| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 42.48% | 210.06% |
| Max Drawdown | -28.14% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.44 | 0.66 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.31 | 1.09 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 28.78 | 3.62 |
| Outlier Loss Ratio | 4.22 | 3.51 |
| Volatility (ann.) | 10.93% | 25.61% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.4 | 0.6 |
| Skew | 0.39 | 0.16 |
| Kurtosis | 30.12 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.8% |
| Expected Yearly % | 9.25% | 32.7% |
| Kelly Criterion | 2.81% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.17% |
| Expected Shortfall (cVaR) | -0.93% | -2.17% |
| Year | 11379365:BTCUSD | 11379365:btcusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | 5.20 | -0.09 | + |
| 2023 | 155.54 | -1.64 | -0.01 | - |
| 2024 | 121.00 | 27.68 | 0.23 | - |
| 2025 | 30.14 | 7.85 | 0.26 | - |
| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.22% | 45.08% |
| 6M | 7.85% | 28.47% |
| YTD | 7.85% | 30.14% |
| 1Y | 9.65% | 105.13% |
| 3Y (ann.) | 15.64% | 81.7% |
| 5Y (ann.) | 11.16% | 40.25% |
| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| Max Drawdown | -28.14% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -4.34% | -5.6% |
| Avg. Drawdown Days | 40.0 | 30.0 |
| Recovery Factor | 1.51 | 3.13 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-08 | 2023-01-20 | -28.14 | 226 |
| 2023-04-05 | 2024-03-10 | -14.94 | 339 |
| 2024-05-27 | 2024-11-24 | -12.51 | 181 |
| 2024-11-25 | 2025-05-01 | -11.98 | 157 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2023-02-02 | 2023-04-05 | -7.00 | 61 |
| 2024-03-16 | 2024-05-15 | -6.14 | 60 |
| 2023-01-21 | 2023-01-29 | -4.09 | 7 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 18.23% | 43.77% |
| Worst Month | -16.24% | -37.12% |
| Best Year | 27.68% | 155.54% |
| Worst Year | -1.64% | -57.81% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.45% | 5.53% |
| Avg. Down Week | -3.51% | -5.91% |
| Avg. Up Month | 5.99% | 18.31% |
| Avg. Down Month | -4.78% | -13.69% |
| Win Days % | 49.62% | 51.29% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 59.09% | 51.96% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |