| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 9.93% | 182.01% |
| Max Drawdown | -24.63% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.17 | 0.64 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.22 | 1.09 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 28.9 | 3.61 |
| Outlier Loss Ratio | 4.19 | 3.65 |
| Volatility (ann.) | 11.27% | 25.8% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.12 | 0.56 |
| Skew | 0.07 | 0.16 |
| Kurtosis | 28.77 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.63% |
| Expected Yearly % | 2.39% | 29.59% |
| Kelly Criterion | 0.03% | 2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.19% |
| Expected Shortfall (cVaR) | -0.97% | -2.19% |
| Year | 11381758:BTCUSD | 11381758:btcusd:triple_med_gx:lsma280_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -2.13 | 0.04 | + |
| 2023 | 155.54 | 7.67 | 0.05 | - |
| 2024 | 121.00 | 4.36 | 0.04 | - |
| 2025 | 17.02 | -0.03 | -0.00 | - |
| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.25% | 31.76% |
| 6M | -0.03% | 12.25% |
| YTD | -0.03% | 17.02% |
| 1Y | -7.69% | 57.19% |
| 3Y (ann.) | 1.64% | 55.42% |
| 5Y (ann.) | 2.95% | 37.55% |
| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| Max Drawdown | -24.63% | -67.18% |
| Longest DD Days | 454.0 | 683.0 |
| Avg. Drawdown | -6.68% | -5.8% |
| Avg. Drawdown Days | 62.0 | 31.0 |
| Recovery Factor | 0.4 | 2.71 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-13 | 2025-06-11 | -24.63 | 454 |
| 2022-06-09 | 2022-08-11 | -22.77 | 62 |
| 2022-08-17 | 2023-01-29 | -16.89 | 165 |
| 2023-11-14 | 2024-03-08 | -10.91 | 115 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2023-06-04 | 2023-11-08 | -7.51 | 157 |
| 2023-04-05 | 2023-04-18 | -6.78 | 13 |
| 2023-02-02 | 2023-03-30 | -5.47 | 55 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2022-03-12 | 2022-04-01 | -3.19 | 20 |
| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 15.87% | 43.77% |
| Worst Month | -11.96% | -37.12% |
| Best Year | 7.67% | 155.54% |
| Worst Year | -2.13% | -57.33% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.14% | 5.15% |
| Avg. Down Week | -3.72% | -5.08% |
| Avg. Up Month | 5.02% | 18.24% |
| Avg. Down Month | -5.6% | -13.69% |
| Win Days % | 49.13% | 51.28% |
| Win Month % | 52.94% | 60.0% |
| Win Week % | 55.29% | 51.45% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |