| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 122.43% | 154.34% |
| Max Drawdown | -24.39% | -67.18% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.93 | 0.54 |
| Payoff Ratio | 1.23 | 1.15 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 2.24 | 1.04 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 1.75 | 0.98 |
| Outlier Win Ratio | 38.05 | 3.62 |
| Outlier Loss Ratio | 3.69 | 3.28 |
| Volatility (ann.) | 10.48% | 25.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.98 | 0.42 |
| Skew | 3.05 | 0.18 |
| Kurtosis | 62.7 | 6.8 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.75% | 2.05% |
| Expected Yearly % | 22.12% | 26.29% |
| Kelly Criterion | 8.37% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.16% |
| Expected Shortfall (cVaR) | -0.89% | -2.16% |
| Year | 11402517:BTCUSD | 11402517:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 7.61 | -0.14 | + |
| 2023 | 155.54 | 22.94 | 0.15 | - |
| 2024 | 121.00 | 76.06 | 0.63 | - |
| 2025 | 2.28 | -4.50 | -1.98 | - |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -0.34% | -18.73% |
| 6M | 2.65% | -7.45% |
| YTD | -4.5% | 2.28% |
| 1Y | -0.88% | 5.34% |
| 3Y (ann.) | 26.56% | 78.97% |
| 5Y (ann.) | 23.85% | 28.38% |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Max Drawdown | -24.39% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -3.04% | -7.1% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 5.02 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-22 | -24.39 | 477 |
| 2025-10-05 | 2025-11-17 | -11.77 | 43 |
| 2024-12-05 | 2025-10-05 | -11.60 | 303 |
| 2023-07-14 | 2023-10-16 | -6.31 | 94 |
| 2023-11-16 | 2024-03-11 | -5.41 | 116 |
| 2024-06-05 | 2024-08-08 | -5.06 | 63 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2023-10-17 | 2023-11-15 | -3.31 | 29 |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517: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 | -11.53% | -37.12% |
| Best Year | 76.06% | 155.54% |
| Worst Year | -4.5% | -55.97% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.56% | 7.22% |
| Avg. Down Week | -2.35% | -5.23% |
| Avg. Up Month | 6.58% | 14.4% |
| Avg. Down Month | -3.16% | -11.46% |
| Win Days % | 49.52% | 51.5% |
| Win Month % | 58.82% | 58.7% |
| Win Week % | 54.41% | 50.75% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |