| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 56.16% | 175.9% |
| Max Drawdown | -27.11% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 34.52 | 3.59 |
| Outlier Loss Ratio | 3.89 | 3.46 |
| Volatility (ann.) | 11.52% | 26.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.54 | 0.54 |
| Skew | 1.76 | 0.2 |
| Kurtosis | 62.24 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.51% |
| Expected Yearly % | 11.79% | 28.88% |
| Kelly Criterion | 4.09% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11397177:BTCUSD | 11397177:btcusd:triple_med_gx:lsma230_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 4.93 | -0.08 | + |
| 2023 | 155.54 | 13.44 | 0.09 | - |
| 2024 | 121.00 | 20.41 | 0.17 | - |
| 2025 | 16.76 | 8.96 | 0.53 | - |
| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.8% | 31.46% |
| 6M | 8.96% | 12.77% |
| YTD | 8.96% | 16.76% |
| 1Y | 19.32% | 56.84% |
| 3Y (ann.) | 14.67% | 55.31% |
| 5Y (ann.) | 14.52% | 36.16% |
| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| Max Drawdown | -27.11% | -67.18% |
| Longest DD Days | 459.0 | 683.0 |
| Avg. Drawdown | -4.77% | -7.12% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 2.07 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-07-13 | -27.11 | 459 |
| 2024-05-30 | 2024-11-11 | -24.26 | 164 |
| 2025-01-28 | 2025-05-06 | -11.51 | 98 |
| 2023-07-14 | 2023-10-23 | -6.70 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-22 | -4.55 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-21 | 2024-05-30 | -3.85 | 70 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.96% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -20.11% | -37.12% |
| Best Year | 20.41% | 155.54% |
| Worst Year | 4.93% | -58.16% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 3.83% | 7.38% |
| Avg. Down Week | -2.62% | -4.55% |
| Avg. Up Month | 6.06% | 14.83% |
| Avg. Down Month | -6.49% | -12.23% |
| Win Days % | 49.15% | 51.29% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 49.3% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |