| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 44.14% | 210.06% |
| Max Drawdown | -31.46% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.44 | 0.66 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.34 | 1.09 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 27.98 | 3.64 |
| Outlier Loss Ratio | 4.21 | 3.55 |
| Volatility (ann.) | 11.34% | 25.61% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.37 | 0.6 |
| Skew | 0.36 | 0.16 |
| Kurtosis | 31.85 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.8% |
| Expected Yearly % | 9.57% | 32.7% |
| Kelly Criterion | 2.27% | 4.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.17% |
| Expected Shortfall (cVaR) | -0.97% | -2.17% |
| Year | 11376241:BTCUSD | 11376241:btcusd:triple_med_gx:lsma275_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -12.71 | 0.22 | + |
| 2023 | 155.54 | 19.77 | 0.13 | - |
| 2024 | 121.00 | 21.14 | 0.17 | - |
| 2025 | 30.14 | 13.81 | 0.46 | - |
| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 19.11% | 45.08% |
| 6M | 13.81% | 28.47% |
| YTD | 13.81% | 30.14% |
| 1Y | 24.67% | 105.13% |
| 3Y (ann.) | 21.21% | 81.7% |
| 5Y (ann.) | 11.55% | 40.25% |
| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| Max Drawdown | -31.46% | -67.18% |
| Longest DD Days | 527.0 | 683.0 |
| Avg. Drawdown | -4.02% | -5.6% |
| Avg. Drawdown Days | 50.0 | 30.0 |
| Recovery Factor | 1.4 | 3.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-15 | -31.46 | 527 |
| 2024-03-16 | 2024-11-26 | -13.42 | 255 |
| 2023-11-16 | 2024-03-11 | -10.17 | 116 |
| 2024-11-30 | 2025-04-28 | -7.64 | 149 |
| 2022-04-05 | 2022-05-30 | -7.58 | 54 |
| 2022-03-25 | 2022-04-01 | -3.43 | 7 |
| 2025-05-19 | 2025-07-10 | -3.29 | 52 |
| 2024-11-26 | 2024-11-27 | -2.90 | 1 |
| 2025-05-02 | 2025-05-06 | -2.61 | 4 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 8.94% | 35.75% |
| Worst Week | -21.16% | -29.64% |
| Best Month | 11.0% | 43.77% |
| Worst Month | -23.1% | -37.12% |
| Best Year | 21.14% | 155.54% |
| Worst Year | -12.71% | -57.81% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.42% | 5.88% |
| Avg. Down Week | -2.97% | -5.68% |
| Avg. Up Month | 6.61% | 18.64% |
| Avg. Down Month | -5.17% | -13.71% |
| Win Days % | 49.42% | 51.29% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 54.74% | 51.96% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |