| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 46.77% | 178.82% |
| Max Drawdown | -28.88% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.4 | 1.09 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.27 | 1.02 |
| Outlier Win Ratio | 27.39 | 3.65 |
| Outlier Loss Ratio | 4.14 | 3.66 |
| Volatility (ann.) | 11.65% | 25.82% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.43 | 0.55 |
| Skew | 0.08 | 0.16 |
| Kurtosis | 29.07 | 6.37 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.6% |
| Expected Yearly % | 10.07% | 29.22% |
| Kelly Criterion | 2.75% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.19% |
| Expected Shortfall (cVaR) | -0.99% | -2.19% |
| Year | 11381870:BTCUSD | 11381870:btcusd:triple_med_gx:lsma275_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -5.86 | 0.10 | + |
| 2023 | 155.54 | 12.72 | 0.08 | - |
| 2024 | 121.00 | 27.86 | 0.23 | - |
| 2025 | 17.02 | 8.17 | 0.48 | - |
| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 21.14% | 31.76% |
| 6M | 8.17% | 12.25% |
| YTD | 8.17% | 17.02% |
| 1Y | 2.9% | 57.19% |
| 3Y (ann.) | 13.68% | 55.42% |
| 5Y (ann.) | 12.51% | 37.03% |
| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| Max Drawdown | -28.88% | -67.18% |
| Longest DD Days | 375.0 | 683.0 |
| Avg. Drawdown | -4.88% | -5.83% |
| Avg. Drawdown Days | 44.0 | 31.0 |
| Recovery Factor | 1.62 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2022-08-11 | -28.88 | 65 |
| 2024-06-10 | 2025-05-18 | -19.64 | 342 |
| 2022-11-05 | 2023-11-15 | -18.21 | 375 |
| 2024-03-13 | 2024-05-27 | -10.74 | 75 |
| 2022-04-05 | 2022-05-30 | -7.58 | 54 |
| 2023-11-16 | 2024-02-09 | -6.88 | 85 |
| 2022-08-11 | 2022-11-05 | -6.83 | 85 |
| 2024-05-27 | 2024-06-04 | -4.04 | 7 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-02-19 | 2024-02-26 | -3.07 | 7 |
| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 24.59% | 43.77% |
| Worst Month | -21.4% | -37.12% |
| Best Year | 27.86% | 155.54% |
| Worst Year | -5.86% | -57.81% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.06% | 5.78% |
| Avg. Down Week | -3.57% | -5.19% |
| Avg. Up Month | 7.37% | 19.01% |
| Avg. Down Month | -6.72% | -13.31% |
| Win Days % | 50.47% | 51.26% |
| Win Month % | 52.94% | 60.0% |
| Win Week % | 54.12% | 51.15% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |