| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 49.78% | 157.76% |
| Max Drawdown | -20.15% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.59 | 0.58 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.49 | 1.06 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 0.41 | 0.99 |
| Outlier Win Ratio | 47.55 | 3.32 |
| Outlier Loss Ratio | 3.58 | 3.17 |
| Volatility (ann.) | 9.63% | 26.26% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.64 | 0.49 |
| Skew | 3.15 | 0.18 |
| Kurtosis | 80.77 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.34% |
| Expected Yearly % | 10.63% | 26.71% |
| Kelly Criterion | 4.06% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11402510:BTCUSD | 11402510:btcusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 29.48 | -0.48 | + |
| 2023 | 155.54 | 2.97 | 0.02 | - |
| 2024 | 121.00 | 32.77 | 0.27 | - |
| 2025 | 16.76 | -15.39 | -0.92 | - |
| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.41% | 31.46% |
| 6M | -15.39% | 12.77% |
| YTD | -15.39% | 16.76% |
| 1Y | 0.69% | 56.84% |
| 3Y (ann.) | 4.26% | 55.31% |
| 5Y (ann.) | 12.92% | 32.93% |
| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510:BTCUSD |
|---|---|---|
| Max Drawdown | -20.15% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.83% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 2.47 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -20.15 | 188 |
| 2022-05-13 | 2023-04-11 | -16.73 | 333 |
| 2023-07-14 | 2024-05-20 | -10.47 | 311 |
| 2022-04-10 | 2022-05-13 | -8.94 | 32 |
| 2024-09-11 | 2024-11-06 | -6.84 | 56 |
| 2023-04-11 | 2023-06-17 | -6.03 | 66 |
| 2024-06-05 | 2024-09-09 | -5.31 | 95 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.49 | 14 |
| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.13% | 43.77% |
| Worst Month | -9.56% | -37.12% |
| Best Year | 32.77% | 155.54% |
| Worst Year | -15.39% | -60.91% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.85% | -0.94% |
| Avg. Up Week | 3.21% | 7.4% |
| Avg. Down Week | -1.84% | -5.41% |
| Avg. Up Month | 6.4% | 12.68% |
| Avg. Down Month | -2.14% | -12.08% |
| Win Days % | 46.28% | 51.25% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 48.33% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |