| Metric | 11376299:btcusd:triple_med_gx:lsma280_45 | 11376299:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 26.98% | 213.61% |
| Max Drawdown | -28.59% | -67.18% |
| Sharpe | 0.21 | 0.46 |
| Sortino | 0.3 | 0.67 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.42 | 1.1 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.33 | 1.02 |
| Outlier Win Ratio | 27.9 | 3.62 |
| Outlier Loss Ratio | 4.24 | 3.61 |
| Volatility (ann.) | 11.39% | 25.59% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.26 | 0.61 |
| Skew | -0.21 | 0.16 |
| Kurtosis | 31.11 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.83% |
| Expected Yearly % | 6.15% | 33.08% |
| Kelly Criterion | 0.65% | 3.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.17% |
| Expected Shortfall (cVaR) | -0.97% | -2.17% |
| Year | 11376299:BTCUSD | 11376299:btcusd:triple_med_gx:lsma280_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -7.36 | 0.13 | + |
| 2023 | 155.54 | 12.68 | 0.08 | - |
| 2024 | 121.00 | 14.66 | 0.12 | - |
| 2025 | 30.14 | 6.09 | 0.20 | - |
| Metric | 11376299:btcusd:triple_med_gx:lsma280_45 | 11376299:BTCUSD |
|---|---|---|
| MTD | 1.24% | 13.36% |
| 3M | 13.84% | 45.08% |
| 6M | 6.09% | 28.47% |
| YTD | 6.09% | 30.14% |
| 1Y | 14.96% | 105.13% |
| 3Y (ann.) | 14.18% | 81.7% |
| 5Y (ann.) | 7.41% | 40.77% |
| Metric | 11376299:btcusd:triple_med_gx:lsma280_45 | 11376299:BTCUSD |
|---|---|---|
| Max Drawdown | -28.59% | -67.18% |
| Longest DD Days | 527.0 | 683.0 |
| Avg. Drawdown | -4.84% | -5.58% |
| Avg. Drawdown Days | 56.0 | 30.0 |
| Recovery Factor | 0.94 | 3.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-15 | -28.59 | 527 |
| 2024-03-16 | 2024-11-29 | -18.26 | 258 |
| 2023-11-16 | 2024-03-10 | -11.65 | 115 |
| 2025-01-24 | 2025-05-08 | -9.93 | 103 |
| 2022-04-05 | 2022-05-30 | -7.58 | 55 |
| 2025-05-27 | 2025-07-14 | -3.92 | 47 |
| 2024-11-30 | 2025-01-23 | -3.58 | 54 |
| 2025-05-19 | 2025-05-27 | -3.29 | 8 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11376299:btcusd:triple_med_gx:lsma280_45 | 11376299:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -17.25% | -29.64% |
| Best Month | 12.65% | 43.77% |
| Worst Month | -19.99% | -37.12% |
| Best Year | 14.66% | 155.54% |
| Worst Year | -7.36% | -57.33% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.4% | 5.36% |
| Avg. Down Week | -3.33% | -5.42% |
| Avg. Up Month | 6.26% | 18.9% |
| Avg. Down Month | -6.81% | -15.04% |
| Win Days % | 49.39% | 51.3% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 50.0% | 52.25% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |