| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 16.31% | 210.06% |
| Max Drawdown | -32.98% | -67.18% |
| Sharpe | 0.16 | 0.46 |
| Sortino | 0.21 | 0.66 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.23 | 1.09 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 27.89 | 3.63 |
| Outlier Loss Ratio | 4.03 | 3.64 |
| Volatility (ann.) | 11.76% | 25.61% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.14 | 0.6 |
| Skew | -1.01 | 0.16 |
| Kurtosis | 39.08 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.8% |
| Expected Yearly % | 3.85% | 32.7% |
| Kelly Criterion | -0.49% | 2.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.17% |
| Expected Shortfall (cVaR) | -1.01% | -2.17% |
| Year | 11379701:BTCUSD | 11379701:btcusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -21.48 | 0.37 | + |
| 2023 | 155.54 | 20.04 | 0.13 | - |
| 2024 | 121.00 | 17.82 | 0.15 | - |
| 2025 | 30.14 | 4.73 | 0.16 | - |
| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| MTD | -0.4% | 13.36% |
| 3M | 19.07% | 45.08% |
| 6M | 4.73% | 28.47% |
| YTD | 4.73% | 30.14% |
| 1Y | -2.15% | 105.13% |
| 3Y (ann.) | 13.3% | 81.7% |
| 5Y (ann.) | 4.62% | 40.25% |
| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| Max Drawdown | -32.98% | -67.18% |
| Longest DD Days | 547.0 | 683.0 |
| Avg. Drawdown | -9.34% | -5.6% |
| Avg. Drawdown Days | 100.0 | 30.0 |
| Recovery Factor | 0.49 | 3.13 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-08-11 | -32.98 | 127 |
| 2024-03-16 | 2025-07-14 | -32.07 | 485 |
| 2022-08-11 | 2024-02-09 | -30.04 | 547 |
| 2022-03-11 | 2022-03-28 | -4.08 | 16 |
| 2024-02-09 | 2024-02-26 | -3.65 | 16 |
| 2022-04-03 | 2022-04-04 | -2.26 | 1 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 16.05% | 35.75% |
| Worst Week | -24.99% | -29.64% |
| Best Month | 40.13% | 43.77% |
| Worst Month | -26.96% | -37.12% |
| Best Year | 20.04% | 155.54% |
| Worst Year | -21.48% | -57.81% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.81% | 5.93% |
| Avg. Down Week | -5.01% | -5.44% |
| Avg. Up Month | 7.21% | 16.45% |
| Avg. Down Month | -9.36% | -12.66% |
| Win Days % | 49.87% | 51.29% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 56.04% | 51.96% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |