| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 109.57% | 196.26% |
| Max Drawdown | -21.49% | -67.18% |
| Sharpe | 0.7 | 0.44 |
| Sortino | 1.2 | 0.63 |
| Payoff Ratio | 1.35 | 1.26 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.99 | 0.69 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 54.86 | 3.33 |
| Outlier Loss Ratio | 3.7 | 3.02 |
| Volatility (ann.) | 8.3% | 26.03% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.13 | 0.56 |
| Skew | 3.81 | 0.18 |
| Kurtosis | 90.34 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.78% | 2.62% |
| Expected Yearly % | 20.32% | 31.19% |
| Kelly Criterion | 13.39% | 12.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.21% |
| Expected Shortfall (cVaR) | -0.7% | -2.21% |
| Year | 11405943:BTCUSD | 11405943:btcusd:triple_med_gx:lsma195_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 26.05 | -0.44 | + |
| 2023 | 155.54 | 10.75 | 0.07 | - |
| 2024 | 121.00 | 31.05 | 0.26 | - |
| 2025 | 27.10 | 14.56 | 0.54 | - |
| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 15.08% | 41.88% |
| 6M | 14.56% | 22.91% |
| YTD | 14.56% | 27.1% |
| 1Y | 52.89% | 82.29% |
| 3Y (ann.) | 24.88% | 77.48% |
| 5Y (ann.) | 24.24% | 37.53% |
| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| Max Drawdown | -21.49% | -67.18% |
| Longest DD Days | 485.0 | 683.0 |
| Avg. Drawdown | -2.7% | -6.96% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 5.1 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-19 | -21.49 | 447 |
| 2023-07-14 | 2024-11-10 | -12.18 | 485 |
| 2024-12-05 | 2025-04-21 | -7.79 | 136 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-07-06 | -3.29 | 48 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-05-12 | 2025-05-13 | -1.61 | 1 |
| 2025-07-07 | 2025-07-09 | -1.16 | 2 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -7.5% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -14.06% | -37.12% |
| Best Year | 31.05% | 155.54% |
| Worst Year | 10.75% | -58.73% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 5.21% | 6.59% |
| Avg. Down Week | -2.68% | -6.69% |
| Avg. Up Month | 7.9% | 11.4% |
| Avg. Down Month | -4.2% | -13.35% |
| Win Days % | 50.3% | 51.32% |
| Win Month % | 62.96% | 61.9% |
| Win Week % | 55.56% | 51.1% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |