| Metric | 11377327:btcusd:triple_med_gx:lsma270_50 | 11377327:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 31.25% | 188.13% |
| Max Drawdown | -28.3% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.31 | 1.09 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 27.55 | 3.59 |
| Outlier Loss Ratio | 4.3 | 3.63 |
| Volatility (ann.) | 11.44% | 25.66% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.3 | 0.55 |
| Skew | -0.03 | 0.14 |
| Kurtosis | 31.27 | 6.48 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.61% |
| Expected Yearly % | 7.03% | 30.29% |
| Kelly Criterion | 1.44% | 3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.18% |
| Expected Shortfall (cVaR) | -0.98% | -2.18% |
| Year | 11377327:BTCUSD | 11377327:btcusd:triple_med_gx:lsma270_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -2.34 | 0.04 | + |
| 2023 | 155.54 | 3.04 | 0.02 | - |
| 2024 | 121.00 | 14.15 | 0.12 | - |
| 2025 | 30.14 | 14.26 | 0.47 | - |
| Metric | 11377327:btcusd:triple_med_gx:lsma270_50 | 11377327:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 23.47% | 45.08% |
| 6M | 14.26% | 28.47% |
| YTD | 14.26% | 30.14% |
| 1Y | 17.32% | 105.13% |
| 3Y (ann.) | 14.44% | 81.7% |
| 5Y (ann.) | 8.45% | 37.14% |
| Metric | 11377327:btcusd:triple_med_gx:lsma270_50 | 11377327:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.18% |
| Longest DD Days | 638.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.39% |
| Avg. Drawdown Days | 59.0 | 35.0 |
| Recovery Factor | 1.1 | 2.8 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-06 | -28.30 | 638 |
| 2024-03-13 | 2025-05-08 | -23.64 | 421 |
| 2022-04-05 | 2022-05-30 | -7.58 | 55 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2025-05-27 | 2025-07-14 | -2.34 | 47 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-12 | 2024-03-13 | -1.51 | 0 |
| 2022-03-18 | 2022-03-24 | -1.43 | 6 |
| Metric | 11377327:btcusd:triple_med_gx:lsma270_50 | 11377327:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 13.76% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 14.26% | 155.54% |
| Worst Year | -2.34% | -60.79% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.57% | 5.45% |
| Avg. Down Week | -3.33% | -5.4% |
| Avg. Up Month | 6.75% | 15.28% |
| Avg. Down Month | -5.95% | -13.82% |
| Win Days % | 49.35% | 51.28% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 52.13% | 51.96% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |