| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 225.68% | 185.15% |
| Max Drawdown | -32.33% | -67.18% |
| Sharpe | 0.71 | 0.42 |
| Sortino | 1.14 | 0.61 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 22.34 | 3.84 |
| Outlier Loss Ratio | 4.22 | 3.78 |
| Volatility (ann.) | 13.4% | 26.06% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.26 | 0.53 |
| Skew | 1.97 | 0.18 |
| Kurtosis | 33.68 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.85% | 2.53% |
| Expected Yearly % | 34.34% | 29.95% |
| Kelly Criterion | 8.65% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | 11405858:BTCUSD | 11405858:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.19 | 0.00 | + |
| 2023 | 155.54 | 50.59 | 0.33 | - |
| 2024 | 121.00 | 57.53 | 0.48 | - |
| 2025 | 27.10 | 37.54 | 1.39 | + |
| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 13.89% | 41.88% |
| 6M | 31.51% | 22.91% |
| YTD | 37.54% | 27.1% |
| 1Y | 70.82% | 82.29% |
| 3Y (ann.) | 37.05% | 77.48% |
| 5Y (ann.) | 40.9% | 35.56% |
| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| Max Drawdown | -32.33% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -3.06% | -6.94% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 6.98 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-10 | -32.33 | 329 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2022-04-10 | 2022-05-13 | -9.85 | 32 |
| 2023-04-26 | 2023-11-28 | -9.52 | 215 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2025-03-06 | 2025-04-11 | -6.78 | 36 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-06-20 | 2025-07-17 | -6.11 | 26 |
| 2024-08-09 | 2024-09-10 | -6.11 | 32 |
| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -10.39% | -29.64% |
| Best Month | 28.11% | 43.77% |
| Worst Month | -13.4% | -37.12% |
| Best Year | 57.53% | 155.54% |
| Worst Year | -0.19% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.86% | 5.87% |
| Avg. Down Week | -2.58% | -4.85% |
| Avg. Up Month | 7.07% | 10.86% |
| Avg. Down Month | -5.01% | -12.09% |
| Win Days % | 50.9% | 51.3% |
| Win Month % | 68.42% | 61.9% |
| Win Week % | 56.7% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |