| Metric | 11377329:btcusd:triple_med_gx:lsma280_50 | 11377329:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 33.67% | 213.61% |
| Max Drawdown | -27.58% | -67.18% |
| Sharpe | 0.25 | 0.46 |
| Sortino | 0.35 | 0.67 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.33 | 1.1 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 27.59 | 3.63 |
| Outlier Loss Ratio | 4.18 | 3.6 |
| Volatility (ann.) | 11.6% | 25.59% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.33 | 0.61 |
| Skew | -0.11 | 0.16 |
| Kurtosis | 31.58 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.83% |
| Expected Yearly % | 7.52% | 33.08% |
| Kelly Criterion | 1.67% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.17% |
| Expected Shortfall (cVaR) | -0.99% | -2.17% |
| Year | 11377329:BTCUSD | 11377329:btcusd:triple_med_gx:lsma280_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -6.58 | 0.11 | + |
| 2023 | 155.54 | 12.78 | 0.08 | - |
| 2024 | 121.00 | 11.13 | 0.09 | - |
| 2025 | 30.14 | 14.16 | 0.47 | - |
| Metric | 11377329:btcusd:triple_med_gx:lsma280_50 | 11377329:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 20.67% | 45.08% |
| 6M | 14.16% | 28.47% |
| YTD | 14.16% | 30.14% |
| 1Y | 16.49% | 105.13% |
| 3Y (ann.) | 14.35% | 81.7% |
| 5Y (ann.) | 9.07% | 40.77% |
| Metric | 11377329:btcusd:triple_med_gx:lsma280_50 | 11377329:BTCUSD |
|---|---|---|
| Max Drawdown | -27.58% | -67.18% |
| Longest DD Days | 527.0 | 683.0 |
| Avg. Drawdown | -4.38% | -5.58% |
| Avg. Drawdown Days | 56.0 | 30.0 |
| Recovery Factor | 1.22 | 3.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-15 | -27.58 | 527 |
| 2024-03-13 | 2025-05-08 | -24.03 | 421 |
| 2023-11-16 | 2024-03-06 | -10.85 | 111 |
| 2022-04-05 | 2022-05-30 | -7.58 | 55 |
| 2025-05-27 | 2025-07-14 | -3.75 | 47 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-12 | 2024-03-13 | -1.51 | 0 |
| Metric | 11377329:btcusd:triple_med_gx:lsma280_50 | 11377329:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 17.23% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 14.16% | 155.54% |
| Worst Year | -6.58% | -57.33% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.77% | 5.41% |
| Avg. Down Week | -3.59% | -5.45% |
| Avg. Up Month | 6.67% | 16.8% |
| Avg. Down Month | -6.9% | -15.18% |
| Win Days % | 49.51% | 51.3% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 52.17% | 52.25% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |