| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 107.77% | 144.62% |
| Max Drawdown | -23.96% | -67.18% |
| Sharpe | 0.52 | 0.36 |
| Sortino | 0.84 | 0.53 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.7 | 1.04 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 35.69 | 3.64 |
| Outlier Loss Ratio | 3.84 | 3.33 |
| Volatility (ann.) | 10.54% | 25.22% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.9 | 0.4 |
| Skew | 2.66 | 0.18 |
| Kurtosis | 57.19 | 6.74 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.6% | 1.96% |
| Expected Yearly % | 20.06% | 25.06% |
| Kelly Criterion | 6.8% | 9.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.15% |
| Expected Shortfall (cVaR) | -0.89% | -2.15% |
| Year | 11402520:BTCUSD | 11402520:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -2.60 | 0.05 | + |
| 2023 | 155.54 | 20.82 | 0.13 | - |
| 2024 | 121.00 | 84.57 | 0.70 | - |
| 2025 | 2.28 | -4.34 | -1.91 | - |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -3.59% | -18.73% |
| 6M | 1.14% | -7.45% |
| YTD | -4.34% | 2.28% |
| 1Y | -0.88% | 5.34% |
| 3Y (ann.) | 27.98% | 78.97% |
| 5Y (ann.) | 21.68% | 27.13% |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Max Drawdown | -23.96% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -2.88% | -7.16% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 4.5 | 2.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-22 | -23.96 | 477 |
| 2025-10-05 | 2025-11-17 | -11.77 | 43 |
| 2024-12-05 | 2025-07-27 | -10.90 | 233 |
| 2024-06-05 | 2024-08-08 | -6.90 | 63 |
| 2023-11-16 | 2024-03-11 | -5.96 | 116 |
| 2023-07-14 | 2023-10-16 | -5.54 | 94 |
| 2024-09-20 | 2024-10-11 | -5.27 | 21 |
| 2025-07-27 | 2025-10-02 | -5.03 | 67 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520: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 | 16.93% | 43.77% |
| Worst Month | -7.41% | -37.12% |
| Best Year | 84.57% | 155.54% |
| Worst Year | -4.34% | -57.65% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.82% | 6.74% |
| Avg. Down Week | -2.57% | -5.66% |
| Avg. Up Month | 5.7% | 15.51% |
| Avg. Down Month | -3.07% | -11.46% |
| Win Days % | 49.09% | 51.45% |
| Win Month % | 60.0% | 58.7% |
| Win Week % | 58.11% | 51.01% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |