| Metric | 11405958:btcusd:triple_med_gx:lsma260_145 | 11405958:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 113.85% | 171.53% |
| Max Drawdown | -23.26% | -67.18% |
| Sharpe | 0.67 | 0.42 |
| Sortino | 1.08 | 0.61 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 2.57 | 1.09 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.94 | 1.02 |
| Outlier Win Ratio | 39.56 | 3.41 |
| Outlier Loss Ratio | 3.95 | 3.15 |
| Volatility (ann.) | 9.35% | 25.9% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.12 | 0.53 |
| Skew | 2.57 | 0.17 |
| Kurtosis | 62.56 | 6.46 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 2.53% |
| Expected Yearly % | 20.93% | 28.37% |
| Kelly Criterion | 11.7% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.2% |
| Expected Shortfall (cVaR) | -0.79% | -2.2% |
| Year | 11405958:BTCUSD | 11405958:btcusd:triple_med_gx:lsma260_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | -5.35 | 0.09 | + |
| 2023 | 155.54 | 31.41 | 0.20 | - |
| 2024 | 121.00 | 46.06 | 0.38 | - |
| 2025 | 11.80 | 17.71 | 1.50 | + |
| Metric | 11405958:btcusd:triple_med_gx:lsma260_145 | 11405958:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.47% | 26.2% |
| 6M | 17.71% | -1.67% |
| YTD | 17.71% | 11.8% |
| 1Y | 75.59% | 56.98% |
| 3Y (ann.) | 31.67% | 72.09% |
| 5Y (ann.) | 26.04% | 35.54% |
| Metric | 11405958:btcusd:triple_med_gx:lsma260_145 | 11405958:BTCUSD |
|---|---|---|
| Max Drawdown | -23.26% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -2.82% | -6.22% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 4.9 | 2.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-20 | -23.26 | 448 |
| 2024-12-05 | 2025-04-21 | -8.38 | 136 |
| 2024-03-23 | 2024-08-08 | -6.77 | 137 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2023-11-16 | 2024-03-23 | -5.44 | 128 |
| 2023-07-14 | 2023-10-16 | -5.25 | 94 |
| 2023-10-18 | 2023-11-15 | -4.04 | 28 |
| 2025-05-23 | 2025-06-18 | -3.97 | 26 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-10-21 | 2024-11-10 | -3.15 | 20 |
| Metric | 11405958:btcusd:triple_med_gx:lsma260_145 | 11405958: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 | -9.11% | -37.12% |
| Best Year | 46.06% | 155.54% |
| Worst Year | -5.35% | -56.99% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 4.28% | 6.2% |
| Avg. Down Week | -2.82% | -5.9% |
| Avg. Up Month | 7.68% | 16.42% |
| Avg. Down Month | -2.82% | -13.37% |
| Win Days % | 52.02% | 51.25% |
| Win Month % | 57.69% | 57.5% |
| Win Week % | 63.16% | 51.43% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |