| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 48.19% | 147.16% |
| Max Drawdown | -21.43% | -67.18% |
| Sharpe | 0.37 | 0.39 |
| Sortino | 0.58 | 0.57 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 54.31 | 3.16 |
| Outlier Loss Ratio | 3.37 | 3.06 |
| Volatility (ann.) | 9.15% | 26.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.59 | 0.47 |
| Skew | 2.07 | 0.18 |
| Kurtosis | 120.84 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.23% |
| Expected Yearly % | 10.33% | 25.39% |
| Kelly Criterion | 7.52% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11402288:BTCUSD | 11402288:btcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 13.32 | -0.21 | + |
| 2023 | 155.54 | 7.55 | 0.05 | - |
| 2024 | 121.00 | 14.71 | 0.12 | - |
| 2025 | 16.76 | 6.00 | 0.36 | - |
| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.0% | 31.46% |
| 6M | 6.0% | 12.77% |
| YTD | 6.0% | 16.76% |
| 1Y | 21.06% | 56.84% |
| 3Y (ann.) | 11.29% | 55.31% |
| 5Y (ann.) | 12.59% | 31.36% |
| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| Max Drawdown | -21.43% | -67.18% |
| Longest DD Days | 485.0 | 683.0 |
| Avg. Drawdown | -3.77% | -7.67% |
| Avg. Drawdown Days | 65.0 | 38.0 |
| Recovery Factor | 2.25 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-20 | -21.43 | 435 |
| 2023-07-14 | 2024-11-10 | -18.09 | 485 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-11-12 | 2025-04-09 | -5.02 | 148 |
| 2025-04-10 | 2025-06-11 | -4.04 | 62 |
| 2022-02-26 | 2022-03-24 | -2.04 | 25 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2023-06-22 | 2023-07-12 | -1.20 | 19 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 26.15% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 14.71% | 155.54% |
| Worst Year | 6.0% | -62.52% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.83% | -0.91% |
| Avg. Up Week | 4.46% | 6.79% |
| Avg. Down Week | -3.59% | -5.97% |
| Avg. Up Month | 8.27% | 12.56% |
| Avg. Down Month | -4.53% | -12.36% |
| Win Days % | 49.9% | 51.25% |
| Win Month % | 53.85% | 58.54% |
| Win Week % | 58.14% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 100.0% | 75.0% |