| Metric | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 64.81% | 158.52% |
| Max Drawdown | -28.3% | -67.18% |
| Sharpe | 0.37 | 0.41 |
| Sortino | 0.57 | 0.59 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 29.3 | 3.75 |
| Outlier Loss Ratio | 4.17 | 3.68 |
| Volatility (ann.) | 12.25% | 25.87% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.59 | 0.5 |
| Skew | 1.05 | 0.14 |
| Kurtosis | 46.11 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.4% |
| Expected Yearly % | 13.3% | 26.8% |
| Kelly Criterion | 4.38% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.2% |
| Expected Shortfall (cVaR) | -1.04% | -2.2% |
| Year | 11393984:BTCUSD | 11393984:btcusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -4.54 | 0.07 | + |
| 2023 | 155.54 | 49.23 | 0.32 | - |
| 2024 | 121.00 | 22.26 | 0.18 | - |
| 2025 | 16.76 | -5.37 | -0.32 | - |
| Metric | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.41% | 31.46% |
| 6M | -5.37% | 12.77% |
| YTD | -5.37% | 16.76% |
| 1Y | 5.4% | 56.84% |
| 3Y (ann.) | 21.01% | 55.31% |
| 5Y (ann.) | 16.56% | 33.82% |
| Metric | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.69% |
| Avg. Drawdown Days | 42.0 | 36.0 |
| Recovery Factor | 2.29 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-21 | -28.30 | 450 |
| 2024-06-07 | 2024-11-10 | -26.41 | 155 |
| 2024-12-05 | 2025-06-11 | -21.07 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2024-03-21 | 2024-06-05 | -6.31 | 76 |
| 2023-07-14 | 2023-10-23 | -5.20 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| Metric | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -23.19% | -37.12% |
| Best Year | 49.23% | 155.54% |
| Worst Year | -5.37% | -60.79% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.93% | 6.42% |
| Avg. Down Week | -2.44% | -5.71% |
| Avg. Up Month | 7.23% | 14.97% |
| Avg. Down Month | -5.77% | -12.67% |
| Win Days % | 49.91% | 51.24% |
| Win Month % | 61.29% | 60.0% |
| Win Week % | 54.43% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |