| Metric | 11390806:btcusd:triple_med_gx:lsma270_100 | 11390806:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 10.5% | 159.1% |
| Max Drawdown | -33.05% | -67.18% |
| Sharpe | 0.12 | 0.41 |
| Sortino | 0.18 | 0.6 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 28.28 | 3.81 |
| Outlier Loss Ratio | 4.02 | 3.82 |
| Volatility (ann.) | 13.18% | 25.87% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.09 | 0.5 |
| Skew | 0.28 | 0.14 |
| Kurtosis | 40.36 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.41% |
| Expected Yearly % | 2.53% | 26.87% |
| Kelly Criterion | 0.41% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.2% |
| Expected Shortfall (cVaR) | -1.13% | -2.2% |
| Year | 11390806:BTCUSD | 11390806:btcusd:triple_med_gx:lsma270_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -22.43 | 0.37 | + |
| 2023 | 155.54 | 38.32 | 0.25 | - |
| 2024 | 121.00 | 10.33 | 0.09 | - |
| 2025 | 17.02 | -6.66 | -0.39 | - |
| Metric | 11390806:btcusd:triple_med_gx:lsma270_100 | 11390806:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.47% | 31.76% |
| 6M | -6.66% | 12.25% |
| YTD | -6.66% | 17.02% |
| 1Y | -18.59% | 57.19% |
| 3Y (ann.) | 5.32% | 55.42% |
| 5Y (ann.) | 3.11% | 33.91% |
| Metric | 11390806:btcusd:triple_med_gx:lsma270_100 | 11390806:BTCUSD |
|---|---|---|
| Max Drawdown | -33.05% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -6.32% | -6.69% |
| Avg. Drawdown Days | 83.0 | 36.0 |
| Recovery Factor | 0.32 | 2.37 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-11-09 | -33.05 | 599 |
| 2024-06-07 | 2025-06-11 | -28.06 | 368 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-11-16 | 2024-02-26 | -4.98 | 102 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| Metric | 11390806:btcusd:triple_med_gx:lsma270_100 | 11390806:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.34% | -29.64% |
| Best Month | 15.4% | 43.77% |
| Worst Month | -17.15% | -37.12% |
| Best Year | 38.32% | 155.54% |
| Worst Year | -22.43% | -60.79% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.32% | 5.89% |
| Avg. Down Week | -3.95% | -5.76% |
| Avg. Up Month | 7.3% | 18.58% |
| Avg. Down Month | -8.34% | -15.24% |
| Win Days % | 48.15% | 51.25% |
| Win Month % | 56.25% | 60.0% |
| Win Week % | 50.68% | 51.15% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |