| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 39.99% | 188.13% |
| Max Drawdown | -32.47% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.4 | 0.63 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.36 | 1.09 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 27.53 | 3.63 |
| Outlier Loss Ratio | 4.22 | 3.66 |
| Volatility (ann.) | 11.53% | 25.66% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.33 | 0.55 |
| Skew | -0.02 | 0.14 |
| Kurtosis | 30.33 | 6.48 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.61% |
| Expected Yearly % | 8.77% | 30.29% |
| Kelly Criterion | 2.02% | 3.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.18% |
| Expected Shortfall (cVaR) | -0.98% | -2.18% |
| Year | 11378405:BTCUSD | 11378405:btcusd:triple_med_gx:lsma270_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -5.12 | 0.08 | + |
| 2023 | 155.54 | 6.59 | 0.04 | - |
| 2024 | 121.00 | 18.86 | 0.16 | - |
| 2025 | 30.14 | 16.45 | 0.55 | - |
| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 20.42% | 45.08% |
| 6M | 16.45% | 28.47% |
| YTD | 16.45% | 30.14% |
| 1Y | 20.4% | 105.13% |
| 3Y (ann.) | 19.14% | 81.7% |
| 5Y (ann.) | 10.56% | 37.14% |
| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| Max Drawdown | -32.47% | -67.18% |
| Longest DD Days | 641.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.39% |
| Avg. Drawdown Days | 62.0 | 35.0 |
| Recovery Factor | 1.23 | 2.8 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-08 | -32.47 | 641 |
| 2024-03-13 | 2025-04-22 | -18.81 | 405 |
| 2022-04-05 | 2022-05-30 | -7.58 | 54 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-07-14 | -3.06 | 54 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2025-04-23 | 2025-05-01 | -1.42 | 8 |
| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -21.8% | -29.64% |
| Best Month | 15.59% | 43.77% |
| Worst Month | -24.77% | -37.12% |
| Best Year | 18.86% | 155.54% |
| Worst Year | -5.12% | -60.79% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.72% | 5.48% |
| Avg. Down Week | -3.11% | -5.24% |
| Avg. Up Month | 6.88% | 17.65% |
| Avg. Down Month | -5.99% | -13.84% |
| Win Days % | 50.0% | 51.28% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 51.14% | 51.96% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |