| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 44.42% | 210.06% |
| Max Drawdown | -32.32% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.43 | 0.66 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.39 | 1.09 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.27 | 1.02 |
| Outlier Win Ratio | 27.59 | 3.66 |
| Outlier Loss Ratio | 4.2 | 3.64 |
| Volatility (ann.) | 11.58% | 25.61% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.36 | 0.6 |
| Skew | 0.01 | 0.16 |
| Kurtosis | 29.49 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.8% |
| Expected Yearly % | 9.62% | 32.7% |
| Kelly Criterion | 2.37% | 3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.17% |
| Expected Shortfall (cVaR) | -0.99% | -2.17% |
| Year | 11378351:BTCUSD | 11378351:btcusd:triple_med_gx:lsma275_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -11.54 | 0.20 | + |
| 2023 | 155.54 | 14.04 | 0.09 | - |
| 2024 | 121.00 | 27.07 | 0.22 | - |
| 2025 | 30.14 | 12.66 | 0.42 | - |
| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 22.34% | 45.08% |
| 6M | 12.66% | 28.47% |
| YTD | 12.66% | 30.14% |
| 1Y | 16.29% | 105.13% |
| 3Y (ann.) | 21.25% | 81.7% |
| 5Y (ann.) | 11.61% | 40.25% |
| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| Max Drawdown | -32.32% | -67.18% |
| Longest DD Days | 527.0 | 683.0 |
| Avg. Drawdown | -4.27% | -5.6% |
| Avg. Drawdown Days | 42.0 | 30.0 |
| Recovery Factor | 1.37 | 3.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-15 | -32.32 | 527 |
| 2024-05-27 | 2024-11-29 | -16.88 | 185 |
| 2024-11-30 | 2025-05-01 | -10.92 | 152 |
| 2023-11-16 | 2024-02-27 | -10.92 | 103 |
| 2024-03-11 | 2024-05-24 | -10.26 | 73 |
| 2022-04-05 | 2022-05-30 | -7.58 | 54 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-21 | 2025-07-14 | -3.31 | 54 |
| 2022-03-11 | 2022-03-25 | -3.31 | 13 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 13.3% | 43.77% |
| Worst Month | -25.39% | -37.12% |
| Best Year | 27.07% | 155.54% |
| Worst Year | -11.54% | -57.81% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.68% | 5.67% |
| Avg. Down Week | -3.28% | -5.49% |
| Avg. Up Month | 6.3% | 17.17% |
| Avg. Down Month | -5.52% | -13.84% |
| Win Days % | 49.75% | 51.29% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 54.95% | 51.96% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |