| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 61.35% | 210.06% |
| Max Drawdown | -32.47% | -67.18% |
| Sharpe | 0.37 | 0.46 |
| Sortino | 0.54 | 0.66 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.46 | 1.09 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 27.49 | 3.66 |
| Outlier Loss Ratio | 4.17 | 3.59 |
| Volatility (ann.) | 11.55% | 25.61% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.47 | 0.6 |
| Skew | 0.21 | 0.16 |
| Kurtosis | 29.24 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.8% |
| Expected Yearly % | 12.71% | 32.7% |
| Kelly Criterion | 3.99% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.17% |
| Expected Shortfall (cVaR) | -0.98% | -2.17% |
| Year | 11379476:BTCUSD | 11379476:btcusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -11.64 | 0.20 | + |
| 2023 | 155.54 | 12.27 | 0.08 | - |
| 2024 | 121.00 | 40.41 | 0.33 | - |
| 2025 | 30.14 | 15.84 | 0.53 | - |
| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 28.68% | 45.08% |
| 6M | 15.84% | 28.47% |
| YTD | 15.84% | 30.14% |
| 1Y | 20.37% | 105.13% |
| 3Y (ann.) | 26.11% | 81.7% |
| 5Y (ann.) | 15.37% | 40.25% |
| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| Max Drawdown | -32.47% | -67.18% |
| Longest DD Days | 527.0 | 683.0 |
| Avg. Drawdown | -3.76% | -5.6% |
| Avg. Drawdown Days | 36.0 | 30.0 |
| Recovery Factor | 1.89 | 3.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-15 | -32.47 | 527 |
| 2024-05-27 | 2024-11-29 | -19.21 | 185 |
| 2025-01-24 | 2025-05-08 | -12.75 | 103 |
| 2023-11-16 | 2024-02-26 | -10.87 | 102 |
| 2022-04-05 | 2022-05-30 | -7.58 | 54 |
| 2024-03-16 | 2024-05-15 | -6.14 | 60 |
| 2024-11-30 | 2025-01-23 | -3.68 | 54 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-03-11 | 2022-04-01 | -2.96 | 21 |
| 2025-05-27 | 2025-07-14 | -2.74 | 47 |
| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 19.47% | 43.77% |
| Worst Month | -25.55% | -37.12% |
| Best Year | 40.41% | 155.54% |
| Worst Year | -11.64% | -57.81% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.82% | 5.7% |
| Avg. Down Week | -3.63% | -5.56% |
| Avg. Up Month | 8.2% | 17.47% |
| Avg. Down Month | -5.61% | -12.66% |
| Win Days % | 49.87% | 51.29% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 59.55% | 51.96% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |