| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 112.96% | 202.31% |
| Max Drawdown | -23.67% | -67.18% |
| Sharpe | 0.65 | 0.44 |
| Sortino | 1.11 | 0.64 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.39 | 1.08 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.91 | 0.68 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 48.31 | 3.4 |
| Outlier Loss Ratio | 3.61 | 3.1 |
| Volatility (ann.) | 9.13% | 26.03% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.05 | 0.57 |
| Skew | 3.78 | 0.18 |
| Kurtosis | 85.06 | 6.59 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.82% | 2.67% |
| Expected Yearly % | 20.8% | 31.86% |
| Kelly Criterion | 12.22% | 12.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.21% |
| Expected Shortfall (cVaR) | -0.77% | -2.21% |
| Year | 11405945:BTCUSD | 11405945:btcusd:triple_med_gx:lsma205_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 22.20 | -0.38 | + |
| 2023 | 155.54 | 15.41 | 0.10 | - |
| 2024 | 121.00 | 28.86 | 0.24 | - |
| 2025 | 27.10 | 17.18 | 0.63 | - |
| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 19.23% | 41.88% |
| 6M | 17.18% | 22.91% |
| YTD | 17.18% | 27.1% |
| 1Y | 51.68% | 82.29% |
| 3Y (ann.) | 25.11% | 77.48% |
| 5Y (ann.) | 24.88% | 38.42% |
| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| Max Drawdown | -23.67% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -3.11% | -6.87% |
| Avg. Drawdown Days | 39.0 | 34.0 |
| Recovery Factor | 4.77 | 3.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-20 | -23.67 | 448 |
| 2024-12-05 | 2025-04-22 | -10.93 | 138 |
| 2023-11-16 | 2024-09-09 | -9.93 | 298 |
| 2024-09-14 | 2024-11-11 | -8.83 | 58 |
| 2023-07-14 | 2023-10-16 | -6.52 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-18 | 2023-11-15 | -4.24 | 28 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-03-02 | 2022-03-27 | -2.82 | 25 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -10.81% | -37.12% |
| Best Year | 28.86% | 155.54% |
| Worst Year | 15.41% | -57.88% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 5.65% | 7.03% |
| Avg. Down Week | -2.66% | -6.76% |
| Avg. Up Month | 9.12% | 13.17% |
| Avg. Down Month | -3.45% | -12.88% |
| Win Days % | 50.35% | 51.34% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 52.17% | 51.38% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 100.0% | 75.0% |