| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 171.28% | 178.01% |
| Max Drawdown | -26.35% | -67.18% |
| Sharpe | 0.74 | 0.43 |
| Sortino | 1.23 | 0.62 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | 2.82 | 1.07 |
| CPC Index | 0.9 | 0.65 |
| Tail Ratio | 2.03 | 1.0 |
| Outlier Win Ratio | 37.23 | 3.63 |
| Outlier Loss Ratio | 3.56 | 3.22 |
| Volatility (ann.) | 10.96% | 26.17% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.33 | 0.54 |
| Skew | 2.69 | 0.19 |
| Kurtosis | 62.28 | 6.56 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.46% | 2.53% |
| Expected Yearly % | 28.34% | 29.13% |
| Kelly Criterion | 12.6% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11402461:BTCUSD | 11402461:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 4.72 | -0.08 | + |
| 2023 | 155.54 | 27.07 | 0.17 | - |
| 2024 | 121.00 | 85.42 | 0.71 | - |
| 2025 | 11.80 | 9.95 | 0.84 | - |
| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 14.4% | 26.2% |
| 6M | 9.95% | -1.67% |
| YTD | 9.95% | 11.8% |
| 1Y | 78.86% | 56.98% |
| 3Y (ann.) | 40.14% | 72.09% |
| 5Y (ann.) | 35.06% | 36.06% |
| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| Max Drawdown | -26.35% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.22% | -6.7% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 6.5 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -26.35 | 475 |
| 2024-12-05 | 2025-04-15 | -11.49 | 130 |
| 2023-11-16 | 2024-02-26 | -7.65 | 102 |
| 2022-02-23 | 2022-02-24 | -7.63 | 1 |
| 2024-08-09 | 2024-09-12 | -6.74 | 34 |
| 2024-09-17 | 2024-10-14 | -6.61 | 26 |
| 2024-06-10 | 2024-08-08 | -4.78 | 58 |
| 2023-07-14 | 2023-10-16 | -4.66 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-23 | 2025-06-18 | -4.08 | 26 |
| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.37% | 35.75% |
| Worst Week | -11.87% | -29.64% |
| Best Month | 28.98% | 43.77% |
| Worst Month | -13.56% | -37.12% |
| Best Year | 85.42% | 155.54% |
| Worst Year | 4.72% | -55.97% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.83% | -0.9% |
| Avg. Up Week | 5.08% | 6.32% |
| Avg. Down Week | -2.19% | -6.84% |
| Avg. Up Month | 8.35% | 16.22% |
| Avg. Down Month | -3.37% | -14.32% |
| Win Days % | 51.24% | 51.3% |
| Win Month % | 63.64% | 58.54% |
| Win Week % | 57.89% | 50.85% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |