| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 103.57% | 121.06% |
| Max Drawdown | -20.73% | -67.18% |
| Sharpe | 0.53 | 0.34 |
| Sortino | 0.89 | 0.48 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.29 | 1.03 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 43.65 | 3.5 |
| Outlier Loss Ratio | 3.66 | 3.19 |
| Volatility (ann.) | 9.77% | 25.41% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.01 | 0.35 |
| Skew | 3.54 | 0.17 |
| Kurtosis | 76.81 | 6.73 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.56% | 1.74% |
| Expected Yearly % | 19.45% | 21.93% |
| Kelly Criterion | 8.01% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.16% |
| Expected Shortfall (cVaR) | -0.83% | -2.16% |
| Year | 11402513:BTCUSD | 11402513:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 18.29 | -0.30 | + |
| 2023 | 155.54 | 24.12 | 0.16 | - |
| 2024 | 121.00 | 67.61 | 0.56 | - |
| 2025 | 2.28 | -17.28 | -7.59 | - |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| MTD | -8.79% | -12.85% |
| 3M | -11.49% | -18.73% |
| 6M | -8.77% | -7.45% |
| YTD | -17.28% | 2.28% |
| 1Y | -14.17% | 5.34% |
| 3Y (ann.) | 19.79% | 78.97% |
| 5Y (ann.) | 20.87% | 23.55% |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Max Drawdown | -20.73% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -2.96% | -7.92% |
| Avg. Drawdown Days | 38.0 | 37.0 |
| Recovery Factor | 5.0 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -20.73 | 346 |
| 2022-04-10 | 2023-06-20 | -20.70 | 436 |
| 2023-11-16 | 2024-03-11 | -7.30 | 116 |
| 2024-09-14 | 2024-11-05 | -5.81 | 52 |
| 2023-07-14 | 2023-11-14 | -5.43 | 123 |
| 2024-06-05 | 2024-08-06 | -4.93 | 61 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2023-11-14 | 2023-11-15 | -2.97 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.83% | -37.12% |
| Best Year | 67.61% | 155.54% |
| Worst Year | -17.28% | -61.73% |
| Avg. Up Day | 1.02% | 1.02% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.0% | 7.52% |
| Avg. Down Week | -2.4% | -6.61% |
| Avg. Up Month | 6.42% | 13.19% |
| Avg. Down Month | -3.72% | -12.41% |
| Win Days % | 48.51% | 51.44% |
| Win Month % | 57.14% | 58.7% |
| Win Week % | 53.97% | 50.0% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |