| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 122.43% | 151.82% |
| Max Drawdown | -25.36% | -67.18% |
| Sharpe | 0.68 | 0.4 |
| Sortino | 1.12 | 0.58 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 2.58 | 1.06 |
| CPC Index | 0.84 | 0.61 |
| Tail Ratio | 1.93 | 0.99 |
| Outlier Win Ratio | 40.28 | 3.49 |
| Outlier Loss Ratio | 3.79 | 3.13 |
| Volatility (ann.) | 9.51% | 25.94% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.08 | 0.48 |
| Skew | 2.49 | 0.16 |
| Kurtosis | 59.85 | 6.4 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.97% | 2.28% |
| Expected Yearly % | 22.12% | 25.97% |
| Kelly Criterion | 12.11% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.2% |
| Expected Shortfall (cVaR) | -0.8% | -2.2% |
| Year | 11405951:BTCUSD | 11405951:btcusd:triple_med_gx:lsma235_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -0.88 | 0.01 | + |
| 2023 | 155.54 | 23.31 | 0.15 | - |
| 2024 | 121.00 | 54.68 | 0.45 | - |
| 2025 | 11.80 | 17.64 | 1.50 | + |
| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.16% | 26.2% |
| 6M | 17.64% | -1.67% |
| YTD | 17.64% | 11.8% |
| 1Y | 83.55% | 56.98% |
| 3Y (ann.) | 35.44% | 72.09% |
| 5Y (ann.) | 27.37% | 32.25% |
| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951:BTCUSD |
|---|---|---|
| Max Drawdown | -25.36% | -67.18% |
| Longest DD Days | 408.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.2% |
| Avg. Drawdown Days | 34.0 | 39.0 |
| Recovery Factor | 4.83 | 2.26 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-14 | -25.36 | 408 |
| 2024-12-05 | 2025-04-21 | -8.63 | 136 |
| 2023-11-16 | 2024-08-08 | -7.30 | 266 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2023-07-14 | 2023-10-16 | -5.89 | 94 |
| 2023-04-14 | 2023-06-17 | -5.17 | 63 |
| 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 |
| 2024-10-16 | 2024-11-10 | -3.68 | 24 |
| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951: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 | -5.96% | -37.12% |
| Best Year | 54.68% | 155.54% |
| Worst Year | -0.88% | -60.11% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 4.57% | 5.71% |
| Avg. Down Week | -2.5% | -5.98% |
| Avg. Up Month | 7.04% | 15.87% |
| Avg. Down Month | -2.51% | -12.88% |
| Win Days % | 51.9% | 51.26% |
| Win Month % | 64.29% | 58.54% |
| Win Week % | 59.65% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |