| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 142.0% | 104.54% |
| Max Drawdown | -25.95% | -67.18% |
| Sharpe | 0.58 | 0.35 |
| Sortino | 0.92 | 0.5 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.42 | 1.03 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 22.91 | 3.92 |
| Outlier Loss Ratio | 4.25 | 3.76 |
| Volatility (ann.) | 13.77% | 26.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.25 | 0.38 |
| Skew | 1.88 | 0.16 |
| Kurtosis | 33.48 | 6.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.29% | 1.85% |
| Expected Yearly % | 24.73% | 19.59% |
| Kelly Criterion | 6.64% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.26% |
| Expected Shortfall (cVaR) | -1.16% | -2.26% |
| Year | 11442227:BTCUSD | 11442227:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.98 | -0.07 | + |
| 2023 | 155.54 | 38.37 | 0.25 | - |
| 2024 | 121.00 | 55.39 | 0.46 | - |
| 2025 | -8.83 | 8.24 | -0.93 | + |
| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | 9.09% | -8.11% |
| 6M | 16.81% | 34.45% |
| YTD | 8.24% | -8.83% |
| 1Y | 48.89% | 19.39% |
| 3Y (ann.) | 25.16% | 23.16% |
| 5Y (ann.) | 32.38% | 25.5% |
| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| Max Drawdown | -25.95% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.39% | -7.04% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 5.47 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -25.95 | 302 |
| 2024-06-05 | 2024-09-12 | -14.21 | 98 |
| 2024-01-02 | 2024-03-24 | -12.25 | 82 |
| 2023-04-30 | 2023-11-28 | -10.18 | 211 |
| 2022-03-02 | 2022-05-13 | -9.11 | 72 |
| 2025-02-04 | 2025-03-05 | -8.87 | 29 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-03-06 | 2025-04-01 | -7.33 | 26 |
| 2024-04-08 | 2024-04-22 | -6.79 | 14 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 55.39% | 155.54% |
| Worst Year | 3.98% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.82% | 6.61% |
| Avg. Down Week | -2.54% | -5.57% |
| Avg. Up Month | 6.19% | 12.61% |
| Avg. Down Month | -4.0% | -12.09% |
| Win Days % | 50.46% | 51.12% |
| Win Month % | 68.57% | 58.97% |
| Win Week % | 56.32% | 49.4% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 50.0% |