| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 80.55% | 177.72% |
| Max Drawdown | -20.98% | -67.18% |
| Sharpe | 0.46 | 0.43 |
| Sortino | 0.7 | 0.62 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 2.23 | 1.07 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.81 | 1.0 |
| Outlier Win Ratio | 39.16 | 3.51 |
| Outlier Loss Ratio | 3.47 | 3.29 |
| Volatility (ann.) | 11.1% | 26.26% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.93 | 0.54 |
| Skew | 1.05 | 0.19 |
| Kurtosis | 72.34 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 2.52% |
| Expected Yearly % | 15.92% | 29.09% |
| Kelly Criterion | 7.92% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11398768:BTCUSD | 11398768:btcusd:triple_med_gx:lsma205_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 8.67 | -0.15 | + |
| 2023 | 155.54 | 14.76 | 0.09 | - |
| 2024 | 121.00 | 15.91 | 0.13 | - |
| 2025 | 16.76 | 24.91 | 1.49 | + |
| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 26.73% | 31.46% |
| 6M | 24.91% | 12.77% |
| YTD | 24.91% | 16.76% |
| 1Y | 31.21% | 56.84% |
| 3Y (ann.) | 19.84% | 55.31% |
| 5Y (ann.) | 19.58% | 36.23% |
| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| Max Drawdown | -20.98% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -4.05% | -7.09% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 3.84 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-10-26 | -20.98 | 215 |
| 2024-06-05 | 2024-11-10 | -19.63 | 157 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2024-03-05 | 2024-05-15 | -11.51 | 71 |
| 2022-12-27 | 2023-06-20 | -11.07 | 175 |
| 2023-09-18 | 2024-03-03 | -7.79 | 167 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-30 | 2025-04-08 | -3.72 | 129 |
| 2022-10-26 | 2022-11-10 | -3.64 | 14 |
| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -19.16% | -29.64% |
| Best Month | 18.28% | 43.77% |
| Worst Month | -19.16% | -37.12% |
| Best Year | 24.91% | 155.54% |
| Worst Year | 8.67% | -57.88% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 4.91% | 6.85% |
| Avg. Down Week | -3.17% | -5.04% |
| Avg. Up Month | 9.64% | 13.26% |
| Avg. Down Month | -5.17% | -13.56% |
| Win Days % | 52.07% | 51.32% |
| Win Month % | 51.72% | 60.98% |
| Win Week % | 55.56% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |