| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 293.39% | 122.05% |
| Max Drawdown | -23.09% | -67.18% |
| Sharpe | 0.74 | 0.33 |
| Sortino | 1.18 | 0.48 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.61 | 1.02 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 1.28 | 0.97 |
| Outlier Win Ratio | 21.82 | 3.81 |
| Outlier Loss Ratio | 4.26 | 3.76 |
| Volatility (ann.) | 13.26% | 25.5% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.85 | 0.34 |
| Skew | 1.9 | 0.15 |
| Kurtosis | 34.95 | 6.56 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.96% | 1.71% |
| Expected Yearly % | 40.83% | 22.07% |
| Kelly Criterion | 9.25% | 7.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.17% |
| Expected Shortfall (cVaR) | -1.11% | -2.17% |
| Year | 11405914:BTCUSD | 11405914:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.79 | -0.10 | + |
| 2023 | 155.54 | 56.03 | 0.36 | - |
| 2024 | 121.00 | 70.74 | 0.58 | - |
| 2025 | -1.03 | 39.58 | -38.59 | + |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 2.98% | -17.17% |
| 6M | 5.61% | -16.23% |
| YTD | 39.58% | -1.03% |
| 1Y | 42.11% | -5.06% |
| 3Y (ann.) | 54.58% | 75.28% |
| 5Y (ann.) | 42.81% | 23.06% |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Max Drawdown | -23.09% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.95% | -7.79% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 12.71 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -23.09 | 301 |
| 2025-11-15 | 2025-12-10 | -14.51 | 24 |
| 2024-06-05 | 2024-08-08 | -14.35 | 64 |
| 2023-04-26 | 2023-10-16 | -12.82 | 173 |
| 2024-01-02 | 2024-03-24 | -12.55 | 82 |
| 2022-03-02 | 2022-05-13 | -8.77 | 72 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2025-03-07 | 2025-04-11 | -6.45 | 35 |
| 2025-06-20 | 2025-06-24 | -6.11 | 4 |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -11.15% | -29.64% |
| Best Month | 24.87% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 70.74% | 155.54% |
| Worst Year | 5.79% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.87% | 5.75% |
| Avg. Down Week | -3.09% | -5.32% |
| Avg. Up Month | 6.39% | 10.66% |
| Avg. Down Month | -4.33% | -12.71% |
| Win Days % | 51.32% | 51.4% |
| Win Month % | 73.81% | 59.57% |
| Win Week % | 63.89% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |