| Metric | 11379695:btcusd:triple_med_gx:lsma250_60 | 11379695:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 14.21% | 191.55% |
| Max Drawdown | -36.9% | -67.18% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.2 | 0.63 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.17 | 1.09 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 28.25 | 3.64 |
| Outlier Loss Ratio | 4.03 | 3.62 |
| Volatility (ann.) | 11.92% | 25.75% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.11 | 0.56 |
| Skew | -0.75 | 0.16 |
| Kurtosis | 41.86 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.64% |
| Expected Yearly % | 3.38% | 30.67% |
| Kelly Criterion | -0.99% | 1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11379695:BTCUSD | 11379695:btcusd:triple_med_gx:lsma250_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | -15.22 | 0.25 | + |
| 2023 | 155.54 | 3.58 | 0.02 | - |
| 2024 | 121.00 | 24.81 | 0.21 | - |
| 2025 | 30.14 | 4.20 | 0.14 | - |
| Metric | 11379695:btcusd:triple_med_gx:lsma250_60 | 11379695:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 22.72% | 45.08% |
| 6M | 4.2% | 28.47% |
| YTD | 4.2% | 30.14% |
| 1Y | -8.71% | 105.13% |
| 3Y (ann.) | 12.71% | 81.7% |
| 5Y (ann.) | 4.03% | 37.44% |
| Metric | 11379695:btcusd:triple_med_gx:lsma250_60 | 11379695:BTCUSD |
|---|---|---|
| Max Drawdown | -36.9% | -67.18% |
| Longest DD Days | 490.0 | 683.0 |
| Avg. Drawdown | -7.78% | -6.46% |
| Avg. Drawdown Days | 75.0 | 34.0 |
| Recovery Factor | 0.39 | 2.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-11-05 | -36.90 | 240 |
| 2024-07-29 | 2025-07-14 | -30.48 | 350 |
| 2022-11-05 | 2024-03-10 | -28.71 | 490 |
| 2024-06-12 | 2024-07-29 | -6.96 | 46 |
| 2024-03-16 | 2024-05-15 | -6.14 | 60 |
| 2024-05-27 | 2024-06-12 | -4.04 | 15 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| Metric | 11379695:btcusd:triple_med_gx:lsma250_60 | 11379695:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 16.05% | 35.75% |
| Worst Week | -24.99% | -29.64% |
| Best Month | 40.13% | 43.77% |
| Worst Month | -26.96% | -37.12% |
| Best Year | 24.81% | 155.54% |
| Worst Year | -15.22% | -60.33% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.64% | 6.11% |
| Avg. Down Week | -4.97% | -5.83% |
| Avg. Up Month | 7.34% | 16.89% |
| Avg. Down Month | -10.25% | -13.55% |
| Win Days % | 49.87% | 51.29% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 57.14% | 51.67% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |