| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 109.59% | 112.61% |
| Max Drawdown | -16.36% | -65.1% |
| Sharpe | 4.88 | 2.75 |
| Sortino | 13.25 | 4.45 |
| Payoff Ratio | 4.1 | 0.8 |
| Profit Factor | 2.76 | 1.58 |
| Common Sense Ratio | 5.46 | 2.3 |
| CPC Index | 3.57 | 0.71 |
| Tail Ratio | 1.98 | 1.46 |
| Outlier Win Ratio | 4.78 | 3.0 |
| Outlier Loss Ratio | 17.27 | 2.24 |
| Volatility (ann.) | 78.02% | 222.29% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.65 | 0.42 |
| Skew | 1.81 | -0.05 |
| Kurtosis | 4.68 | 4.08 |
| Expected Daily % | 0.97% | 0.98% |
| Expected Monthly % | 2.5% | 2.55% |
| Expected Yearly % | 20.32% | 20.75% |
| Kelly Criterion | 14.89% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.67% | -17.46% |
| Expected Shortfall (cVaR) | -5.67% | -17.46% |
| Year | 11402520:BTCUSD | 11402520:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.01 | -1.13 | 0.02 | + |
| 2023 | 157.09 | 19.02 | 0.12 | - |
| 2024 | 131.23 | 84.57 | 0.64 | - |
| 2025 | -16.81 | -3.50 | 0.21 | + |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| MTD | -0.18% | -15.7% |
| 3M | -3.5% | -16.81% |
| 6M | 27.55% | 31.07% |
| YTD | -3.5% | -16.81% |
| 1Y | 66.83% | 26.38% |
| 3Y (ann.) | 24.67% | 20.29% |
| 5Y (ann.) | 27.0% | 27.59% |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Max Drawdown | -16.36% | -65.1% |
| Longest DD Days | 446.0 | 696.0 |
| Avg. Drawdown | -2.22% | -36.43% |
| Avg. Drawdown Days | 53.0 | 327.0 |
| Recovery Factor | 6.7 | 1.73 |
| Ulcer Index | 0.99 | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-01 | 2023-06-22 | -16.36 | 446 |
| 2024-06-10 | 2024-08-11 | -5.47 | 61 |
| 2025-02-01 | 2025-04-01 | -5.09 | 59 |
| 2023-07-13 | 2023-10-17 | -2.85 | 96 |
| 2023-12-24 | 2024-03-11 | -1.71 | 78 |
| 2023-11-13 | 2023-11-20 | -0.18 | 6 |
| 2024-03-22 | 2024-03-23 | -0.18 | 1 |
| 2024-06-03 | 2024-06-05 | -0.18 | 2 |
| 2024-05-19 | 2024-05-22 | -0.18 | 3 |
| 2024-11-05 | 2024-11-06 | -0.18 | 1 |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Best Day | 17.15% | 37.35% |
| Worst Day | -7.25% | -45.11% |
| Best Week | 17.15% | 37.35% |
| Worst Week | -7.25% | -45.11% |
| Best Month | 16.93% | 32.84% |
| Worst Month | -7.41% | -49.0% |
| Best Year | 84.57% | 157.09% |
| Worst Year | -3.5% | -57.01% |
| Avg. Up Day | 5.25% | 5.44% |
| Avg. Down Day | -1.28% | -6.79% |
| Avg. Up Week | 5.73% | 9.58% |
| Avg. Down Week | -1.61% | -9.52% |
| Avg. Up Month | 6.64% | 14.63% |
| Avg. Down Month | -1.89% | -15.23% |
| Win Days % | 31.58% | 56.58% |
| Win Month % | 55.17% | 62.07% |
| Win Week % | 43.4% | 60.38% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 50.0% |