| Metric | 11393915:btcusd:triple_med_gx:lsma205_110 | 11393915:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 69.15% | 177.72% |
| Max Drawdown | -26.95% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.59 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 32.78 | 3.66 |
| Outlier Loss Ratio | 3.87 | 3.59 |
| Volatility (ann.) | 12.14% | 26.26% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.64 | 0.54 |
| Skew | 1.08 | 0.19 |
| Kurtosis | 54.79 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.52% |
| Expected Yearly % | 14.04% | 29.09% |
| Kelly Criterion | 5.46% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.23% |
| Expected Shortfall (cVaR) | -1.03% | -2.23% |
| Year | 11393915:BTCUSD | 11393915:btcusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 13.38 | -0.23 | + |
| 2023 | 155.54 | 50.90 | 0.33 | - |
| 2024 | 121.00 | 4.72 | 0.04 | - |
| 2025 | 16.76 | -5.59 | -0.33 | - |
| Metric | 11393915:btcusd:triple_med_gx:lsma205_110 | 11393915:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.3% | 31.46% |
| 6M | -5.59% | 12.77% |
| YTD | -5.59% | 16.76% |
| 1Y | -7.56% | 56.84% |
| 3Y (ann.) | 19.86% | 55.31% |
| 5Y (ann.) | 17.24% | 36.23% |
| Metric | 11393915:btcusd:triple_med_gx:lsma205_110 | 11393915:BTCUSD |
|---|---|---|
| Max Drawdown | -26.95% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -3.85% | -7.09% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.57 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-10-26 | -26.95 | 215 |
| 2024-05-16 | 2025-06-11 | -24.84 | 391 |
| 2024-03-05 | 2024-05-15 | -14.74 | 71 |
| 2022-02-21 | 2022-03-19 | -11.66 | 26 |
| 2023-02-02 | 2023-06-20 | -11.16 | 138 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| Metric | 11393915:btcusd:triple_med_gx:lsma205_110 | 11393915:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -19.16% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -21.53% | -37.12% |
| Best Year | 50.9% | 155.54% |
| Worst Year | -5.59% | -57.88% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.33% | 7.24% |
| Avg. Down Week | -2.93% | -4.62% |
| Avg. Up Month | 7.76% | 14.1% |
| Avg. Down Month | -6.09% | -12.99% |
| Win Days % | 50.38% | 51.32% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 53.73% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |