| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 122.03% | 125.43% |
| Max Drawdown | -26.11% | -67.18% |
| Sharpe | 0.64 | 0.38 |
| Sortino | 1.08 | 0.55 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.82 | 1.05 |
| CPC Index | 0.83 | 0.67 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 36.81 | 3.64 |
| Outlier Loss Ratio | 3.73 | 3.26 |
| Volatility (ann.) | 10.99% | 26.39% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.13 | 0.45 |
| Skew | 3.01 | 0.18 |
| Kurtosis | 57.21 | 6.33 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.12% | 2.16% |
| Expected Yearly % | 22.07% | 22.53% |
| Kelly Criterion | 10.2% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11402464:BTCUSD | 11402464:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -5.41 | 0.09 | + |
| 2023 | 155.54 | 21.31 | 0.14 | - |
| 2024 | 121.00 | 103.32 | 0.85 | - |
| 2025 | -5.74 | -4.84 | 0.84 | + |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.38% |
| 3M | -4.84% | -10.75% |
| 6M | 36.64% | 38.92% |
| YTD | -4.84% | -5.74% |
| 1Y | 77.46% | 25.9% |
| 3Y (ann.) | 30.46% | 25.65% |
| 5Y (ann.) | 29.57% | 30.21% |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Max Drawdown | -26.11% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -3.12% | -6.61% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 4.67 | 1.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -26.11 | 498 |
| 2024-12-05 | 2025-03-26 | -12.55 | 110 |
| 2023-11-16 | 2024-02-26 | -7.61 | 102 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2024-08-09 | 2024-09-10 | -5.59 | 32 |
| 2023-07-14 | 2023-10-16 | -5.59 | 94 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-17 | 2023-11-15 | -4.19 | 29 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 15.24% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 28.12% | 43.77% |
| Worst Month | -16.07% | -37.12% |
| Best Year | 103.32% | 155.54% |
| Worst Year | -5.41% | -57.65% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 5.25% | 6.61% |
| Avg. Down Week | -2.36% | -6.65% |
| Avg. Up Month | 7.9% | 18.11% |
| Avg. Down Month | -3.63% | -12.72% |
| Win Days % | 49.72% | 51.11% |
| Win Month % | 58.06% | 60.53% |
| Win Week % | 48.28% | 50.0% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |