| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 68.39% | 202.31% |
| Max Drawdown | -26.72% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.58 | 0.64 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 33.22 | 3.71 |
| Outlier Loss Ratio | 3.81 | 3.52 |
| Volatility (ann.) | 11.86% | 26.03% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.62 | 0.57 |
| Skew | 1.03 | 0.18 |
| Kurtosis | 55.49 | 6.59 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.25% | 2.67% |
| Expected Yearly % | 13.91% | 31.86% |
| Kelly Criterion | 5.22% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.21% |
| Expected Shortfall (cVaR) | -1.01% | -2.21% |
| Year | 11393971:BTCUSD | 11393971:btcusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 0.94 | -0.02 | + |
| 2023 | 155.54 | 38.17 | 0.25 | - |
| 2024 | 121.00 | 27.81 | 0.23 | - |
| 2025 | 27.10 | -5.54 | -0.20 | - |
| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| MTD | -1.7% | 10.71% |
| 3M | 4.87% | 41.88% |
| 6M | -5.54% | 22.91% |
| YTD | -5.54% | 27.1% |
| 1Y | 1.9% | 82.29% |
| 3Y (ann.) | 28.05% | 77.48% |
| 5Y (ann.) | 16.55% | 38.42% |
| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| Max Drawdown | -26.72% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.87% |
| Avg. Drawdown Days | 36.0 | 34.0 |
| Recovery Factor | 2.56 | 3.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-20 | -26.72 | 450 |
| 2024-06-07 | 2024-11-10 | -24.64 | 155 |
| 2024-11-30 | 2025-07-17 | -19.11 | 229 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.10 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-12-22 | 2024-03-04 | -3.25 | 73 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-03-21 | 2024-05-13 | -2.84 | 53 |
| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -20.6% | -37.12% |
| Best Year | 38.17% | 155.54% |
| Worst Year | -5.54% | -57.88% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.92% | 6.51% |
| Avg. Down Week | -2.55% | -4.47% |
| Avg. Up Month | 8.23% | 13.39% |
| Avg. Down Month | -5.57% | -11.23% |
| Win Days % | 50.21% | 51.34% |
| Win Month % | 53.12% | 61.9% |
| Win Week % | 50.0% | 51.38% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |