| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 44.53% | 213.61% |
| Max Drawdown | -27.09% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.43 | 0.67 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.38 | 1.1 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.25 | 1.02 |
| Outlier Win Ratio | 28.18 | 3.67 |
| Outlier Loss Ratio | 4.21 | 3.58 |
| Volatility (ann.) | 11.47% | 25.59% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.43 | 0.61 |
| Skew | -0.12 | 0.16 |
| Kurtosis | 31.65 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.83% |
| Expected Yearly % | 9.65% | 33.08% |
| Kelly Criterion | 2.03% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.17% |
| Expected Shortfall (cVaR) | -0.98% | -2.17% |
| Year | 11377274:BTCUSD | 11377274:btcusd:triple_med_gx:lsma280_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -5.72 | 0.10 | + |
| 2023 | 155.54 | 20.98 | 0.13 | - |
| 2024 | 121.00 | 11.40 | 0.09 | - |
| 2025 | 30.14 | 13.75 | 0.46 | - |
| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 19.52% | 45.08% |
| 6M | 13.75% | 28.47% |
| YTD | 13.75% | 30.14% |
| 1Y | 25.63% | 105.13% |
| 3Y (ann.) | 18.09% | 81.7% |
| 5Y (ann.) | 11.65% | 40.77% |
| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274:BTCUSD |
|---|---|---|
| Max Drawdown | -27.09% | -67.18% |
| Longest DD Days | 520.0 | 683.0 |
| Avg. Drawdown | -4.56% | -5.58% |
| Avg. Drawdown Days | 65.0 | 30.0 |
| Recovery Factor | 1.64 | 3.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-09 | -27.09 | 520 |
| 2024-03-11 | 2025-04-22 | -17.40 | 406 |
| 2023-11-16 | 2024-03-11 | -11.60 | 116 |
| 2022-04-05 | 2022-05-30 | -7.58 | 55 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-07-10 | -3.29 | 52 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2025-05-09 | 2025-05-15 | -1.51 | 6 |
| 2025-04-28 | 2025-05-01 | -1.49 | 3 |
| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.09% | 35.75% |
| Worst Week | -17.86% | -29.64% |
| Best Month | 12.7% | 43.77% |
| Worst Month | -18.12% | -37.12% |
| Best Year | 20.98% | 155.54% |
| Worst Year | -5.72% | -57.33% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.2% | 5.5% |
| Avg. Down Week | -3.19% | -5.73% |
| Avg. Up Month | 5.82% | 17.93% |
| Avg. Down Month | -4.47% | -12.71% |
| Win Days % | 49.46% | 51.3% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 56.04% | 52.25% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |