| Metric | 11397172:btcusd:triple_med_gx:lsma205_120 | 11397172:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 79.55% | 177.72% |
| Max Drawdown | -24.92% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.67 | 0.62 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 34.74 | 3.61 |
| Outlier Loss Ratio | 3.68 | 3.45 |
| Volatility (ann.) | 11.7% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.78 | 0.54 |
| Skew | 1.26 | 0.19 |
| Kurtosis | 59.96 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.52% |
| Expected Yearly % | 15.76% | 29.09% |
| Kelly Criterion | 6.24% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11397172:BTCUSD | 11397172:btcusd:triple_med_gx:lsma205_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 3.20 | -0.06 | + |
| 2023 | 155.54 | 19.97 | 0.13 | - |
| 2024 | 121.00 | 34.10 | 0.28 | - |
| 2025 | 16.76 | 8.14 | 0.49 | - |
| Metric | 11397172:btcusd:triple_med_gx:lsma205_120 | 11397172:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.51% | 31.46% |
| 6M | 8.14% | 12.77% |
| YTD | 8.14% | 16.76% |
| 1Y | 20.65% | 56.84% |
| 3Y (ann.) | 21.57% | 55.31% |
| 5Y (ann.) | 19.38% | 36.23% |
| Metric | 11397172:btcusd:triple_med_gx:lsma205_120 | 11397172:BTCUSD |
|---|---|---|
| Max Drawdown | -24.92% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.51% | -7.09% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 3.19 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -24.92 | 436 |
| 2024-05-30 | 2024-11-10 | -22.94 | 163 |
| 2024-11-29 | 2025-05-08 | -11.81 | 159 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2023-10-23 | -6.68 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2023-12-22 | 2024-03-04 | -2.92 | 73 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| Metric | 11397172:btcusd:triple_med_gx:lsma205_120 | 11397172:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -18.96% | -37.12% |
| Best Year | 34.1% | 155.54% |
| Worst Year | 3.2% | -57.88% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 5.43% | 7.87% |
| Avg. Down Week | -2.16% | -4.0% |
| Avg. Up Month | 7.64% | 13.87% |
| Avg. Down Month | -5.0% | -11.23% |
| Win Days % | 50.36% | 51.32% |
| Win Month % | 54.84% | 60.98% |
| Win Week % | 41.54% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |