| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 75.96% | 178.06% |
| Max Drawdown | -34.14% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.58 | 0.59 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.62 | 0.65 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 24.84 | 3.76 |
| Outlier Loss Ratio | 4.48 | 3.7 |
| Volatility (ann.) | 13.06% | 25.63% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.5 | 0.49 |
| Skew | 2.52 | 0.18 |
| Kurtosis | 47.15 | 6.69 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.35% |
| Expected Yearly % | 15.17% | 29.13% |
| Kelly Criterion | 0.46% | 10.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.18% |
| Expected Shortfall (cVaR) | -1.11% | -2.18% |
| Year | 11404800:BTCUSD | 11404800:btcusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -9.07 | 0.15 | + |
| 2023 | 155.54 | 37.74 | 0.24 | - |
| 2024 | 121.00 | 25.54 | 0.21 | - |
| 2025 | 23.94 | 11.91 | 0.50 | - |
| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| MTD | 1.47% | 6.89% |
| 3M | -12.52% | 10.59% |
| 6M | 0.15% | 39.91% |
| YTD | 11.91% | 23.94% |
| 1Y | 29.34% | 98.77% |
| 3Y (ann.) | 20.53% | 80.02% |
| 5Y (ann.) | 16.93% | 32.71% |
| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| Max Drawdown | -34.14% | -67.18% |
| Longest DD Days | 585.0 | 683.0 |
| Avg. Drawdown | -4.21% | -7.21% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 2.22 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-10-16 | -34.14 | 585 |
| 2025-05-27 | 2025-09-17 | -17.64 | 112 |
| 2023-11-11 | 2024-04-07 | -15.50 | 148 |
| 2024-06-12 | 2024-10-07 | -15.43 | 116 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-30 | 2025-03-02 | -9.73 | 31 |
| 2024-04-22 | 2024-06-12 | -7.14 | 51 |
| 2024-11-30 | 2024-12-24 | -5.94 | 24 |
| 2025-03-03 | 2025-04-01 | -5.45 | 29 |
| 2024-12-26 | 2025-01-03 | -5.41 | 8 |
| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.96% | 35.75% |
| Worst Week | -9.77% | -29.64% |
| Best Month | 15.46% | 43.77% |
| Worst Month | -9.44% | -37.12% |
| Best Year | 37.74% | 155.54% |
| Worst Year | -9.07% | -60.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.1% | 6.62% |
| Avg. Down Week | -2.84% | -4.58% |
| Avg. Up Month | 6.8% | 15.05% |
| Avg. Down Month | -4.53% | -12.61% |
| Win Days % | 45.4% | 51.36% |
| Win Month % | 50.0% | 61.36% |
| Win Week % | 51.24% | 51.04% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |