| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 121.21% | 115.73% |
| Max Drawdown | -17.2% | -65.03% |
| Sharpe | 4.97 | 2.87 |
| Sortino | 11.89 | 4.74 |
| Payoff Ratio | 5.19 | 1.15 |
| Profit Factor | 2.74 | 1.58 |
| Common Sense Ratio | 9.04 | 2.09 |
| CPC Index | 4.06 | 0.88 |
| Tail Ratio | 3.3 | 1.32 |
| Outlier Win Ratio | 3.74 | 2.45 |
| Outlier Loss Ratio | 17.05 | 2.79 |
| Volatility (ann.) | 90.28% | 229.97% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.7 | 0.43 |
| Skew | 1.16 | 0.13 |
| Kurtosis | 2.92 | 2.83 |
| Expected Daily % | 1.12% | 1.09% |
| Expected Monthly % | 2.59% | 2.51% |
| Expected Yearly % | 21.96% | 21.19% |
| Kelly Criterion | 14.8% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.54% | -17.99% |
| Expected Shortfall (cVaR) | -6.54% | -17.99% |
| Year | 11402462:BTCUSD | 11402462:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.56 | -2.24 | 0.04 | + |
| 2023 | 160.09 | 20.00 | 0.12 | - |
| 2024 | 131.64 | 101.63 | 0.77 | - |
| 2025 | -17.58 | -6.49 | 0.37 | + |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| MTD | -0.18% | -14.55% |
| 3M | -6.49% | -17.58% |
| 6M | 34.42% | 30.36% |
| YTD | -6.49% | -17.58% |
| 1Y | 74.46% | 28.29% |
| 3Y (ann.) | 26.94% | 20.36% |
| 5Y (ann.) | 29.2% | 28.16% |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Max Drawdown | -17.2% | -65.03% |
| Longest DD Days | 436.0 | 688.0 |
| Avg. Drawdown | -2.4% | -23.94% |
| Avg. Drawdown Days | 57.0 | 191.0 |
| Recovery Factor | 7.05 | 1.78 |
| Ulcer Index | 1.02 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-12 | 2023-06-22 | -17.20 | 436 |
| 2025-01-31 | 2025-03-31 | -6.49 | 58 |
| 2024-06-09 | 2024-08-09 | -4.29 | 61 |
| 2023-11-13 | 2024-02-27 | -3.47 | 105 |
| 2023-07-12 | 2023-10-17 | -2.17 | 97 |
| 2024-03-22 | 2024-05-21 | -0.79 | 60 |
| 2022-03-25 | 2022-03-30 | -0.18 | 4 |
| 2022-04-08 | 2022-04-09 | -0.18 | 1 |
| 2024-03-09 | 2024-03-10 | -0.18 | 1 |
| 2024-09-05 | 2024-09-22 | -0.18 | 16 |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Best Day | 16.72% | 41.14% |
| Worst Day | -12.39% | -40.4% |
| Best Week | 16.72% | 31.74% |
| Worst Week | -12.39% | -40.4% |
| Best Month | 28.12% | 36.1% |
| Worst Month | -12.55% | -47.69% |
| Best Year | 101.63% | 160.09% |
| Worst Year | -6.49% | -56.56% |
| Avg. Up Day | 6.87% | 7.07% |
| Avg. Down Day | -1.33% | -6.14% |
| Avg. Up Week | 7.07% | 12.04% |
| Avg. Down Week | -1.47% | -7.51% |
| Avg. Up Month | 8.27% | 14.44% |
| Avg. Down Month | -3.0% | -14.64% |
| Win Days % | 28.57% | 48.57% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 37.25% | 50.98% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |