| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 81.0% | 158.52% |
| Max Drawdown | -26.54% | -67.18% |
| Sharpe | 0.44 | 0.41 |
| Sortino | 0.69 | 0.59 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 31.0 | 3.65 |
| Outlier Loss Ratio | 4.06 | 3.59 |
| Volatility (ann.) | 11.89% | 25.87% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.75 | 0.5 |
| Skew | 1.34 | 0.14 |
| Kurtosis | 51.39 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.4% |
| Expected Yearly % | 15.99% | 26.8% |
| Kelly Criterion | 5.57% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.2% |
| Expected Shortfall (cVaR) | -1.01% | -2.2% |
| Year | 11397184:BTCUSD | 11397184:btcusd:triple_med_gx:lsma270_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -4.01 | 0.07 | + |
| 2023 | 155.54 | 27.38 | 0.18 | - |
| 2024 | 121.00 | 37.91 | 0.31 | - |
| 2025 | 16.76 | 7.35 | 0.44 | - |
| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.83% | 31.46% |
| 6M | 7.35% | 12.77% |
| YTD | 7.35% | 16.76% |
| 1Y | 38.17% | 56.84% |
| 3Y (ann.) | 21.23% | 55.31% |
| 5Y (ann.) | 19.96% | 33.82% |
| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| Max Drawdown | -26.54% | -67.18% |
| Longest DD Days | 438.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.69% |
| Avg. Drawdown Days | 35.0 | 36.0 |
| Recovery Factor | 3.05 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-23 | -26.54 | 438 |
| 2024-03-21 | 2024-11-06 | -25.77 | 230 |
| 2024-12-05 | 2025-05-08 | -13.80 | 153 |
| 2023-07-14 | 2023-10-23 | -6.78 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2025-05-21 | 2025-06-11 | -3.67 | 21 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -21.61% | -37.12% |
| Best Year | 37.91% | 155.54% |
| Worst Year | -4.01% | -60.79% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.02% | 7.26% |
| Avg. Down Week | -2.04% | -4.48% |
| Avg. Up Month | 6.53% | 14.52% |
| Avg. Down Month | -5.39% | -12.23% |
| Win Days % | 50.0% | 51.24% |
| Win Month % | 67.74% | 60.0% |
| Win Week % | 50.65% | 51.15% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |