| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 224.9% | 138.08% |
| Max Drawdown | -18.02% | -63.75% |
| Sharpe | 5.27 | 2.56 |
| Sortino | 13.35 | 4.75 |
| Payoff Ratio | 4.86 | 0.98 |
| Profit Factor | 3.21 | 1.53 |
| Common Sense Ratio | 8.4 | 2.87 |
| CPC Index | 5.14 | 0.79 |
| Tail Ratio | 2.62 | 1.88 |
| Outlier Win Ratio | 5.79 | 3.97 |
| Outlier Loss Ratio | 19.52 | 2.84 |
| Volatility (ann.) | 97.71% | 232.39% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.61 | 0.52 |
| Skew | 2.04 | 1.22 |
| Kurtosis | 9.06 | 4.58 |
| Expected Daily % | 1.29% | 0.95% |
| Expected Monthly % | 3.53% | 2.58% |
| Expected Yearly % | 34.26% | 24.22% |
| Kelly Criterion | 19.17% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.0% | -18.38% |
| Expected Shortfall (cVaR) | -7.0% | -18.38% |
| Year | 11405914:BTCUSD | 11405914:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.21 | 6.38 | -0.12 | + |
| 2023 | 165.27 | 61.97 | 0.37 | - |
| 2024 | 118.41 | 68.74 | 0.58 | - |
| 2025 | -12.17 | 11.75 | -0.96 | + |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| MTD | 9.25% | 5.72% |
| 3M | 18.93% | -11.94% |
| 6M | 25.06% | 39.45% |
| YTD | 11.75% | -12.17% |
| 1Y | 92.05% | 99.89% |
| 3Y (ann.) | 38.93% | 30.05% |
| 5Y (ann.) | 47.07% | 32.84% |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Max Drawdown | -18.02% | -63.75% |
| Longest DD Days | 207.0 | 741.0 |
| Avg. Drawdown | -2.48% | -28.07% |
| Avg. Drawdown Days | 36.0 | 264.0 |
| Recovery Factor | 12.48 | 2.17 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-19 | 2023-03-14 | -18.02 | 207 |
| 2024-06-05 | 2024-08-14 | -10.33 | 70 |
| 2023-04-21 | 2023-10-18 | -8.57 | 180 |
| 2022-06-14 | 2022-08-08 | -4.00 | 55 |
| 2025-02-01 | 2025-03-02 | -3.53 | 28 |
| 2025-03-07 | 2025-03-15 | -3.01 | 8 |
| 2022-03-12 | 2022-05-20 | -2.47 | 69 |
| 2023-12-22 | 2024-03-29 | -2.17 | 97 |
| 2024-04-05 | 2024-04-08 | -0.18 | 3 |
| 2024-12-03 | 2024-12-15 | -0.18 | 11 |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Best Day | 25.1% | 50.52% |
| Worst Day | -13.17% | -30.37% |
| Best Week | 25.1% | 50.52% |
| Worst Week | -13.17% | -30.37% |
| Best Month | 24.87% | 66.1% |
| Worst Month | -13.52% | -29.65% |
| Best Year | 68.74% | 165.27% |
| Worst Year | 6.38% | -53.21% |
| Avg. Up Day | 6.28% | 6.47% |
| Avg. Down Day | -1.29% | -6.6% |
| Avg. Up Week | 7.12% | 8.18% |
| Avg. Down Week | -1.67% | -8.01% |
| Avg. Up Month | 8.65% | 16.21% |
| Avg. Down Month | -4.46% | -14.24% |
| Win Days % | 32.97% | 52.75% |
| Win Month % | 63.64% | 57.58% |
| Win Week % | 40.85% | 50.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |