| Metric | 11377271:btcusd:triple_med_gx:lsma265_50 | 11377271:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 41.68% | 216.76% |
| Max Drawdown | -29.17% | -67.18% |
| Sharpe | 0.29 | 0.46 |
| Sortino | 0.42 | 0.67 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.4 | 1.1 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.27 | 1.02 |
| Outlier Win Ratio | 28.62 | 3.62 |
| Outlier Loss Ratio | 4.33 | 3.56 |
| Volatility (ann.) | 11.15% | 25.73% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.38 | 0.61 |
| Skew | -0.05 | 0.16 |
| Kurtosis | 31.77 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.85% |
| Expected Yearly % | 9.1% | 33.41% |
| Kelly Criterion | 1.9% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.18% |
| Expected Shortfall (cVaR) | -0.95% | -2.18% |
| Year | 11377271:BTCUSD | 11377271:btcusd:triple_med_gx:lsma265_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -3.01 | 0.05 | + |
| 2023 | 155.54 | 10.17 | 0.07 | - |
| 2024 | 121.00 | 13.86 | 0.11 | - |
| 2025 | 30.14 | 16.45 | 0.55 | - |
| Metric | 11377271:btcusd:triple_med_gx:lsma265_50 | 11377271:BTCUSD |
|---|---|---|
| MTD | 4.25% | 13.36% |
| 3M | 20.91% | 45.08% |
| 6M | 16.45% | 28.47% |
| YTD | 16.45% | 30.14% |
| 1Y | 27.35% | 105.13% |
| 3Y (ann.) | 19.7% | 81.7% |
| 5Y (ann.) | 10.95% | 41.03% |
| Metric | 11377271:btcusd:triple_med_gx:lsma265_50 | 11377271:BTCUSD |
|---|---|---|
| Max Drawdown | -29.17% | -67.18% |
| Longest DD Days | 406.0 | 683.0 |
| Avg. Drawdown | -5.81% | -6.23% |
| Avg. Drawdown Days | 66.0 | 34.0 |
| Recovery Factor | 1.43 | 3.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-02-04 | -29.17 | 243 |
| 2024-03-11 | 2025-04-22 | -17.97 | 406 |
| 2023-03-30 | 2023-11-15 | -11.67 | 229 |
| 2023-11-16 | 2024-03-10 | -10.70 | 115 |
| 2022-04-05 | 2022-06-06 | -10.33 | 61 |
| 2023-02-04 | 2023-03-30 | -6.00 | 53 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-07-10 | -3.29 | 52 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11377271:btcusd:triple_med_gx:lsma265_50 | 11377271:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.52% | 35.75% |
| Worst Week | -17.86% | -29.64% |
| Best Month | 12.7% | 43.77% |
| Worst Month | -18.12% | -37.12% |
| Best Year | 16.45% | 155.54% |
| Worst Year | -3.01% | -56.9% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.25% | 5.32% |
| Avg. Down Week | -3.12% | -5.62% |
| Avg. Up Month | 6.13% | 17.3% |
| Avg. Down Month | -3.78% | -12.71% |
| Win Days % | 49.13% | 51.31% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 54.84% | 52.51% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |