| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 143.55% | 211.4% |
| Max Drawdown | -23.34% | -67.18% |
| Sharpe | 0.72 | 0.45 |
| Sortino | 1.24 | 0.66 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.4 | 1.08 |
| Common Sense Ratio | 2.05 | 1.08 |
| CPC Index | 0.91 | 0.67 |
| Tail Ratio | 1.47 | 1.0 |
| Outlier Win Ratio | 42.36 | 3.49 |
| Outlier Loss Ratio | 3.69 | 3.16 |
| Volatility (ann.) | 9.7% | 25.97% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.28 | 0.59 |
| Skew | 3.6 | 0.19 |
| Kurtosis | 72.74 | 6.65 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.14% | 2.74% |
| Expected Yearly % | 24.92% | 32.84% |
| Kelly Criterion | 13.05% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.2% |
| Expected Shortfall (cVaR) | -0.82% | -2.2% |
| Year | 11405947:BTCUSD | 11405947:btcusd:triple_med_gx:lsma215_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 19.98 | -0.35 | + |
| 2023 | 155.54 | 13.91 | 0.09 | - |
| 2024 | 121.00 | 52.95 | 0.44 | - |
| 2025 | 27.10 | 16.51 | 0.61 | - |
| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 17.84% | 41.88% |
| 6M | 16.51% | 22.91% |
| YTD | 16.51% | 27.1% |
| 1Y | 80.32% | 82.29% |
| 3Y (ann.) | 30.75% | 77.48% |
| 5Y (ann.) | 29.98% | 39.74% |
| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| Max Drawdown | -23.34% | -67.18% |
| Longest DD Days | 444.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.63% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 6.15 | 3.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-17 | -23.34 | 444 |
| 2023-11-16 | 2024-08-08 | -9.48 | 266 |
| 2024-12-05 | 2025-04-21 | -8.17 | 136 |
| 2022-03-02 | 2022-03-29 | -7.24 | 27 |
| 2023-07-14 | 2023-10-18 | -6.91 | 96 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2024-08-09 | 2024-09-09 | -5.21 | 31 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-23 | 2025-07-17 | -4.40 | 55 |
| 2023-10-18 | 2023-11-15 | -4.24 | 28 |
| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -6.79% | -37.12% |
| Best Year | 52.95% | 155.54% |
| Worst Year | 13.91% | -56.62% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 5.31% | 6.41% |
| Avg. Down Week | -2.71% | -6.5% |
| Avg. Up Month | 7.43% | 13.18% |
| Avg. Down Month | -2.87% | -12.88% |
| Win Days % | 51.49% | 51.34% |
| Win Month % | 62.96% | 61.9% |
| Win Week % | 58.0% | 51.93% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |