| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 24.74% | 210.06% |
| Max Drawdown | -26.46% | -67.18% |
| Sharpe | 0.2 | 0.46 |
| Sortino | 0.29 | 0.66 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 28.96 | 3.62 |
| Outlier Loss Ratio | 4.16 | 3.57 |
| Volatility (ann.) | 11.16% | 25.61% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.26 | 0.6 |
| Skew | 0.08 | 0.16 |
| Kurtosis | 30.07 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.8% |
| Expected Yearly % | 5.68% | 32.7% |
| Kelly Criterion | 1.16% | 3.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.17% |
| Expected Shortfall (cVaR) | -0.95% | -2.17% |
| Year | 11380542:BTCUSD | 11380542:btcusd:triple_med_gx:lsma275_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | 4.73 | -0.08 | + |
| 2023 | 155.54 | -4.82 | -0.03 | - |
| 2024 | 121.00 | 17.27 | 0.14 | - |
| 2025 | 30.14 | 6.70 | 0.22 | - |
| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | 17.9% | 45.08% |
| 6M | 6.7% | 28.47% |
| YTD | 6.7% | 30.14% |
| 1Y | 6.08% | 105.13% |
| 3Y (ann.) | 12.56% | 81.7% |
| 5Y (ann.) | 6.83% | 40.25% |
| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542:BTCUSD |
|---|---|---|
| Max Drawdown | -26.46% | -67.18% |
| Longest DD Days | 402.0 | 683.0 |
| Avg. Drawdown | -5.2% | -5.6% |
| Avg. Drawdown Days | 63.0 | 30.0 |
| Recovery Factor | 0.94 | 3.13 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-09 | 2023-01-20 | -26.46 | 225 |
| 2024-05-27 | 2025-05-21 | -17.34 | 358 |
| 2023-02-02 | 2024-03-11 | -16.62 | 402 |
| 2024-03-13 | 2024-05-25 | -9.11 | 72 |
| 2022-03-11 | 2022-06-06 | -8.15 | 86 |
| 2023-01-21 | 2023-01-29 | -4.90 | 8 |
| 2025-05-27 | 2025-07-14 | -4.22 | 47 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542: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 | 12.32% | 43.77% |
| Worst Month | -15.43% | -37.12% |
| Best Year | 17.27% | 155.54% |
| Worst Year | -4.82% | -57.81% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.3% | 5.52% |
| Avg. Down Week | -3.26% | -5.15% |
| Avg. Up Month | 4.3% | 17.68% |
| Avg. Down Month | -4.94% | -13.69% |
| Win Days % | 49.62% | 51.29% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 54.44% | 51.96% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |