| Metric | 11390808:btcusd:triple_med_gx:lsma280_100 | 11390808:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 16.65% | 182.01% |
| Max Drawdown | -32.56% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.23 | 0.64 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.14 | 1.09 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 28.19 | 3.8 |
| Outlier Loss Ratio | 4.08 | 3.81 |
| Volatility (ann.) | 13.06% | 25.8% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.15 | 0.56 |
| Skew | 0.49 | 0.16 |
| Kurtosis | 40.49 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.63% |
| Expected Yearly % | 3.93% | 29.59% |
| Kelly Criterion | 0.74% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.19% |
| Expected Shortfall (cVaR) | -1.12% | -2.19% |
| Year | 11390808:BTCUSD | 11390808:btcusd:triple_med_gx:lsma280_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -18.11 | 0.32 | + |
| 2023 | 155.54 | 39.03 | 0.25 | - |
| 2024 | 121.00 | 9.81 | 0.08 | - |
| 2025 | 17.02 | -6.69 | -0.39 | - |
| Metric | 11390808:btcusd:triple_med_gx:lsma280_100 | 11390808:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.5% | 31.76% |
| 6M | -6.69% | 12.25% |
| YTD | -6.69% | 17.02% |
| 1Y | -16.24% | 57.19% |
| 3Y (ann.) | 4.17% | 55.42% |
| 5Y (ann.) | 4.85% | 37.55% |
| Metric | 11390808:btcusd:triple_med_gx:lsma280_100 | 11390808:BTCUSD |
|---|---|---|
| Max Drawdown | -32.56% | -67.18% |
| Longest DD Days | 575.0 | 683.0 |
| Avg. Drawdown | -5.52% | -5.8% |
| Avg. Drawdown Days | 71.0 | 31.0 |
| Recovery Factor | 0.51 | 2.71 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2023-10-21 | -32.56 | 575 |
| 2024-03-18 | 2025-06-11 | -29.65 | 450 |
| 2023-11-16 | 2024-02-27 | -7.05 | 103 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11390808:btcusd:triple_med_gx:lsma280_100 | 11390808: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 | 14.96% | 43.77% |
| Worst Month | -17.15% | -37.12% |
| Best Year | 39.03% | 155.54% |
| Worst Year | -18.11% | -57.33% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.66% | 5.97% |
| Avg. Down Week | -4.2% | -5.76% |
| Avg. Up Month | 6.51% | 17.53% |
| Avg. Down Month | -8.31% | -15.24% |
| Win Days % | 47.94% | 51.28% |
| Win Month % | 60.61% | 60.0% |
| Win Week % | 50.67% | 51.45% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |