| Metric | 11377272:btcusd:triple_med_gx:lsma275_50 | 11377272:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 58.92% | 210.06% |
| Max Drawdown | -26.9% | -67.18% |
| Sharpe | 0.36 | 0.46 |
| Sortino | 0.53 | 0.66 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.43 | 1.09 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.27 | 1.02 |
| Outlier Win Ratio | 28.05 | 3.66 |
| Outlier Loss Ratio | 4.24 | 3.55 |
| Volatility (ann.) | 11.37% | 25.61% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.55 | 0.6 |
| Skew | 0.09 | 0.16 |
| Kurtosis | 30.77 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.8% |
| Expected Yearly % | 12.28% | 32.7% |
| Kelly Criterion | 3.17% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.17% |
| Expected Shortfall (cVaR) | -0.97% | -2.17% |
| Year | 11377272:BTCUSD | 11377272:btcusd:triple_med_gx:lsma275_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | 1.88 | -0.03 | + |
| 2023 | 155.54 | 23.03 | 0.15 | - |
| 2024 | 121.00 | 15.16 | 0.13 | - |
| 2025 | 30.14 | 10.09 | 0.33 | - |
| Metric | 11377272:btcusd:triple_med_gx:lsma275_50 | 11377272:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 18.25% | 45.08% |
| 6M | 10.09% | 28.47% |
| YTD | 10.09% | 30.14% |
| 1Y | 21.64% | 105.13% |
| 3Y (ann.) | 21.19% | 81.7% |
| 5Y (ann.) | 14.85% | 40.25% |
| Metric | 11377272:btcusd:triple_med_gx:lsma275_50 | 11377272:BTCUSD |
|---|---|---|
| Max Drawdown | -26.9% | -67.18% |
| Longest DD Days | 415.0 | 683.0 |
| Avg. Drawdown | -3.37% | -5.6% |
| Avg. Drawdown Days | 35.0 | 30.0 |
| Recovery Factor | 2.19 | 3.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-02-02 | -26.90 | 240 |
| 2024-03-11 | 2025-05-01 | -17.40 | 415 |
| 2023-11-16 | 2024-03-10 | -9.86 | 115 |
| 2023-03-30 | 2023-10-06 | -7.78 | 190 |
| 2022-04-05 | 2022-05-30 | -7.58 | 55 |
| 2023-03-22 | 2023-03-30 | -5.98 | 7 |
| 2023-10-08 | 2023-10-16 | -4.85 | 8 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2023-11-02 | 2023-11-07 | -3.34 | 5 |
| 2025-05-19 | 2025-07-14 | -3.29 | 56 |
| Metric | 11377272:btcusd:triple_med_gx:lsma275_50 | 11377272: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 | 12.74% | 43.77% |
| Worst Month | -18.12% | -37.12% |
| Best Year | 23.03% | 155.54% |
| Worst Year | 1.88% | -57.81% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.31% | 5.5% |
| Avg. Down Week | -3.06% | -5.73% |
| Avg. Up Month | 6.03% | 17.84% |
| Avg. Down Month | -3.9% | -12.71% |
| Win Days % | 49.71% | 51.29% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 56.52% | 51.96% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |