| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 46.57% | 152.36% |
| Max Drawdown | -24.95% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.55 | 0.58 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 49.19 | 3.3 |
| Outlier Loss Ratio | 3.04 | 3.12 |
| Volatility (ann.) | 10.0% | 26.27% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.49 | 0.48 |
| Skew | 2.82 | 0.18 |
| Kurtosis | 98.54 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.28% |
| Expected Yearly % | 10.03% | 26.04% |
| Kelly Criterion | 6.22% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11402899:BTCUSD | 11402899:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.24 | -0.26 | + |
| 2023 | 155.54 | 6.48 | 0.04 | - |
| 2024 | 121.00 | 12.40 | 0.10 | - |
| 2025 | 16.76 | 5.35 | 0.32 | - |
| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.16% | 31.46% |
| 6M | 5.35% | 12.77% |
| YTD | 5.35% | 16.76% |
| 1Y | 20.41% | 56.84% |
| 3Y (ann.) | 9.48% | 55.31% |
| 5Y (ann.) | 12.22% | 32.21% |
| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| Max Drawdown | -24.95% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -6.26% | -7.61% |
| Avg. Drawdown Days | 88.0 | 38.0 |
| Recovery Factor | 1.87 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -24.95 | 475 |
| 2023-07-14 | 2024-09-13 | -23.28 | 427 |
| 2024-12-05 | 2025-04-12 | -9.86 | 128 |
| 2024-09-14 | 2024-10-12 | -5.70 | 28 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-10-13 | 2024-12-04 | -3.97 | 52 |
| 2025-04-15 | 2025-05-21 | -2.96 | 36 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -7.35% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 16.24% | 155.54% |
| Worst Year | 5.35% | -61.73% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.93% | -1.0% |
| Avg. Up Week | 3.43% | 5.01% |
| Avg. Down Week | -2.66% | -5.44% |
| Avg. Up Month | 9.94% | 7.54% |
| Avg. Down Month | -2.95% | -11.53% |
| Win Days % | 48.58% | 51.26% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 47.5% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |