| Metric | 11393985:btcusd:triple_med_gx:lsma280_110 | 11393985:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 53.29% | 181.37% |
| Max Drawdown | -27.61% | -67.18% |
| Sharpe | 0.33 | 0.44 |
| Sortino | 0.5 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.32 | 1.09 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 29.81 | 3.73 |
| Outlier Loss Ratio | 4.2 | 3.68 |
| Volatility (ann.) | 12.15% | 25.8% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.51 | 0.56 |
| Skew | 1.05 | 0.16 |
| Kurtosis | 47.49 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.62% |
| Expected Yearly % | 11.27% | 29.52% |
| Kelly Criterion | 3.69% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.19% |
| Expected Shortfall (cVaR) | -1.04% | -2.19% |
| Year | 11393985:BTCUSD | 11393985:btcusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -3.18 | 0.06 | + |
| 2023 | 155.54 | 39.87 | 0.26 | - |
| 2024 | 121.00 | 20.52 | 0.17 | - |
| 2025 | 16.76 | -6.07 | -0.36 | - |
| Metric | 11393985:btcusd:triple_med_gx:lsma280_110 | 11393985:BTCUSD |
|---|---|---|
| MTD | -0.65% | 4.16% |
| 3M | 0.93% | 31.46% |
| 6M | -6.07% | 12.77% |
| YTD | -6.07% | 16.76% |
| 1Y | 2.95% | 56.84% |
| 3Y (ann.) | 17.74% | 55.31% |
| 5Y (ann.) | 14.04% | 37.45% |
| Metric | 11393985:btcusd:triple_med_gx:lsma280_110 | 11393985:BTCUSD |
|---|---|---|
| Max Drawdown | -27.61% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.78% | -5.8% |
| Avg. Drawdown Days | 45.0 | 31.0 |
| Recovery Factor | 1.93 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-21 | -27.61 | 450 |
| 2024-06-07 | 2024-11-10 | -26.46 | 155 |
| 2024-12-05 | 2025-06-11 | -21.42 | 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 | -5.94 | 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 | 11393985:btcusd:triple_med_gx:lsma280_110 | 11393985: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 | 39.87% | 155.54% |
| Worst Year | -6.07% | -57.33% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.87% | 6.81% |
| Avg. Down Week | -2.7% | -5.76% |
| Avg. Up Month | 6.83% | 15.56% |
| Avg. Down Month | -5.79% | -12.67% |
| Win Days % | 49.58% | 51.26% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 54.43% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |