| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 43.88% | 210.06% |
| Max Drawdown | -30.72% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.44 | 0.66 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.36 | 1.09 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 28.96 | 3.62 |
| Outlier Loss Ratio | 4.21 | 3.52 |
| Volatility (ann.) | 11.13% | 25.61% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.37 | 0.6 |
| Skew | 0.05 | 0.16 |
| Kurtosis | 32.47 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.8% |
| Expected Yearly % | 9.52% | 32.7% |
| Kelly Criterion | 2.74% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.17% |
| Expected Shortfall (cVaR) | -0.95% | -2.17% |
| Year | 11377217:BTCUSD | 11377217:btcusd:triple_med_gx:lsma275_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -8.66 | 0.15 | + |
| 2023 | 155.54 | 22.12 | 0.14 | - |
| 2024 | 121.00 | 8.05 | 0.07 | - |
| 2025 | 30.14 | 19.38 | 0.64 | - |
| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.54% | 45.08% |
| 6M | 19.38% | 28.47% |
| YTD | 19.38% | 30.14% |
| 1Y | 22.05% | 105.13% |
| 3Y (ann.) | 20.19% | 81.7% |
| 5Y (ann.) | 11.49% | 40.25% |
| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| Max Drawdown | -30.72% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.23% | -5.6% |
| Avg. Drawdown Days | 47.0 | 30.0 |
| Recovery Factor | 1.43 | 3.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-09-13 | -30.72 | 463 |
| 2024-03-11 | 2025-04-28 | -19.92 | 412 |
| 2023-11-16 | 2024-03-10 | -10.80 | 115 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2023-10-08 | 2023-10-29 | -4.85 | 21 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2023-11-02 | 2023-11-08 | -3.34 | 6 |
| 2025-05-19 | 2025-07-14 | -3.29 | 56 |
| 2023-09-14 | 2023-09-28 | -2.95 | 14 |
| 2022-03-25 | 2022-04-01 | -2.82 | 7 |
| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.45% | 35.75% |
| Worst Week | -23.5% | -29.64% |
| Best Month | 16.31% | 43.77% |
| Worst Month | -23.31% | -37.12% |
| Best Year | 22.12% | 155.54% |
| Worst Year | -8.66% | -57.81% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.01% | 5.67% |
| Avg. Down Week | -3.22% | -6.18% |
| Avg. Up Month | 6.1% | 17.24% |
| Avg. Down Month | -7.4% | -14.94% |
| Win Days % | 49.49% | 51.29% |
| Win Month % | 64.71% | 60.98% |
| Win Week % | 57.3% | 51.96% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |