| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 29.89% | 213.61% |
| Max Drawdown | -29.41% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.33 | 0.67 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.27 | 1.1 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 28.38 | 3.63 |
| Outlier Loss Ratio | 4.2 | 3.54 |
| Volatility (ann.) | 11.22% | 25.59% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.28 | 0.61 |
| Skew | 0.13 | 0.16 |
| Kurtosis | 30.65 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.83% |
| Expected Yearly % | 6.76% | 33.08% |
| Kelly Criterion | 1.89% | 4.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.17% |
| Expected Shortfall (cVaR) | -0.96% | -2.17% |
| Year | 11378239:BTCUSD | 11378239:btcusd:triple_med_gx:lsma280_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -2.79 | 0.05 | + |
| 2023 | 155.54 | 3.83 | 0.02 | - |
| 2024 | 121.00 | 7.81 | 0.06 | - |
| 2025 | 30.14 | 19.37 | 0.64 | - |
| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.94% | 45.08% |
| 6M | 19.37% | 28.47% |
| YTD | 19.37% | 30.14% |
| 1Y | 13.12% | 105.13% |
| 3Y (ann.) | 14.55% | 81.7% |
| 5Y (ann.) | 8.14% | 40.77% |
| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| Max Drawdown | -29.41% | -67.18% |
| Longest DD Days | 335.0 | 683.0 |
| Avg. Drawdown | -4.74% | -5.58% |
| Avg. Drawdown Days | 47.0 | 30.0 |
| Recovery Factor | 1.02 | 3.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-29 | -29.41 | 237 |
| 2024-05-27 | 2025-04-28 | -18.04 | 335 |
| 2023-11-14 | 2024-03-04 | -11.69 | 111 |
| 2024-03-11 | 2024-05-27 | -9.62 | 76 |
| 2023-02-02 | 2023-11-09 | -9.23 | 279 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-27 | 2025-07-14 | -3.75 | 47 |
| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 8.53% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 19.91% | 43.77% |
| Worst Month | -21.58% | -37.12% |
| Best Year | 19.37% | 155.54% |
| Worst Year | -2.79% | -57.33% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.26% | 5.53% |
| Avg. Down Week | -3.74% | -6.12% |
| Avg. Up Month | 5.97% | 17.69% |
| Avg. Down Month | -5.7% | -15.16% |
| Win Days % | 49.21% | 51.3% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 59.09% | 52.25% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |