| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 45.55% | 177.72% |
| Max Drawdown | -21.38% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.06 | 0.97 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.63 | 0.53 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 41.26 | 3.38 |
| Outlier Loss Ratio | 3.41 | 3.22 |
| Volatility (ann.) | 10.69% | 26.26% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.56 | 0.54 |
| Skew | 0.91 | 0.19 |
| Kurtosis | 76.7 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.52% |
| Expected Yearly % | 9.84% | 29.09% |
| Kelly Criterion | 5.36% | 1.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.23% |
| Expected Shortfall (cVaR) | -0.91% | -2.23% |
| Year | 11398712:BTCUSD | 11398712:btcusd:triple_med_gx:lsma205_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 12.15 | -0.21 | + |
| 2023 | 155.54 | 3.23 | 0.02 | - |
| 2024 | 121.00 | 4.66 | 0.04 | - |
| 2025 | 16.76 | 20.11 | 1.20 | + |
| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 21.95% | 31.46% |
| 6M | 20.11% | 12.77% |
| YTD | 20.11% | 16.76% |
| 1Y | 17.74% | 56.84% |
| 3Y (ann.) | 12.35% | 55.31% |
| 5Y (ann.) | 12.03% | 36.23% |
| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -67.18% |
| Longest DD Days | 309.0 | 683.0 |
| Avg. Drawdown | -4.19% | -7.09% |
| Avg. Drawdown Days | 47.0 | 36.0 |
| Recovery Factor | 2.13 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-12 | -21.38 | 309 |
| 2022-03-25 | 2022-11-10 | -15.39 | 229 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2023-02-02 | 2023-06-21 | -9.18 | 138 |
| 2023-10-08 | 2024-03-04 | -7.52 | 148 |
| 2024-03-05 | 2024-05-15 | -7.47 | 71 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2024-05-16 | 2024-06-07 | -2.32 | 21 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 35.75% |
| Worst Week | -11.38% | -29.64% |
| Best Month | 17.41% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 20.11% | 155.54% |
| Worst Year | 3.23% | -57.88% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.94% |
| Avg. Up Week | 4.12% | 6.49% |
| Avg. Down Week | -3.21% | -5.73% |
| Avg. Up Month | 6.92% | 13.26% |
| Avg. Down Month | -3.98% | -13.61% |
| Win Days % | 51.22% | 51.32% |
| Win Month % | 48.28% | 60.98% |
| Win Week % | 52.83% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |