| Metric | 11378294:btcusd:triple_med_gx:lsma270_55 | 11378294:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 47.93% | 188.13% |
| Max Drawdown | -32.24% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.46 | 0.63 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.38 | 1.09 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 28.39 | 3.62 |
| Outlier Loss Ratio | 4.23 | 3.54 |
| Volatility (ann.) | 11.27% | 25.66% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.38 | 0.55 |
| Skew | -0.13 | 0.14 |
| Kurtosis | 33.66 | 6.48 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.61% |
| Expected Yearly % | 10.29% | 30.29% |
| Kelly Criterion | 2.97% | 4.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.18% |
| Expected Shortfall (cVaR) | -0.96% | -2.18% |
| Year | 11378294:BTCUSD | 11378294:btcusd:triple_med_gx:lsma270_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -9.31 | 0.15 | + |
| 2023 | 155.54 | 11.65 | 0.07 | - |
| 2024 | 121.00 | 18.87 | 0.16 | - |
| 2025 | 30.14 | 22.91 | 0.76 | - |
| Metric | 11378294:btcusd:triple_med_gx:lsma270_55 | 11378294:BTCUSD |
|---|---|---|
| MTD | -1.36% | 13.36% |
| 3M | 14.9% | 45.08% |
| 6M | 22.91% | 28.47% |
| YTD | 22.91% | 30.14% |
| 1Y | 25.5% | 105.13% |
| 3Y (ann.) | 23.5% | 81.7% |
| 5Y (ann.) | 12.4% | 37.14% |
| Metric | 11378294:btcusd:triple_med_gx:lsma270_55 | 11378294:BTCUSD |
|---|---|---|
| Max Drawdown | -32.24% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -4.19% | -6.39% |
| Avg. Drawdown Days | 41.0 | 35.0 |
| Recovery Factor | 1.49 | 2.8 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-01 | -32.24 | 513 |
| 2024-05-27 | 2025-04-01 | -16.72 | 308 |
| 2023-11-16 | 2024-03-08 | -10.99 | 113 |
| 2024-03-11 | 2024-05-23 | -10.75 | 73 |
| 2022-04-05 | 2022-06-06 | -8.66 | 61 |
| 2022-03-09 | 2022-04-01 | -7.01 | 22 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| 2025-05-27 | 2025-07-14 | -3.76 | 47 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2023-11-02 | 2023-11-15 | -3.34 | 13 |
| Metric | 11378294:btcusd:triple_med_gx:lsma270_55 | 11378294:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.69% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 14.7% | 43.77% |
| Worst Month | -25.0% | -37.12% |
| Best Year | 22.91% | 155.54% |
| Worst Year | -9.31% | -60.79% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.35% | 5.35% |
| Avg. Down Week | -3.16% | -5.95% |
| Avg. Up Month | 5.8% | 16.26% |
| Avg. Down Month | -6.49% | -14.94% |
| Win Days % | 49.87% | 51.28% |
| Win Month % | 63.89% | 60.98% |
| Win Week % | 56.82% | 51.96% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |