| Metric | 11398822:btcusd:triple_med_gx:lsma195_125 | 11398822:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 69.6% | 172.16% |
| Max Drawdown | -21.07% | -67.18% |
| Sharpe | 0.41 | 0.42 |
| Sortino | 0.64 | 0.61 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.84 | 1.07 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 41.01 | 3.57 |
| Outlier Loss Ratio | 3.45 | 3.34 |
| Volatility (ann.) | 11.12% | 26.26% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.82 | 0.53 |
| Skew | 1.39 | 0.19 |
| Kurtosis | 71.13 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.47% |
| Expected Yearly % | 14.12% | 28.44% |
| Kelly Criterion | 6.38% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11398822:BTCUSD | 11398822:btcusd:triple_med_gx:lsma195_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 23.33 | -0.40 | + |
| 2023 | 155.54 | 9.38 | 0.06 | - |
| 2024 | 121.00 | 12.77 | 0.11 | - |
| 2025 | 16.76 | 11.49 | 0.69 | - |
| Metric | 11398822:btcusd:triple_med_gx:lsma195_125 | 11398822:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.14% | 31.46% |
| 6M | 11.49% | 12.77% |
| YTD | 11.49% | 16.76% |
| 1Y | 15.58% | 56.84% |
| 3Y (ann.) | 15.11% | 55.31% |
| 5Y (ann.) | 17.29% | 35.29% |
| Metric | 11398822:btcusd:triple_med_gx:lsma195_125 | 11398822:BTCUSD |
|---|---|---|
| Max Drawdown | -21.07% | -67.18% |
| Longest DD Days | 222.0 | 683.0 |
| Avg. Drawdown | -3.58% | -7.19% |
| Avg. Drawdown Days | 34.0 | 37.0 |
| Recovery Factor | 3.3 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2024-12-01 | -21.07 | 196 |
| 2022-04-10 | 2022-10-26 | -19.14 | 198 |
| 2022-11-11 | 2023-06-21 | -14.02 | 222 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2023-07-14 | 2023-12-20 | -8.48 | 159 |
| 2024-12-01 | 2025-04-09 | -6.73 | 128 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-06-11 | -3.47 | 23 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| Metric | 11398822:btcusd:triple_med_gx:lsma195_125 | 11398822:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -14.82% | -29.64% |
| Best Month | 22.89% | 43.77% |
| Worst Month | -14.82% | -37.12% |
| Best Year | 23.33% | 155.54% |
| Worst Year | 9.38% | -58.73% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 5.0% | 6.78% |
| Avg. Down Week | -2.99% | -4.52% |
| Avg. Up Month | 8.12% | 12.51% |
| Avg. Down Month | -5.92% | -12.6% |
| Win Days % | 50.8% | 51.29% |
| Win Month % | 63.33% | 60.98% |
| Win Week % | 50.88% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |