| Metric | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 147.3% | 133.87% |
| Max Drawdown | -26.25% | -67.18% |
| Sharpe | 0.62 | 0.35 |
| Sortino | 1.0 | 0.5 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 2.06 | 1.04 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.6 | 0.98 |
| Outlier Win Ratio | 35.12 | 3.65 |
| Outlier Loss Ratio | 3.78 | 3.31 |
| Volatility (ann.) | 10.63% | 25.3% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.03 | 0.37 |
| Skew | 2.52 | 0.17 |
| Kurtosis | 55.72 | 6.65 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.95% | 1.82% |
| Expected Yearly % | 25.4% | 23.66% |
| Kelly Criterion | 9.41% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.15% |
| Expected Shortfall (cVaR) | -0.9% | -2.15% |
| Year | 11402465:BTCUSD | 11402465:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -7.11 | 0.12 | + |
| 2023 | 155.54 | 23.35 | 0.15 | - |
| 2024 | 121.00 | 103.02 | 0.85 | - |
| 2025 | -1.03 | 6.31 | -6.15 | + |
| Metric | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 0.72% | -17.17% |
| 6M | -1.41% | -16.23% |
| YTD | 6.31% | -1.03% |
| 1Y | 6.31% | -5.06% |
| 3Y (ann.) | 37.69% | 75.28% |
| 5Y (ann.) | 27.01% | 25.16% |
| Metric | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465:BTCUSD |
|---|---|---|
| Max Drawdown | -26.25% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -3.16% | -7.77% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 5.61 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -26.25 | 498 |
| 2024-12-05 | 2025-04-21 | -12.55 | 136 |
| 2025-10-06 | 2025-12-10 | -11.64 | 64 |
| 2025-05-23 | 2025-10-03 | -7.31 | 133 |
| 2024-06-10 | 2024-08-08 | -7.00 | 58 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2024-08-09 | 2024-09-10 | -5.84 | 32 |
| 2023-11-16 | 2024-02-26 | -5.67 | 102 |
| 2023-07-14 | 2023-10-16 | -5.46 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465: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 | 103.02% | 155.54% |
| Worst Year | -7.11% | -58.16% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.8% | 6.53% |
| Avg. Down Week | -2.54% | -6.04% |
| Avg. Up Month | 7.03% | 16.21% |
| Avg. Down Month | -3.69% | -11.94% |
| Win Days % | 50.32% | 51.41% |
| Win Month % | 63.16% | 59.57% |
| Win Week % | 52.7% | 50.25% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |