| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 173.8% | 165.91% |
| Max Drawdown | -20.95% | -67.18% |
| Sharpe | 0.79 | 0.41 |
| Sortino | 1.38 | 0.6 |
| Payoff Ratio | 1.34 | 1.23 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | 2.32 | 1.07 |
| CPC Index | 0.99 | 0.67 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 41.03 | 3.54 |
| Outlier Loss Ratio | 3.66 | 3.17 |
| Volatility (ann.) | 10.27% | 26.22% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.69 | 0.51 |
| Skew | 3.83 | 0.19 |
| Kurtosis | 71.78 | 6.51 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.41% |
| Expected Yearly % | 28.63% | 27.7% |
| Kelly Criterion | 13.88% | 11.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.23% |
| Expected Shortfall (cVaR) | -0.86% | -2.23% |
| Year | 11404215:BTCUSD | 11404215:btcusd:triple_med_gx:lsma205_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 21.44 | -0.37 | + |
| 2023 | 155.54 | 20.37 | 0.13 | - |
| 2024 | 121.00 | 66.99 | 0.55 | - |
| 2025 | 11.80 | 12.17 | 1.03 | + |
| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 16.77% | 26.2% |
| 6M | 12.17% | -1.67% |
| YTD | 12.17% | 11.8% |
| 1Y | 70.35% | 56.98% |
| 3Y (ann.) | 34.28% | 72.09% |
| 5Y (ann.) | 35.4% | 34.22% |
| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| Max Drawdown | -20.95% | -67.18% |
| Longest DD Days | 444.0 | 683.0 |
| Avg. Drawdown | -2.7% | -7.09% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 8.3 | 2.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-17 | -20.95 | 444 |
| 2024-12-05 | 2025-04-22 | -10.29 | 138 |
| 2023-11-16 | 2024-05-20 | -7.51 | 186 |
| 2024-09-14 | 2024-10-14 | -7.44 | 30 |
| 2022-03-02 | 2022-03-28 | -6.90 | 26 |
| 2023-07-14 | 2023-10-16 | -5.47 | 94 |
| 2024-06-05 | 2024-08-08 | -5.31 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-18 | 2023-11-15 | -3.99 | 28 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.88% | 35.75% |
| Worst Week | -7.3% | -29.64% |
| Best Month | 21.64% | 43.77% |
| Worst Month | -6.96% | -37.12% |
| Best Year | 66.99% | 155.54% |
| Worst Year | 12.17% | -57.88% |
| Avg. Up Day | 1.08% | 1.08% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 5.0% | 7.27% |
| Avg. Down Week | -2.25% | -6.5% |
| Avg. Up Month | 8.25% | 15.73% |
| Avg. Down Month | -2.95% | -12.93% |
| Win Days % | 50.62% | 51.29% |
| Win Month % | 66.67% | 58.54% |
| Win Week % | 62.0% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |