| Metric | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 27.97% | 110.41% |
| Max Drawdown | -29.52% | -67.18% |
| Sharpe | 0.23 | 0.36 |
| Sortino | 0.36 | 0.51 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.11 | 1.03 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 31.88 | 3.64 |
| Outlier Loss Ratio | 4.2 | 3.39 |
| Volatility (ann.) | 11.62% | 26.61% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.28 | 0.4 |
| Skew | 2.49 | 0.16 |
| Kurtosis | 54.51 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 1.98% |
| Expected Yearly % | 6.36% | 20.44% |
| Kelly Criterion | 0.79% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.27% |
| Expected Shortfall (cVaR) | -0.99% | -2.27% |
| Year | 11441168:BTCUSD | 11441168:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.55 | -0.19 | + |
| 2023 | 155.54 | 19.64 | 0.13 | - |
| 2024 | 121.00 | 16.98 | 0.14 | - |
| 2025 | -6.21 | -18.04 | 2.90 | - |
| Metric | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| MTD | -9.25% | 3.86% |
| 3M | -21.81% | -7.61% |
| 6M | -18.83% | 38.23% |
| YTD | -18.04% | -6.21% |
| 1Y | -21.68% | 25.27% |
| 3Y (ann.) | 4.69% | 25.44% |
| 5Y (ann.) | 8.19% | 26.79% |
| Metric | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| Max Drawdown | -29.52% | -67.18% |
| Longest DD Days | 250.0 | 683.0 |
| Avg. Drawdown | -4.34% | -7.04% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 0.95 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-03-26 | -29.52 | 223 |
| 2022-08-25 | 2023-04-25 | -15.98 | 243 |
| 2023-04-26 | 2024-01-01 | -12.19 | 250 |
| 2024-06-05 | 2024-08-13 | -9.78 | 68 |
| 2024-01-02 | 2024-02-26 | -8.35 | 55 |
| 2022-04-21 | 2022-05-15 | -7.38 | 24 |
| 2022-05-16 | 2022-06-19 | -6.80 | 34 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-03-01 | 2022-04-19 | -5.77 | 49 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 13.37% | 35.75% |
| Worst Week | -9.71% | -29.64% |
| Best Month | 13.37% | 43.77% |
| Worst Month | -9.25% | -37.12% |
| Best Year | 19.64% | 155.54% |
| Worst Year | -18.04% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 4.14% | 7.97% |
| Avg. Down Week | -2.21% | -3.6% |
| Avg. Up Month | 4.17% | 13.66% |
| Avg. Down Month | -3.84% | -9.34% |
| Win Days % | 45.77% | 51.11% |
| Win Month % | 54.05% | 60.53% |
| Win Week % | 41.3% | 49.1% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |