| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 48.96% | 177.72% |
| Max Drawdown | -18.52% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 2.12 | 1.07 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.75 | 1.0 |
| Outlier Win Ratio | 50.43 | 3.27 |
| Outlier Loss Ratio | 3.42 | 3.06 |
| Volatility (ann.) | 9.53% | 26.26% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.69 | 0.54 |
| Skew | 1.05 | 0.19 |
| Kurtosis | 109.75 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.52% |
| Expected Yearly % | 10.48% | 29.09% |
| Kelly Criterion | 7.08% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11403937:BTCUSD | 11403937:btcusd:triple_med_gx:lsma205_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 5.91 | -0.10 | + |
| 2023 | 155.54 | 13.35 | 0.09 | - |
| 2024 | 121.00 | 14.19 | 0.12 | - |
| 2025 | 16.76 | 8.65 | 0.52 | - |
| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.84% | 31.46% |
| 6M | 8.65% | 12.77% |
| YTD | 8.65% | 16.76% |
| 1Y | 15.08% | 56.84% |
| 3Y (ann.) | 11.03% | 55.31% |
| 5Y (ann.) | 12.82% | 36.23% |
| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| Max Drawdown | -18.52% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -2.68% | -7.09% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.64 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -18.52 | 155 |
| 2022-04-10 | 2023-06-21 | -15.54 | 436 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-01 | 2025-04-11 | -9.17 | 130 |
| 2023-07-14 | 2023-10-16 | -5.30 | 94 |
| 2023-11-12 | 2024-03-20 | -4.27 | 129 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -13.35% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -13.35% | -37.12% |
| Best Year | 14.19% | 155.54% |
| Worst Year | 5.91% | -57.88% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.29% | 6.75% |
| Avg. Down Week | -2.93% | -5.58% |
| Avg. Up Month | 8.63% | 15.62% |
| Avg. Down Month | -4.02% | -13.56% |
| Win Days % | 51.83% | 51.32% |
| Win Month % | 48.0% | 60.98% |
| Win Week % | 52.27% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |