| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 224.18% | 122.05% |
| Max Drawdown | -24.77% | -67.18% |
| Sharpe | 0.63 | 0.33 |
| Sortino | 0.99 | 0.48 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.56 | 1.02 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.28 | 0.97 |
| Outlier Win Ratio | 22.0 | 3.87 |
| Outlier Loss Ratio | 4.19 | 3.79 |
| Volatility (ann.) | 13.55% | 25.5% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.45 | 0.34 |
| Skew | 1.61 | 0.15 |
| Kurtosis | 34.26 | 6.56 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.53% | 1.71% |
| Expected Yearly % | 34.18% | 22.07% |
| Kelly Criterion | 7.08% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.17% |
| Expected Shortfall (cVaR) | -1.14% | -2.17% |
| Year | 11442224:BTCUSD | 11442224:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.25 | -0.10 | + |
| 2023 | 155.54 | 41.24 | 0.27 | - |
| 2024 | 121.00 | 62.31 | 0.51 | - |
| 2025 | -1.03 | 33.08 | -32.26 | + |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -6.31% | -17.17% |
| 6M | -9.68% | -16.23% |
| YTD | 33.08% | -1.03% |
| 1Y | 44.23% | -5.06% |
| 3Y (ann.) | 44.03% | 75.28% |
| 5Y (ann.) | 35.8% | 23.06% |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Max Drawdown | -24.77% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.24% | -7.79% |
| Avg. Drawdown Days | 18.0 | 37.0 |
| Recovery Factor | 9.05 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -24.77 | 302 |
| 2025-10-21 | 2025-12-10 | -17.75 | 49 |
| 2022-03-09 | 2022-05-15 | -14.88 | 67 |
| 2024-06-05 | 2024-08-08 | -14.19 | 64 |
| 2024-01-02 | 2024-03-23 | -10.37 | 81 |
| 2023-04-11 | 2023-11-15 | -9.73 | 218 |
| 2024-08-09 | 2024-10-14 | -9.54 | 66 |
| 2025-07-28 | 2025-10-21 | -8.29 | 85 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-07-27 | -7.67 | 40 |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.81% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -11.63% | -37.12% |
| Best Year | 62.31% | 155.54% |
| Worst Year | 6.25% | -60.27% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.64% | 5.96% |
| Avg. Down Week | -3.11% | -5.59% |
| Avg. Up Month | 6.15% | 11.81% |
| Avg. Down Month | -4.64% | -12.08% |
| Win Days % | 50.51% | 51.4% |
| Win Month % | 67.44% | 59.57% |
| Win Week % | 61.11% | 50.0% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |