| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 54.73% | 181.37% |
| Max Drawdown | -27.35% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.54 | 0.63 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.53 | 1.09 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 1.32 | 1.02 |
| Outlier Win Ratio | 35.3 | 3.57 |
| Outlier Loss Ratio | 3.9 | 3.47 |
| Volatility (ann.) | 11.15% | 25.8% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.53 | 0.56 |
| Skew | 1.15 | 0.16 |
| Kurtosis | 60.63 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.62% |
| Expected Yearly % | 11.53% | 29.52% |
| Kelly Criterion | 5.37% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.19% |
| Expected Shortfall (cVaR) | -0.95% | -2.19% |
| Year | 11398727:BTCUSD | 11398727:btcusd:triple_med_gx:lsma280_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 6.61 | -0.12 | + |
| 2023 | 155.54 | 18.01 | 0.12 | - |
| 2024 | 121.00 | 8.71 | 0.07 | - |
| 2025 | 16.76 | 13.12 | 0.78 | - |
| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 16.4% | 31.46% |
| 6M | 13.12% | 12.77% |
| YTD | 13.12% | 16.76% |
| 1Y | 17.26% | 56.84% |
| 3Y (ann.) | 16.8% | 55.31% |
| 5Y (ann.) | 14.37% | 37.45% |
| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| Max Drawdown | -27.35% | -67.18% |
| Longest DD Days | 386.0 | 683.0 |
| Avg. Drawdown | -4.78% | -5.8% |
| Avg. Drawdown Days | 52.0 | 31.0 |
| Recovery Factor | 2.0 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-04-11 | -27.35 | 386 |
| 2022-03-25 | 2022-11-10 | -19.34 | 230 |
| 2023-02-02 | 2023-06-20 | -14.16 | 137 |
| 2024-03-05 | 2024-03-20 | -7.47 | 15 |
| 2023-07-14 | 2024-03-04 | -6.28 | 234 |
| 2025-05-29 | 2025-06-11 | -5.01 | 13 |
| 2022-11-11 | 2023-02-01 | -4.81 | 82 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| 2022-03-20 | 2022-03-22 | -2.46 | 2 |
| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.0% | 35.75% |
| Worst Week | -11.6% | -29.64% |
| Best Month | 17.41% | 43.77% |
| Worst Month | -12.15% | -37.12% |
| Best Year | 18.01% | 155.54% |
| Worst Year | 6.61% | -57.33% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 4.2% | 6.02% |
| Avg. Down Week | -3.57% | -6.01% |
| Avg. Up Month | 6.19% | 14.89% |
| Avg. Down Month | -6.08% | -13.68% |
| Win Days % | 50.12% | 51.26% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 56.67% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |