| Metric | 11377218:btcusd:triple_med_gx:lsma280_50 | 11377218:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 33.26% | 213.61% |
| Max Drawdown | -30.72% | -67.18% |
| Sharpe | 0.25 | 0.46 |
| Sortino | 0.36 | 0.67 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.33 | 1.1 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.22 | 1.02 |
| Outlier Win Ratio | 28.83 | 3.63 |
| Outlier Loss Ratio | 4.18 | 3.54 |
| Volatility (ann.) | 11.21% | 25.59% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.29 | 0.61 |
| Skew | -0.0 | 0.16 |
| Kurtosis | 31.77 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.83% |
| Expected Yearly % | 7.44% | 33.08% |
| Kelly Criterion | 1.75% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.17% |
| Expected Shortfall (cVaR) | -0.96% | -2.17% |
| Year | 11377218:BTCUSD | 11377218:btcusd:triple_med_gx:lsma280_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -11.71 | 0.20 | + |
| 2023 | 155.54 | 20.17 | 0.13 | - |
| 2024 | 121.00 | 6.55 | 0.05 | - |
| 2025 | 30.14 | 17.88 | 0.59 | - |
| Metric | 11377218:btcusd:triple_med_gx:lsma280_50 | 11377218:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 11.13% | 45.08% |
| 6M | 17.88% | 28.47% |
| YTD | 17.88% | 30.14% |
| 1Y | 23.06% | 105.13% |
| 3Y (ann.) | 17.83% | 81.7% |
| 5Y (ann.) | 8.97% | 40.77% |
| Metric | 11377218:btcusd:triple_med_gx:lsma280_50 | 11377218:BTCUSD |
|---|---|---|
| Max Drawdown | -30.72% | -67.18% |
| Longest DD Days | 520.0 | 683.0 |
| Avg. Drawdown | -5.4% | -5.58% |
| Avg. Drawdown Days | 69.0 | 30.0 |
| Recovery Factor | 1.08 | 3.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-09 | -30.72 | 520 |
| 2024-03-11 | 2025-04-21 | -19.79 | 405 |
| 2023-11-16 | 2024-03-11 | -11.26 | 116 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2025-05-19 | 2025-07-14 | -4.83 | 56 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2022-03-25 | 2022-04-01 | -2.82 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2023-11-14 | 2023-11-15 | -2.16 | 1 |
| 2025-05-14 | 2025-05-18 | -1.64 | 4 |
| Metric | 11377218:btcusd:triple_med_gx:lsma280_50 | 11377218: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 | 15.03% | 43.77% |
| Worst Month | -23.31% | -37.12% |
| Best Year | 20.17% | 155.54% |
| Worst Year | -11.71% | -57.33% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.99% | 5.55% |
| Avg. Down Week | -3.45% | -6.18% |
| Avg. Up Month | 6.22% | 18.29% |
| Avg. Down Month | -6.46% | -14.8% |
| Win Days % | 49.32% | 51.3% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 56.82% | 52.25% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |