| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 19.63% | 213.61% |
| Max Drawdown | -26.46% | -67.18% |
| Sharpe | 0.18 | 0.46 |
| Sortino | 0.25 | 0.67 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.28 | 1.1 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 29.19 | 3.63 |
| Outlier Loss Ratio | 4.17 | 3.58 |
| Volatility (ann.) | 11.14% | 25.59% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.21 | 0.61 |
| Skew | 0.09 | 0.16 |
| Kurtosis | 30.23 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.83% |
| Expected Yearly % | 4.58% | 33.08% |
| Kelly Criterion | 0.59% | 2.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.17% |
| Expected Shortfall (cVaR) | -0.95% | -2.17% |
| Year | 11380543:BTCUSD | 11380543:btcusd:triple_med_gx:lsma280_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 0.91 | -0.02 | + |
| 2023 | 155.54 | 1.74 | 0.01 | - |
| 2024 | 121.00 | 12.15 | 0.10 | - |
| 2025 | 30.14 | 3.90 | 0.13 | - |
| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | 17.9% | 45.08% |
| 6M | 3.9% | 28.47% |
| YTD | 3.9% | 30.14% |
| 1Y | 0.95% | 105.13% |
| 3Y (ann.) | 11.53% | 81.7% |
| 5Y (ann.) | 5.51% | 40.77% |
| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543:BTCUSD |
|---|---|---|
| Max Drawdown | -26.46% | -67.18% |
| Longest DD Days | 412.0 | 683.0 |
| Avg. Drawdown | -5.47% | -5.58% |
| Avg. Drawdown Days | 63.0 | 30.0 |
| Recovery Factor | 0.74 | 3.18 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-09 | 2023-01-20 | -26.46 | 225 |
| 2024-05-27 | 2025-07-14 | -19.96 | 412 |
| 2023-11-14 | 2024-03-08 | -11.24 | 115 |
| 2024-03-13 | 2024-05-25 | -9.11 | 73 |
| 2023-02-02 | 2023-11-08 | -8.45 | 279 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2023-01-21 | 2023-01-29 | -4.90 | 8 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2022-03-12 | 2022-04-01 | -3.19 | 20 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543: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 | 10.84% | 43.77% |
| Worst Month | -15.43% | -37.12% |
| Best Year | 12.15% | 155.54% |
| Worst Year | 0.91% | -57.33% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.22% | 5.52% |
| Avg. Down Week | -3.43% | -5.21% |
| Avg. Up Month | 4.11% | 16.97% |
| Avg. Down Month | -5.19% | -13.69% |
| Win Days % | 49.41% | 51.3% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 54.55% | 52.25% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |