| Metric | 11378226:btcusd:triple_med_gx:lsma205_55 | 11378226:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 25.74% | 209.53% |
| Max Drawdown | -25.7% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.31 | 0.65 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 31.83 | 3.44 |
| Outlier Loss Ratio | 4.49 | 3.43 |
| Volatility (ann.) | 10.28% | 26.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.27 | 0.59 |
| Skew | -0.03 | 0.18 |
| Kurtosis | 38.63 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.73% |
| Expected Yearly % | 5.89% | 32.64% |
| Kelly Criterion | 1.33% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11378226:BTCUSD | 11378226:btcusd:triple_med_gx:lsma205_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -14.09 | 0.24 | + |
| 2023 | 155.54 | 5.38 | 0.03 | - |
| 2024 | 121.00 | 18.94 | 0.16 | - |
| 2025 | 30.14 | 16.78 | 0.56 | - |
| Metric | 11378226:btcusd:triple_med_gx:lsma205_55 | 11378226:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 14.35% | 45.08% |
| 6M | 15.93% | 28.47% |
| YTD | 16.78% | 30.14% |
| 1Y | 12.12% | 105.13% |
| 3Y (ann.) | 13.62% | 81.7% |
| 5Y (ann.) | 6.98% | 39.49% |
| Metric | 11378226:btcusd:triple_med_gx:lsma205_55 | 11378226:BTCUSD |
|---|---|---|
| Max Drawdown | -25.7% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.77% |
| Avg. Drawdown Days | 49.0 | 34.0 |
| Recovery Factor | 1.0 | 3.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-11 | -25.70 | 643 |
| 2024-09-28 | 2025-04-22 | -14.92 | 206 |
| 2022-04-05 | 2022-06-06 | -10.78 | 61 |
| 2024-05-27 | 2024-09-26 | -8.29 | 121 |
| 2024-03-11 | 2024-05-24 | -6.98 | 73 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-13 | 2025-07-02 | -2.61 | 49 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-03-31 | 2022-04-01 | -2.11 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11378226:btcusd:triple_med_gx:lsma205_55 | 11378226:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 8.53% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 17.14% | 43.77% |
| Worst Month | -19.69% | -37.12% |
| Best Year | 18.94% | 155.54% |
| Worst Year | -14.09% | -57.88% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.2% | 5.17% |
| Avg. Down Week | -3.17% | -5.9% |
| Avg. Up Month | 5.26% | 15.41% |
| Avg. Down Month | -4.61% | -13.96% |
| Win Days % | 47.81% | 51.35% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 54.95% | 51.38% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |