| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 114.18% | 164.45% |
| Max Drawdown | -23.42% | -67.18% |
| Sharpe | 0.66 | 0.42 |
| Sortino | 1.08 | 0.6 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 2.6 | 1.08 |
| CPC Index | 0.82 | 0.62 |
| Tail Ratio | 1.96 | 1.01 |
| Outlier Win Ratio | 39.62 | 3.41 |
| Outlier Loss Ratio | 3.93 | 3.14 |
| Volatility (ann.) | 9.41% | 25.9% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.11 | 0.51 |
| Skew | 2.55 | 0.17 |
| Kurtosis | 61.56 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 2.46% |
| Expected Yearly % | 20.97% | 27.52% |
| Kelly Criterion | 11.41% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.2% |
| Expected Shortfall (cVaR) | -0.79% | -2.2% |
| Year | 11405954:BTCUSD | 11405954:btcusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | -0.50 | 0.01 | + |
| 2023 | 155.54 | 28.54 | 0.18 | - |
| 2024 | 121.00 | 42.62 | 0.35 | - |
| 2025 | 11.80 | 17.41 | 1.48 | + |
| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.16% | 26.2% |
| 6M | 17.41% | -1.67% |
| YTD | 17.41% | 11.8% |
| 1Y | 72.53% | 56.98% |
| 3Y (ann.) | 32.29% | 72.09% |
| 5Y (ann.) | 26.05% | 34.39% |
| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954:BTCUSD |
|---|---|---|
| Max Drawdown | -23.42% | -67.18% |
| Longest DD Days | 378.0 | 683.0 |
| Avg. Drawdown | -2.88% | -6.42% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 4.88 | 2.45 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-04-11 | -23.42 | 378 |
| 2024-12-05 | 2025-04-21 | -8.60 | 136 |
| 2024-03-23 | 2024-08-08 | -7.21 | 137 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2023-07-14 | 2023-10-16 | -5.96 | 94 |
| 2023-04-14 | 2023-06-17 | -5.75 | 63 |
| 2023-11-16 | 2024-03-23 | -5.15 | 128 |
| 2023-10-18 | 2023-11-15 | -4.04 | 28 |
| 2025-05-23 | 2025-06-18 | -3.97 | 26 |
| 2024-08-09 | 2024-09-17 | -3.94 | 39 |
| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954: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 | 16.59% | 43.77% |
| Worst Month | -5.96% | -37.12% |
| Best Year | 42.62% | 155.54% |
| Worst Year | -0.5% | -58.11% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 4.2% | 6.33% |
| Avg. Down Week | -2.76% | -5.82% |
| Avg. Up Month | 7.32% | 16.18% |
| Avg. Down Month | -2.77% | -13.29% |
| Win Days % | 51.52% | 51.24% |
| Win Month % | 59.26% | 57.5% |
| Win Week % | 63.16% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |