| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 66.04% | 177.72% |
| Max Drawdown | -25.88% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.59 | 0.62 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 34.0 | 3.64 |
| Outlier Loss Ratio | 3.75 | 3.45 |
| Volatility (ann.) | 11.76% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.64 | 0.54 |
| Skew | 1.1 | 0.19 |
| Kurtosis | 58.65 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.52% |
| Expected Yearly % | 13.52% | 29.09% |
| Kelly Criterion | 5.05% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11395554:BTCUSD | 11395554:btcusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -4.61 | 0.08 | + |
| 2023 | 155.54 | 25.55 | 0.16 | - |
| 2024 | 121.00 | 28.50 | 0.24 | - |
| 2025 | 16.76 | 7.89 | 0.47 | - |
| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.38% | 31.46% |
| 6M | 7.89% | 12.77% |
| YTD | 7.89% | 16.76% |
| 1Y | 15.27% | 56.84% |
| 3Y (ann.) | 19.69% | 55.31% |
| 5Y (ann.) | 16.59% | 36.23% |
| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.46% | -7.09% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 2.55 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-10 | -25.88 | 163 |
| 2022-04-08 | 2023-07-13 | -23.41 | 461 |
| 2025-02-06 | 2025-05-08 | -14.17 | 91 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2023-10-23 | -7.27 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.57 | 34 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2023-12-22 | 2024-03-04 | -3.12 | 73 |
| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -15.89% | -37.12% |
| Best Year | 28.5% | 155.54% |
| Worst Year | -4.61% | -57.88% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.2% | 7.0% |
| Avg. Down Week | -2.25% | -4.11% |
| Avg. Up Month | 7.12% | 13.29% |
| Avg. Down Month | -5.36% | -11.23% |
| Win Days % | 50.28% | 51.32% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 44.78% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |