| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 36.31% | 178.82% |
| Max Drawdown | -28.28% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.38 | 0.63 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.38 | 1.09 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.26 | 1.02 |
| Outlier Win Ratio | 27.74 | 3.64 |
| Outlier Loss Ratio | 4.14 | 3.63 |
| Volatility (ann.) | 11.54% | 25.82% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.35 | 0.55 |
| Skew | -0.01 | 0.16 |
| Kurtosis | 28.99 | 6.37 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.6% |
| Expected Yearly % | 8.05% | 29.22% |
| Kelly Criterion | 2.21% | 3.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.19% |
| Expected Shortfall (cVaR) | -0.99% | -2.19% |
| Year | 11381814:BTCUSD | 11381814:btcusd:triple_med_gx:lsma275_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -13.73 | 0.24 | + |
| 2023 | 155.54 | 20.17 | 0.13 | - |
| 2024 | 121.00 | 20.59 | 0.17 | - |
| 2025 | 17.02 | 9.03 | 0.53 | - |
| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 18.7% | 31.76% |
| 6M | 9.03% | 12.25% |
| YTD | 9.03% | 17.02% |
| 1Y | -0.47% | 57.19% |
| 3Y (ann.) | 10.99% | 55.42% |
| 5Y (ann.) | 9.98% | 37.03% |
| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| Max Drawdown | -28.28% | -67.18% |
| Longest DD Days | 520.0 | 683.0 |
| Avg. Drawdown | -5.24% | -5.83% |
| Avg. Drawdown Days | 64.0 | 31.0 |
| Recovery Factor | 1.28 | 2.66 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-11-08 | -28.28 | 520 |
| 2024-05-27 | 2025-06-11 | -21.16 | 379 |
| 2023-11-16 | 2024-02-26 | -10.97 | 102 |
| 2024-03-13 | 2024-05-15 | -10.74 | 63 |
| 2022-04-05 | 2022-06-06 | -7.58 | 61 |
| 2022-03-11 | 2022-04-01 | -3.26 | 21 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2023-11-14 | 2023-11-15 | -1.66 | 0 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 18.9% | 43.77% |
| Worst Month | -20.62% | -37.12% |
| Best Year | 20.59% | 155.54% |
| Worst Year | -13.73% | -57.81% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.54% | 5.61% |
| Avg. Down Week | -3.66% | -5.23% |
| Avg. Up Month | 7.05% | 19.21% |
| Avg. Down Month | -6.77% | -13.69% |
| Win Days % | 49.96% | 51.26% |
| Win Month % | 52.94% | 60.0% |
| Win Week % | 55.95% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |