| Metric | 11404159:btcusd:triple_med_gx:lsma205_140 | 11404159:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 190.02% | 165.91% |
| Max Drawdown | -25.63% | -67.18% |
| Sharpe | 0.86 | 0.41 |
| Sortino | 1.51 | 0.6 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.51 | 1.07 |
| Common Sense Ratio | 2.67 | 1.07 |
| CPC Index | 1.06 | 0.65 |
| Tail Ratio | 1.77 | 1.0 |
| Outlier Win Ratio | 41.41 | 3.47 |
| Outlier Loss Ratio | 3.66 | 3.14 |
| Volatility (ann.) | 9.91% | 26.22% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.47 | 0.51 |
| Skew | 3.94 | 0.19 |
| Kurtosis | 75.93 | 6.51 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.63% | 2.41% |
| Expected Yearly % | 30.5% | 27.7% |
| Kelly Criterion | 16.93% | 10.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11404159:BTCUSD | 11404159:btcusd:triple_med_gx:lsma205_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 17.32 | -0.30 | + |
| 2023 | 155.54 | 26.54 | 0.17 | - |
| 2024 | 121.00 | 63.77 | 0.53 | - |
| 2025 | 11.80 | 19.29 | 1.63 | + |
| Metric | 11404159:btcusd:triple_med_gx:lsma205_140 | 11404159:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 23.59% | 26.2% |
| 6M | 19.29% | -1.67% |
| YTD | 19.29% | 11.8% |
| 1Y | 77.74% | 56.98% |
| 3Y (ann.) | 37.83% | 72.09% |
| 5Y (ann.) | 37.77% | 34.22% |
| Metric | 11404159:btcusd:triple_med_gx:lsma205_140 | 11404159:BTCUSD |
|---|---|---|
| Max Drawdown | -25.63% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -2.69% | -7.09% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 7.41 | 2.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-20 | -25.63 | 448 |
| 2024-12-05 | 2025-04-12 | -12.37 | 128 |
| 2024-09-14 | 2024-11-06 | -8.47 | 53 |
| 2023-11-16 | 2024-06-03 | -8.22 | 200 |
| 2023-07-14 | 2023-10-16 | -4.76 | 94 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2023-10-18 | 2023-11-15 | -4.56 | 28 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11404159:btcusd:triple_med_gx:lsma205_140 | 11404159:BTCUSD |
|---|---|---|
| Best Day | 8.47% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 20.61% | 35.75% |
| Worst Week | -9.74% | -29.64% |
| Best Month | 29.19% | 43.77% |
| Worst Month | -13.32% | -37.12% |
| Best Year | 63.77% | 155.54% |
| Worst Year | 17.32% | -57.88% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 5.23% | 5.69% |
| Avg. Down Week | -2.29% | -6.27% |
| Avg. Up Month | 9.43% | 13.1% |
| Avg. Down Month | -3.93% | -13.67% |
| Win Days % | 52.39% | 51.29% |
| Win Month % | 63.33% | 58.54% |
| Win Week % | 57.69% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |