| Metric | 11377276:btcusd:triple_med_gx:lsma285_50 | 11377276:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 35.69% | 210.5% |
| Max Drawdown | -26.72% | -67.18% |
| Sharpe | 0.26 | 0.46 |
| Sortino | 0.37 | 0.67 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.36 | 1.1 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.25 | 1.02 |
| Outlier Win Ratio | 28.01 | 3.65 |
| Outlier Loss Ratio | 4.21 | 3.58 |
| Volatility (ann.) | 11.48% | 25.6% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.36 | 0.6 |
| Skew | -0.1 | 0.16 |
| Kurtosis | 31.16 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.8% |
| Expected Yearly % | 7.93% | 32.74% |
| Kelly Criterion | 1.39% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.17% |
| Expected Shortfall (cVaR) | -0.98% | -2.17% |
| Year | 11377276:BTCUSD | 11377276:btcusd:triple_med_gx:lsma285_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | -6.63 | 0.11 | + |
| 2023 | 155.54 | 19.71 | 0.13 | - |
| 2024 | 121.00 | 8.67 | 0.07 | - |
| 2025 | 30.14 | 11.72 | 0.39 | - |
| Metric | 11377276:btcusd:triple_med_gx:lsma285_50 | 11377276:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 17.06% | 45.08% |
| 6M | 11.72% | 28.47% |
| YTD | 11.72% | 30.14% |
| 1Y | 22.42% | 105.13% |
| 3Y (ann.) | 16.0% | 81.7% |
| 5Y (ann.) | 9.57% | 40.39% |
| Metric | 11377276:btcusd:triple_med_gx:lsma285_50 | 11377276:BTCUSD |
|---|---|---|
| Max Drawdown | -26.72% | -67.18% |
| Longest DD Days | 520.0 | 683.0 |
| Avg. Drawdown | -4.78% | -5.58% |
| Avg. Drawdown Days | 70.0 | 30.0 |
| Recovery Factor | 1.34 | 3.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-09 | -26.72 | 520 |
| 2024-03-11 | 2025-05-01 | -18.41 | 415 |
| 2023-11-16 | 2024-03-11 | -11.71 | 116 |
| 2022-04-05 | 2022-05-30 | -7.58 | 55 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-07-14 | -3.29 | 56 |
| 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 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| Metric | 11377276:btcusd:triple_med_gx:lsma285_50 | 11377276:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.09% | 35.75% |
| Worst Week | -16.74% | -29.64% |
| Best Month | 11.43% | 43.77% |
| Worst Month | -17.01% | -37.12% |
| Best Year | 19.71% | 155.54% |
| Worst Year | -6.63% | -57.75% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.3% | 5.15% |
| Avg. Down Week | -3.1% | -5.6% |
| Avg. Up Month | 6.31% | 18.27% |
| Avg. Down Month | -4.29% | -12.71% |
| Win Days % | 49.21% | 51.29% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 52.17% | 52.25% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |