| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 116.59% | 108.02% |
| Max Drawdown | -14.87% | -67.18% |
| Sharpe | 0.64 | 0.31 |
| Sortino | 1.12 | 0.45 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | 0.0 | 1.02 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 53.36 | 3.36 |
| Outlier Loss Ratio | 3.67 | 3.06 |
| Volatility (ann.) | 8.49% | 25.48% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.5 | 0.31 |
| Skew | 4.63 | 0.15 |
| Kurtosis | 103.15 | 6.6 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.66% | 1.57% |
| Expected Yearly % | 21.31% | 20.1% |
| Kelly Criterion | 11.06% | 12.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.17% |
| Expected Shortfall (cVaR) | -0.72% | -2.17% |
| Year | 11442631:BTCUSD | 11442631:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 14.71 | -0.23 | + |
| 2023 | 155.54 | 23.85 | 0.15 | - |
| 2024 | 121.00 | 46.94 | 0.39 | - |
| 2025 | -1.03 | 3.76 | -3.66 | + |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 2.63% | -17.17% |
| 6M | 2.63% | -16.23% |
| YTD | 3.76% | -1.03% |
| 1Y | 3.13% | -5.06% |
| 3Y (ann.) | 23.1% | 75.28% |
| 5Y (ann.) | 22.34% | 21.06% |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Max Drawdown | -14.87% | -67.18% |
| Longest DD Days | 299.0 | 683.0 |
| Avg. Drawdown | -2.63% | -8.35% |
| Avg. Drawdown Days | 33.0 | 40.0 |
| Recovery Factor | 7.84 | 1.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-04-10 | -14.87 | 298 |
| 2024-12-05 | 2025-10-01 | -11.69 | 299 |
| 2023-12-23 | 2024-04-18 | -10.29 | 117 |
| 2023-04-28 | 2023-12-04 | -9.22 | 220 |
| 2025-10-06 | 2025-12-10 | -7.25 | 64 |
| 2024-06-12 | 2024-08-08 | -5.78 | 56 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-06-12 | -4.00 | 50 |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.97% | 35.75% |
| Worst Week | -7.28% | -29.64% |
| Best Month | 15.97% | 43.77% |
| Worst Month | -8.88% | -37.12% |
| Best Year | 46.94% | 155.54% |
| Worst Year | 3.76% | -62.78% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 5.04% | 9.01% |
| Avg. Down Week | -2.75% | -6.49% |
| Avg. Up Month | 5.02% | 12.82% |
| Avg. Down Month | -3.52% | -12.52% |
| Win Days % | 49.29% | 51.38% |
| Win Month % | 62.16% | 57.45% |
| Win Week % | 54.1% | 49.51% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |