| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 47.1% | 188.13% |
| Max Drawdown | -26.62% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.42 | 1.09 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 28.37 | 3.64 |
| Outlier Loss Ratio | 4.34 | 3.57 |
| Volatility (ann.) | 11.28% | 25.66% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.46 | 0.55 |
| Skew | 0.06 | 0.14 |
| Kurtosis | 31.41 | 6.48 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.61% |
| Expected Yearly % | 10.13% | 30.29% |
| Kelly Criterion | 2.2% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.18% |
| Expected Shortfall (cVaR) | -0.96% | -2.18% |
| Year | 11377273:BTCUSD | 11377273:btcusd:triple_med_gx:lsma270_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 2.00 | -0.03 | + |
| 2023 | 155.54 | 15.73 | 0.10 | - |
| 2024 | 121.00 | 13.21 | 0.11 | - |
| 2025 | 30.14 | 10.07 | 0.33 | - |
| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| MTD | 1.94% | 13.36% |
| 3M | 18.23% | 45.08% |
| 6M | 10.07% | 28.47% |
| YTD | 10.07% | 30.14% |
| 1Y | 20.67% | 105.13% |
| 3Y (ann.) | 18.86% | 81.7% |
| 5Y (ann.) | 12.21% | 37.14% |
| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| Max Drawdown | -26.62% | -67.18% |
| Longest DD Days | 416.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.39% |
| Avg. Drawdown Days | 49.0 | 35.0 |
| Recovery Factor | 1.77 | 2.8 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -26.62 | 229 |
| 2024-03-11 | 2025-05-02 | -17.42 | 416 |
| 2023-11-16 | 2024-03-10 | -10.64 | 115 |
| 2022-04-05 | 2022-05-30 | -8.23 | 55 |
| 2023-03-30 | 2023-11-07 | -7.78 | 222 |
| 2023-03-22 | 2023-03-30 | -5.98 | 7 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-07-14 | -3.29 | 56 |
| 2023-02-04 | 2023-03-22 | -2.91 | 45 |
| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.52% | 35.75% |
| Worst Week | -17.86% | -29.64% |
| Best Month | 12.74% | 43.77% |
| Worst Month | -18.12% | -37.12% |
| Best Year | 15.73% | 155.54% |
| Worst Year | 2.0% | -60.79% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.17% | 5.53% |
| Avg. Down Week | -3.01% | -5.62% |
| Avg. Up Month | 6.0% | 16.58% |
| Avg. Down Month | -3.79% | -12.71% |
| Win Days % | 49.17% | 51.28% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 55.43% | 51.96% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |