| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 244.13% | 122.05% |
| Max Drawdown | -26.65% | -67.18% |
| Sharpe | 0.67 | 0.33 |
| Sortino | 1.08 | 0.48 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.51 | 1.02 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 21.75 | 3.81 |
| Outlier Loss Ratio | 4.26 | 3.73 |
| Volatility (ann.) | 13.27% | 25.5% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.42 | 0.34 |
| Skew | 2.09 | 0.15 |
| Kurtosis | 38.01 | 6.56 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.66% | 1.71% |
| Expected Yearly % | 36.2% | 22.07% |
| Kelly Criterion | 8.38% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.17% |
| Expected Shortfall (cVaR) | -1.12% | -2.17% |
| Year | 11405970:BTCUSD | 11405970:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -9.44 | 0.16 | + |
| 2023 | 155.54 | 53.74 | 0.35 | - |
| 2024 | 121.00 | 77.20 | 0.64 | - |
| 2025 | -1.03 | 39.49 | -38.51 | + |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 3.83% | -17.17% |
| 6M | 9.97% | -16.23% |
| YTD | 39.49% | -1.03% |
| 1Y | 47.29% | -5.06% |
| 3Y (ann.) | 54.93% | 75.28% |
| 5Y (ann.) | 37.92% | 23.06% |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Max Drawdown | -26.65% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -3.04% | -7.79% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 9.16 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-13 | -26.65 | 326 |
| 2025-11-05 | 2025-12-10 | -15.61 | 35 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2024-01-02 | 2024-03-24 | -13.59 | 82 |
| 2023-04-21 | 2023-11-15 | -13.09 | 208 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-04 | 2025-02-03 | -6.90 | 30 |
| 2025-03-03 | 2025-05-21 | -6.59 | 79 |
| 2022-03-02 | 2022-04-20 | -6.45 | 49 |
| 2025-06-20 | 2025-06-24 | -6.11 | 4 |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -11.7% | -29.64% |
| Best Month | 25.13% | 43.77% |
| Worst Month | -10.06% | -37.12% |
| Best Year | 77.2% | 155.54% |
| Worst Year | -9.44% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.25% | 5.74% |
| Avg. Down Week | -2.56% | -5.63% |
| Avg. Up Month | 6.25% | 10.38% |
| Avg. Down Month | -4.84% | -12.97% |
| Win Days % | 51.0% | 51.4% |
| Win Month % | 71.43% | 59.57% |
| Win Week % | 58.18% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |