| Metric | 11397116:btcusd:triple_med_gx:lsma205_120 | 11397116:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 70.49% | 177.72% |
| Max Drawdown | -23.23% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 36.53 | 3.61 |
| Outlier Loss Ratio | 3.58 | 3.44 |
| Volatility (ann.) | 11.6% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.75 | 0.54 |
| Skew | 1.04 | 0.19 |
| Kurtosis | 62.57 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.52% |
| Expected Yearly % | 14.27% | 29.09% |
| Kelly Criterion | 5.77% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11397116:BTCUSD | 11397116:btcusd:triple_med_gx:lsma205_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 0.98 | -0.02 | + |
| 2023 | 155.54 | 28.39 | 0.18 | - |
| 2024 | 121.00 | 18.57 | 0.15 | - |
| 2025 | 16.76 | 10.91 | 0.65 | - |
| Metric | 11397116:btcusd:triple_med_gx:lsma205_120 | 11397116:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 14.17% | 31.46% |
| 6M | 10.91% | 12.77% |
| YTD | 10.91% | 16.76% |
| 1Y | 7.76% | 56.84% |
| 3Y (ann.) | 18.97% | 55.31% |
| 5Y (ann.) | 17.52% | 36.23% |
| Metric | 11397116:btcusd:triple_med_gx:lsma205_120 | 11397116:BTCUSD |
|---|---|---|
| Max Drawdown | -23.23% | -67.18% |
| Longest DD Days | 335.0 | 683.0 |
| Avg. Drawdown | -4.06% | -7.09% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 3.03 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-08 | -23.23 | 335 |
| 2022-03-25 | 2023-02-02 | -21.97 | 314 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2023-02-02 | 2023-06-20 | -9.44 | 137 |
| 2024-03-05 | 2024-03-19 | -6.30 | 14 |
| 2023-10-08 | 2023-10-23 | -5.28 | 15 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| 2023-11-11 | 2023-12-22 | -4.99 | 41 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| Metric | 11397116:btcusd:triple_med_gx:lsma205_120 | 11397116:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -19.16% | -29.64% |
| Best Month | 15.94% | 43.77% |
| Worst Month | -19.16% | -37.12% |
| Best Year | 28.39% | 155.54% |
| Worst Year | 0.98% | -57.88% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.87% | 7.04% |
| Avg. Down Week | -3.19% | -4.93% |
| Avg. Up Month | 6.68% | 13.29% |
| Avg. Down Month | -5.32% | -12.13% |
| Win Days % | 51.19% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 53.45% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |