| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 108.07% | 172.16% |
| Max Drawdown | -24.85% | -67.18% |
| Sharpe | 0.61 | 0.42 |
| Sortino | 1.05 | 0.61 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.86 | 0.68 |
| Tail Ratio | 0.95 | 1.0 |
| Outlier Win Ratio | 45.05 | 3.41 |
| Outlier Loss Ratio | 3.58 | 3.14 |
| Volatility (ann.) | 9.81% | 26.26% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.0 | 0.53 |
| Skew | 3.83 | 0.19 |
| Kurtosis | 80.74 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.47% |
| Expected Yearly % | 20.1% | 28.44% |
| Kelly Criterion | 10.03% | 11.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11404213:BTCUSD | 11404213:btcusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.72 | -0.27 | + |
| 2023 | 155.54 | 14.52 | 0.09 | - |
| 2024 | 121.00 | 49.36 | 0.41 | - |
| 2025 | 16.76 | 5.12 | 0.31 | - |
| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.52% | 31.46% |
| 6M | 5.12% | 12.77% |
| YTD | 5.12% | 16.76% |
| 1Y | 40.29% | 56.84% |
| 3Y (ann.) | 19.25% | 55.31% |
| 5Y (ann.) | 24.76% | 35.29% |
| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| Max Drawdown | -24.85% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.19% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 4.35 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-21 | -24.85 | 448 |
| 2024-12-05 | 2025-05-18 | -11.93 | 164 |
| 2023-07-14 | 2024-05-20 | -8.78 | 311 |
| 2024-09-14 | 2024-11-06 | -6.08 | 53 |
| 2024-06-05 | 2024-08-08 | -5.52 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-06 | 2024-09-09 | -3.94 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-03-02 | 2022-03-27 | -2.82 | 25 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -12.76% | -37.12% |
| Best Year | 49.36% | 155.54% |
| Worst Year | 5.12% | -58.73% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.78% | 8.11% |
| Avg. Down Week | -2.06% | -6.03% |
| Avg. Up Month | 7.67% | 15.23% |
| Avg. Down Month | -3.63% | -13.67% |
| Win Days % | 49.4% | 51.29% |
| Win Month % | 63.33% | 60.98% |
| Win Week % | 52.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |