| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 62.45% | 210.06% |
| Max Drawdown | -32.24% | -67.18% |
| Sharpe | 0.38 | 0.46 |
| Sortino | 0.56 | 0.66 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.41 | 1.09 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 28.55 | 3.62 |
| Outlier Loss Ratio | 4.22 | 3.51 |
| Volatility (ann.) | 11.12% | 25.61% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.48 | 0.6 |
| Skew | 0.16 | 0.16 |
| Kurtosis | 32.62 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.19% | 2.8% |
| Expected Yearly % | 12.9% | 32.7% |
| Kelly Criterion | 4.12% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.17% |
| Expected Shortfall (cVaR) | -0.95% | -2.17% |
| Year | 11378296:BTCUSD | 11378296:btcusd:triple_med_gx:lsma275_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -2.81 | 0.05 | + |
| 2023 | 155.54 | 12.20 | 0.08 | - |
| 2024 | 121.00 | 18.45 | 0.15 | - |
| 2025 | 30.14 | 25.77 | 0.86 | - |
| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 17.58% | 45.08% |
| 6M | 25.77% | 28.47% |
| YTD | 25.77% | 30.14% |
| 1Y | 28.12% | 105.13% |
| 3Y (ann.) | 24.38% | 81.7% |
| 5Y (ann.) | 15.61% | 40.25% |
| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| Max Drawdown | -32.24% | -67.18% |
| Longest DD Days | 510.0 | 683.0 |
| Avg. Drawdown | -3.54% | -5.6% |
| Avg. Drawdown Days | 36.0 | 30.0 |
| Recovery Factor | 1.94 | 3.13 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-10-30 | -32.24 | 510 |
| 2024-05-27 | 2025-04-02 | -16.91 | 309 |
| 2023-11-16 | 2024-03-10 | -11.17 | 115 |
| 2024-03-11 | 2024-05-15 | -10.75 | 65 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2023-11-02 | 2023-11-15 | -3.34 | 13 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 8.69% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 15.3% | 43.77% |
| Worst Month | -25.0% | -37.12% |
| Best Year | 25.77% | 155.54% |
| Worst Year | -2.81% | -57.81% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.33% | 5.53% |
| Avg. Down Week | -3.08% | -6.02% |
| Avg. Up Month | 5.89% | 16.25% |
| Avg. Down Month | -5.52% | -14.8% |
| Win Days % | 50.17% | 51.29% |
| Win Month % | 65.71% | 60.98% |
| Win Week % | 58.62% | 51.96% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |