| Metric | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 36.8% | 209.37% |
| Max Drawdown | -23.58% | -67.18% |
| Sharpe | 0.29 | 0.46 |
| Sortino | 0.44 | 0.66 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.37 | 1.09 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 44.76 | 3.36 |
| Outlier Loss Ratio | 3.62 | 3.24 |
| Volatility (ann.) | 9.77% | 25.71% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.41 | 0.59 |
| Skew | 1.41 | 0.16 |
| Kurtosis | 83.76 | 6.54 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.79% |
| Expected Yearly % | 8.15% | 32.62% |
| Kelly Criterion | 4.61% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.18% |
| Expected Shortfall (cVaR) | -0.83% | -2.18% |
| Year | 11405567:BTCUSD | 11405567:btcusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 7.02 | -0.12 | + |
| 2023 | 155.54 | 16.59 | 0.11 | - |
| 2024 | 121.00 | 2.62 | 0.02 | - |
| 2025 | 27.10 | 6.84 | 0.25 | - |
| Metric | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.74% | 41.88% |
| 6M | 6.84% | 22.91% |
| YTD | 6.84% | 27.1% |
| 1Y | 3.31% | 82.29% |
| 3Y (ann.) | 14.63% | 77.48% |
| 5Y (ann.) | 9.77% | 39.93% |
| Metric | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| Max Drawdown | -23.58% | -67.18% |
| Longest DD Days | 348.0 | 683.0 |
| Avg. Drawdown | -4.3% | -6.33% |
| Avg. Drawdown Days | 49.0 | 34.0 |
| Recovery Factor | 1.56 | 3.12 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-22 | -23.58 | 348 |
| 2022-04-10 | 2023-02-01 | -19.13 | 297 |
| 2023-02-02 | 2023-06-21 | -11.41 | 138 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2025-05-23 | 2025-07-17 | -6.89 | 55 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-28 | -4.55 | 104 |
| 2023-07-14 | 2023-10-16 | -4.12 | 94 |
| 2022-04-08 | 2022-04-10 | -1.93 | 2 |
| 2023-10-20 | 2023-11-10 | -1.47 | 21 |
| Metric | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.77% | 35.75% |
| Worst Week | -11.96% | -29.64% |
| Best Month | 11.65% | 43.77% |
| Worst Month | -11.96% | -37.12% |
| Best Year | 16.59% | 155.54% |
| Worst Year | 2.62% | -56.9% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.44% | 6.52% |
| Avg. Down Week | -2.75% | -5.47% |
| Avg. Up Month | 5.48% | 20.48% |
| Avg. Down Month | -3.79% | -11.34% |
| Win Days % | 50.58% | 51.3% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 48.0% | 52.51% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |