| Metric | 11393983:btcusd:triple_med_gx:lsma275_110 | 11393983:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 56.77% | 178.19% |
| Max Drawdown | -28.3% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.52 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.34 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 29.58 | 3.74 |
| Outlier Loss Ratio | 4.17 | 3.69 |
| Volatility (ann.) | 12.22% | 25.82% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.52 | 0.55 |
| Skew | 1.05 | 0.16 |
| Kurtosis | 46.52 | 6.38 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 2.59% |
| Expected Yearly % | 11.9% | 29.15% |
| Kelly Criterion | 4.02% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.19% |
| Expected Shortfall (cVaR) | -1.04% | -2.19% |
| Year | 11393983:BTCUSD | 11393983:btcusd:triple_med_gx:lsma275_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -3.98 | 0.07 | + |
| 2023 | 155.54 | 44.31 | 0.28 | - |
| 2024 | 121.00 | 19.94 | 0.16 | - |
| 2025 | 16.76 | -5.67 | -0.34 | - |
| Metric | 11393983:btcusd:triple_med_gx:lsma275_110 | 11393983:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 1.36% | 31.46% |
| 6M | -5.67% | 12.77% |
| YTD | -5.67% | 16.76% |
| 1Y | 3.8% | 56.84% |
| 3Y (ann.) | 19.01% | 55.31% |
| 5Y (ann.) | 14.8% | 36.9% |
| Metric | 11393983:btcusd:triple_med_gx:lsma275_110 | 11393983:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.0% | -5.83% |
| Avg. Drawdown Days | 49.0 | 31.0 |
| Recovery Factor | 2.01 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-20 | -28.30 | 450 |
| 2024-03-21 | 2024-11-10 | -26.58 | 234 |
| 2024-12-05 | 2025-06-11 | -21.75 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.54 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-12-19 | 2024-03-04 | -2.97 | 75 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| Metric | 11393983:btcusd:triple_med_gx:lsma275_110 | 11393983:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -23.19% | -37.12% |
| Best Year | 44.31% | 155.54% |
| Worst Year | -5.67% | -57.81% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.67% | 6.62% |
| Avg. Down Week | -2.51% | -5.76% |
| Avg. Up Month | 6.96% | 15.48% |
| Avg. Down Month | -5.85% | -12.67% |
| Win Days % | 49.72% | 51.25% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 55.7% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |