| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 134.77% | 164.17% |
| Max Drawdown | -25.39% | -67.18% |
| Sharpe | 0.71 | 0.41 |
| Sortino | 1.18 | 0.6 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 2.9 | 1.06 |
| CPC Index | 0.87 | 0.61 |
| Tail Ratio | 2.12 | 0.99 |
| Outlier Win Ratio | 40.42 | 3.49 |
| Outlier Loss Ratio | 3.72 | 3.17 |
| Volatility (ann.) | 9.77% | 26.04% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.16 | 0.51 |
| Skew | 3.05 | 0.2 |
| Kurtosis | 66.99 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.1% | 2.4% |
| Expected Yearly % | 23.78% | 27.49% |
| Kelly Criterion | 12.97% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.21% |
| Expected Shortfall (cVaR) | -0.82% | -2.21% |
| Year | 11405950:BTCUSD | 11405950:btcusd:triple_med_gx:lsma230_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 2.81 | -0.05 | + |
| 2023 | 155.54 | 23.30 | 0.15 | - |
| 2024 | 121.00 | 58.55 | 0.48 | - |
| 2025 | 11.80 | 16.81 | 1.43 | + |
| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.16% | 26.2% |
| 6M | 16.81% | -1.67% |
| YTD | 16.81% | 11.8% |
| 1Y | 88.44% | 56.98% |
| 3Y (ann.) | 34.7% | 72.09% |
| 5Y (ann.) | 29.44% | 34.15% |
| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| Max Drawdown | -25.39% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -2.92% | -7.12% |
| Avg. Drawdown Days | 37.0 | 38.0 |
| Recovery Factor | 5.31 | 2.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -25.39 | 475 |
| 2024-12-05 | 2025-04-21 | -9.01 | 136 |
| 2023-11-16 | 2024-08-08 | -7.67 | 266 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2023-07-14 | 2023-10-16 | -5.23 | 94 |
| 2023-10-18 | 2023-11-15 | -4.04 | 28 |
| 2025-05-23 | 2025-06-18 | -3.97 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2022-02-27 | 2022-02-28 | -3.33 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.88% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 16.59% | 43.77% |
| Worst Month | -9.11% | -37.12% |
| Best Year | 58.55% | 155.54% |
| Worst Year | 2.81% | -58.16% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.76% | -0.84% |
| Avg. Up Week | 4.64% | 5.79% |
| Avg. Down Week | -2.65% | -6.5% |
| Avg. Up Month | 8.29% | 16.8% |
| Avg. Down Month | -3.02% | -12.88% |
| Win Days % | 52.19% | 51.27% |
| Win Month % | 60.71% | 58.54% |
| Win Week % | 64.15% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |