| Metric | 11395498:btcusd:triple_med_gx:lsma205_115 | 11395498:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 91.73% | 202.31% |
| Max Drawdown | -24.81% | -67.18% |
| Sharpe | 0.47 | 0.44 |
| Sortino | 0.73 | 0.64 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 35.41 | 3.63 |
| Outlier Loss Ratio | 3.69 | 3.41 |
| Volatility (ann.) | 11.53% | 26.03% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.85 | 0.57 |
| Skew | 1.39 | 0.18 |
| Kurtosis | 62.09 | 6.59 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.67% |
| Expected Yearly % | 17.67% | 31.86% |
| Kelly Criterion | 7.46% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11395498:BTCUSD | 11395498:btcusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 22.93 | -0.40 | + |
| 2023 | 155.54 | 38.44 | 0.25 | - |
| 2024 | 121.00 | 10.73 | 0.09 | - |
| 2025 | 27.10 | 1.74 | 0.06 | - |
| Metric | 11395498:btcusd:triple_med_gx:lsma205_115 | 11395498:BTCUSD |
|---|---|---|
| MTD | -1.79% | 10.71% |
| 3M | 5.25% | 41.88% |
| 6M | 1.74% | 22.91% |
| YTD | 1.74% | 27.1% |
| 1Y | -2.73% | 82.29% |
| 3Y (ann.) | 27.02% | 77.48% |
| 5Y (ann.) | 21.08% | 38.42% |
| Metric | 11395498:btcusd:triple_med_gx:lsma205_115 | 11395498:BTCUSD |
|---|---|---|
| Max Drawdown | -24.81% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -3.59% | -6.87% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 3.7 | 3.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-07-17 | -24.81 | 426 |
| 2022-03-25 | 2022-09-27 | -17.79 | 185 |
| 2022-02-21 | 2022-03-19 | -11.66 | 26 |
| 2023-02-02 | 2023-06-20 | -8.74 | 137 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2023-12-20 | -4.68 | 39 |
| 2023-10-08 | 2023-10-23 | -3.52 | 15 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| Metric | 11395498:btcusd:triple_med_gx:lsma205_115 | 11395498:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -14.54% | -37.12% |
| Best Year | 38.44% | 155.54% |
| Worst Year | 1.74% | -57.88% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.6% | 6.77% |
| Avg. Down Week | -2.87% | -4.88% |
| Avg. Up Month | 6.98% | 13.05% |
| Avg. Down Month | -5.2% | -12.13% |
| Win Days % | 51.22% | 51.34% |
| Win Month % | 59.38% | 61.9% |
| Win Week % | 56.92% | 51.38% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |