| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 121.48% | 139.34% |
| Max Drawdown | -17.21% | -65.34% |
| Sharpe | 5.11 | 3.04 |
| Sortino | 12.92 | 4.89 |
| Payoff Ratio | 4.66 | 0.91 |
| Profit Factor | 2.88 | 1.63 |
| Common Sense Ratio | 9.12 | 2.45 |
| CPC Index | 3.98 | 0.82 |
| Tail Ratio | 3.17 | 1.5 |
| Outlier Win Ratio | 4.1 | 2.69 |
| Outlier Loss Ratio | 18.36 | 2.38 |
| Volatility (ann.) | 82.48% | 229.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.7 | 0.5 |
| Skew | 1.32 | -0.12 |
| Kurtosis | 3.31 | 3.65 |
| Expected Daily % | 1.07% | 1.17% |
| Expected Monthly % | 2.78% | 3.06% |
| Expected Yearly % | 21.99% | 24.38% |
| Kelly Criterion | 14.64% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.95% | -17.82% |
| Expected Shortfall (cVaR) | -5.95% | -17.82% |
| Year | 11402517:BTCUSD | 11402517:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.34 | 7.80 | -0.15 | + |
| 2023 | 161.63 | 22.94 | 0.14 | - |
| 2024 | 131.13 | 76.06 | 0.58 | - |
| 2025 | -16.95 | -5.09 | 0.30 | + |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| MTD | -0.18% | -15.14% |
| 3M | -5.09% | -16.95% |
| 6M | 23.72% | 33.81% |
| YTD | -5.09% | -16.95% |
| 1Y | 60.42% | 29.52% |
| 3Y (ann.) | 22.42% | 20.29% |
| 5Y (ann.) | 29.23% | 32.5% |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Max Drawdown | -17.21% | -65.34% |
| Longest DD Days | 446.0 | 696.0 |
| Avg. Drawdown | -2.26% | -36.51% |
| Avg. Drawdown Days | 55.0 | 327.0 |
| Recovery Factor | 7.06 | 2.13 |
| Ulcer Index | 0.97 | 1.15 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-01 | 2023-06-22 | -17.21 | 446 |
| 2025-02-01 | 2025-04-01 | -5.09 | 59 |
| 2024-06-10 | 2024-08-10 | -4.05 | 61 |
| 2023-07-13 | 2023-10-17 | -3.64 | 96 |
| 2023-12-24 | 2024-02-28 | -1.49 | 65 |
| 2024-03-22 | 2024-05-22 | -0.79 | 60 |
| 2022-03-26 | 2022-03-30 | -0.18 | 4 |
| 2023-11-13 | 2023-11-19 | -0.18 | 6 |
| 2024-06-03 | 2024-06-05 | -0.18 | 2 |
| 2024-10-08 | 2024-10-15 | -0.18 | 7 |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Best Day | 15.74% | 38.31% |
| Worst Day | -11.37% | -45.28% |
| Best Week | 15.74% | 32.11% |
| Worst Week | -11.37% | -45.28% |
| Best Month | 20.72% | 37.5% |
| Worst Month | -11.53% | -51.42% |
| Best Year | 76.06% | 161.63% |
| Worst Year | -5.09% | -52.34% |
| Avg. Up Day | 6.03% | 6.22% |
| Avg. Down Day | -1.29% | -6.85% |
| Avg. Up Week | 6.67% | 11.27% |
| Avg. Down Week | -1.49% | -9.5% |
| Avg. Up Month | 7.42% | 16.47% |
| Avg. Down Month | -2.79% | -15.68% |
| Win Days % | 29.73% | 55.41% |
| Win Month % | 57.14% | 60.71% |
| Win Week % | 42.0% | 58.0% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 50.0% |