| Metric | 11404211:btcusd:triple_med_gx:lsma185_140 | 11404211:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 76.31% | 147.16% |
| Max Drawdown | -21.71% | -67.18% |
| Sharpe | 0.51 | 0.39 |
| Sortino | 0.85 | 0.57 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 0.16 | 1.06 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 0.13 | 0.99 |
| Outlier Win Ratio | 51.32 | 3.35 |
| Outlier Loss Ratio | 3.4 | 3.09 |
| Volatility (ann.) | 9.2% | 26.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.86 | 0.47 |
| Skew | 3.53 | 0.18 |
| Kurtosis | 83.41 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.39% | 2.23% |
| Expected Yearly % | 15.23% | 25.39% |
| Kelly Criterion | 8.57% | 11.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11404211:BTCUSD | 11404211:btcusd:triple_med_gx:lsma185_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 14.50 | -0.23 | + |
| 2023 | 155.54 | 17.06 | 0.11 | - |
| 2024 | 121.00 | 36.23 | 0.30 | - |
| 2025 | 16.76 | -3.44 | -0.21 | - |
| Metric | 11404211:btcusd:triple_med_gx:lsma185_140 | 11404211:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.6% | 31.46% |
| 6M | -3.44% | 12.77% |
| YTD | -3.44% | 16.76% |
| 1Y | 17.53% | 56.84% |
| 3Y (ann.) | 11.63% | 55.31% |
| 5Y (ann.) | 18.64% | 31.36% |
| Metric | 11404211:btcusd:triple_med_gx:lsma185_140 | 11404211:BTCUSD |
|---|---|---|
| Max Drawdown | -21.71% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -3.25% | -7.67% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 3.52 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-20 | -21.71 | 448 |
| 2024-12-05 | 2025-06-11 | -12.92 | 188 |
| 2023-07-14 | 2024-05-20 | -9.23 | 311 |
| 2024-06-05 | 2024-09-10 | -6.45 | 97 |
| 2024-09-12 | 2024-11-06 | -5.67 | 54 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.59 | 14 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 11404211:btcusd:triple_med_gx:lsma185_140 | 11404211:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -15.94% | -37.12% |
| Best Year | 36.23% | 155.54% |
| Worst Year | -3.44% | -62.52% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 4.69% | 7.63% |
| Avg. Down Week | -2.47% | -5.43% |
| Avg. Up Month | 5.94% | 13.71% |
| Avg. Down Month | -3.42% | -12.57% |
| Win Days % | 48.8% | 51.25% |
| Win Month % | 56.67% | 58.54% |
| Win Week % | 55.56% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |