| Metric | 11405946:btcusd:triple_med_gx:lsma210_145 | 11405946:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 141.58% | 178.01% |
| Max Drawdown | -23.52% | -67.18% |
| Sharpe | 0.76 | 0.43 |
| Sortino | 1.3 | 0.62 |
| Payoff Ratio | 1.28 | 1.18 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | 2.33 | 1.07 |
| CPC Index | 0.96 | 0.65 |
| Tail Ratio | 1.61 | 1.0 |
| Outlier Win Ratio | 45.38 | 3.43 |
| Outlier Loss Ratio | 3.6 | 3.08 |
| Volatility (ann.) | 9.35% | 26.17% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.29 | 0.54 |
| Skew | 3.79 | 0.19 |
| Kurtosis | 81.22 | 6.56 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.17% | 2.53% |
| Expected Yearly % | 24.67% | 29.13% |
| Kelly Criterion | 14.63% | 9.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11405946:BTCUSD | 11405946:btcusd:triple_med_gx:lsma210_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 16.73 | -0.30 | + |
| 2023 | 155.54 | 23.90 | 0.15 | - |
| 2024 | 121.00 | 45.43 | 0.38 | - |
| 2025 | 11.80 | 14.86 | 1.26 | + |
| Metric | 11405946:btcusd:triple_med_gx:lsma210_145 | 11405946:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 17.94% | 26.2% |
| 6M | 14.86% | -1.67% |
| YTD | 14.86% | 11.8% |
| 1Y | 69.68% | 56.98% |
| 3Y (ann.) | 29.48% | 72.09% |
| 5Y (ann.) | 30.42% | 36.06% |
| Metric | 11405946:btcusd:triple_med_gx:lsma210_145 | 11405946:BTCUSD |
|---|---|---|
| Max Drawdown | -23.52% | -67.18% |
| Longest DD Days | 444.0 | 683.0 |
| Avg. Drawdown | -2.46% | -6.7% |
| Avg. Drawdown Days | 27.0 | 34.0 |
| Recovery Factor | 6.02 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-17 | -23.52 | 444 |
| 2024-12-05 | 2025-04-22 | -10.07 | 138 |
| 2023-11-16 | 2024-08-08 | -9.40 | 266 |
| 2023-07-14 | 2023-10-16 | -5.00 | 94 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2022-03-02 | 2022-03-27 | -4.89 | 25 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-18 | 2023-11-15 | -4.04 | 28 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2025-05-23 | 2025-06-18 | -3.93 | 26 |
| Metric | 11405946:btcusd:triple_med_gx:lsma210_145 | 11405946:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.88% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 21.64% | 43.77% |
| Worst Month | -12.1% | -37.12% |
| Best Year | 45.43% | 155.54% |
| Worst Year | 14.86% | -55.97% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 4.59% | 5.71% |
| Avg. Down Week | -2.52% | -7.01% |
| Avg. Up Month | 9.14% | 14.43% |
| Avg. Down Month | -3.7% | -12.88% |
| Win Days % | 52.12% | 51.3% |
| Win Month % | 60.0% | 58.54% |
| Win Week % | 65.96% | 50.85% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |