| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 38.53% | 210.06% |
| Max Drawdown | -32.64% | -67.18% |
| Sharpe | 0.27 | 0.46 |
| Sortino | 0.4 | 0.66 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.29 | 1.09 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 28.61 | 3.64 |
| Outlier Loss Ratio | 4.2 | 3.52 |
| Volatility (ann.) | 11.11% | 25.61% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.31 | 0.6 |
| Skew | 0.21 | 0.16 |
| Kurtosis | 30.87 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.8% |
| Expected Yearly % | 8.49% | 32.7% |
| Kelly Criterion | 2.71% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.17% |
| Expected Shortfall (cVaR) | -0.95% | -2.17% |
| Year | 11376186:BTCUSD | 11376186:btcusd:triple_med_gx:lsma275_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -11.68 | 0.20 | + |
| 2023 | 155.54 | 14.50 | 0.09 | - |
| 2024 | 121.00 | 18.07 | 0.15 | - |
| 2025 | 30.14 | 16.03 | 0.53 | - |
| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 16.8% | 45.08% |
| 6M | 16.03% | 28.47% |
| YTD | 16.03% | 30.14% |
| 1Y | 23.14% | 105.13% |
| 3Y (ann.) | 19.95% | 81.7% |
| 5Y (ann.) | 10.23% | 40.25% |
| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| Max Drawdown | -32.64% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.92% | -5.6% |
| Avg. Drawdown Days | 52.0 | 30.0 |
| Recovery Factor | 1.18 | 3.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-11 | -32.64 | 643 |
| 2024-03-16 | 2024-11-29 | -12.44 | 258 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2025-01-24 | 2025-04-21 | -7.33 | 86 |
| 2025-01-21 | 2025-01-24 | -4.03 | 2 |
| 2022-03-25 | 2022-04-01 | -3.45 | 7 |
| 2025-05-19 | 2025-05-25 | -3.29 | 6 |
| 2025-05-02 | 2025-05-06 | -2.88 | 4 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2025-05-27 | 2025-07-14 | -2.34 | 47 |
| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 8.61% | 35.75% |
| Worst Week | -21.99% | -29.64% |
| Best Month | 15.13% | 43.77% |
| Worst Month | -24.27% | -37.12% |
| Best Year | 18.07% | 155.54% |
| Worst Year | -11.68% | -57.81% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.99% | 5.27% |
| Avg. Down Week | -3.07% | -5.79% |
| Avg. Up Month | 5.32% | 16.69% |
| Avg. Down Month | -5.76% | -13.21% |
| Win Days % | 49.42% | 51.29% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 59.55% | 51.96% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |