
| Kurtosis | 37.32 | 6.57 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.04% | 1.71% |
| Expected Yearly % | 42.25% | 22.08% |
| Kelly Criterion | 8.84% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.17% |
| Expected Shortfall (cVaR) | -1.16% | -2.17% |
| Year | 11404185:BTCUSD | 11404185:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.20 | -0.04 | + |
| 2023 | 155.54 | 54.29 | 0.35 | - |
| 2024 | 121.00 | 88.81 | 0.73 | - |
| 2025 | -1.03 | 37.53 | -36.60 | + |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 7.28% | -17.17% |
| 6M | 10.25% | -16.23% |
| YTD | 37.53% | -1.03% |
| 1Y | 47.05% | -5.06% |
| 3Y (ann.) | 57.75% | 75.28% |
| 5Y (ann.) | 44.26% | 23.05% |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Max Drawdown | -28.94% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -2.95% | -7.61% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 10.69 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.94 | 302 |
| 2025-11-15 | 2025-12-10 | -14.62 | 25 |
| 2024-01-02 | 2024-03-23 | -14.48 | 80 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2023-04-26 | 2023-10-16 | -10.71 | 172 |
| 2025-03-03 | 2025-05-22 | -9.88 | 80 |
| 2025-01-04 | 2025-02-28 | -8.16 | 55 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-20 | 2025-08-26 | -6.11 | 67 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -9.98% | -29.64% |
| Best Month | 23.68% | 43.77% |
| Worst Month | -13.59% | -37.12% |
| Best Year | 88.81% | 155.54% |
| Worst Year | 2.2% | -60.27% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.26% | 6.21% |
| Avg. Down Week | -2.95% | -4.71% |
| Avg. Up Month | 6.27% | 13.34% |
| Avg. Down Month | -5.71% | -12.2% |
| Win Days % | 50.84% | 51.39% |
| Win Month % | 73.33% | 59.57% |
| Win Week % | 62.28% | 50.0% |
| Win Quarter % | 87.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |