| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 201.75% | 195.91% |
| Max Drawdown | -43.76% | -67.18% |
| Sharpe | 0.54 | 0.43 |
| Sortino | 0.81 | 0.62 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 14.35 | 4.17 |
| Outlier Loss Ratio | 4.33 | 4.15 |
| Volatility (ann.) | 17.46% | 25.98% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.85 | 0.54 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 21.78 | 6.6 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.6% | 2.56% |
| Expected Yearly % | 31.8% | 31.16% |
| Kelly Criterion | 5.36% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.21% |
| Expected Shortfall (cVaR) | -1.48% | -2.21% |
| Year | 11398973:BTCUSD | 11398973:btcusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -12.78 | 0.22 | + |
| 2023 | 155.54 | 67.31 | 0.43 | - |
| 2024 | 121.00 | 67.46 | 0.56 | - |
| 2025 | 21.96 | 23.48 | 1.07 | + |
| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| MTD | -1.64% | -1.64% |
| 3M | 11.42% | 18.77% |
| 6M | 20.76% | 11.18% |
| YTD | 23.48% | 21.96% |
| 1Y | 87.45% | 85.38% |
| 3Y (ann.) | 52.92% | 70.37% |
| 5Y (ann.) | 37.05% | 36.29% |
| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| Max Drawdown | -43.76% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.93% | -6.64% |
| Avg. Drawdown Days | 20.0 | 34.0 |
| Recovery Factor | 4.61 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -43.76 | 420 |
| 2024-06-10 | 2024-10-15 | -29.86 | 127 |
| 2024-12-17 | 2025-05-07 | -16.11 | 141 |
| 2023-04-26 | 2023-06-21 | -12.85 | 55 |
| 2024-01-02 | 2024-01-31 | -10.99 | 29 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-12-04 | -10.51 | 143 |
| 2024-04-01 | 2024-04-18 | -8.17 | 17 |
| 2025-06-10 | 2025-08-03 | -8.15 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -15.01% | -29.64% |
| Best Month | 25.44% | 43.77% |
| Worst Month | -16.93% | -37.12% |
| Best Year | 67.46% | 155.54% |
| Worst Year | -12.78% | -57.04% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 5.04% | 6.57% |
| Avg. Down Week | -2.95% | -4.3% |
| Avg. Up Month | 9.21% | 14.38% |
| Avg. Down Month | -5.2% | -11.29% |
| Win Days % | 51.02% | 51.27% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 48.85% | 51.34% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |