| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 124.17% | 112.61% |
| Max Drawdown | -17.01% | -65.16% |
| Sharpe | 4.38 | 2.46 |
| Sortino | 10.34 | 3.87 |
| Payoff Ratio | 3.82 | 0.8 |
| Profit Factor | 2.66 | 1.52 |
| Common Sense Ratio | 10.27 | 2.04 |
| CPC Index | 3.28 | 0.7 |
| Tail Ratio | 3.87 | 1.34 |
| Outlier Win Ratio | 5.2 | 3.48 |
| Outlier Loss Ratio | 16.86 | 2.34 |
| Volatility (ann.) | 75.82% | 193.71% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.75 | 0.42 |
| Skew | 1.59 | -0.08 |
| Kurtosis | 6.54 | 5.04 |
| Expected Daily % | 0.84% | 0.78% |
| Expected Monthly % | 2.64% | 2.46% |
| Expected Yearly % | 22.36% | 20.75% |
| Kelly Criterion | 14.57% | 4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.62% | -15.37% |
| Expected Shortfall (cVaR) | -5.62% | -15.37% |
| Year | 11438829:BTCUSD | 11438829:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.86 | -0.90 | 0.02 | + |
| 2023 | 156.18 | 19.83 | 0.13 | - |
| 2024 | 131.79 | 92.80 | 0.70 | - |
| 2025 | -17.01 | -2.09 | 0.12 | + |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| MTD | -0.18% | -15.7% |
| 3M | -2.09% | -17.01% |
| 6M | 30.08% | 31.07% |
| YTD | -2.09% | -17.01% |
| 1Y | 68.62% | 26.38% |
| 3Y (ann.) | 27.6% | 20.29% |
| 5Y (ann.) | 29.79% | 27.59% |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Max Drawdown | -17.01% | -65.16% |
| Longest DD Days | 373.0 | 695.0 |
| Avg. Drawdown | -2.18% | -22.31% |
| Avg. Drawdown Days | 40.0 | 197.0 |
| Recovery Factor | 7.3 | 1.73 |
| Ulcer Index | 1.0 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-06-22 | -17.01 | 373 |
| 2024-06-10 | 2024-08-11 | -5.47 | 61 |
| 2023-07-13 | 2023-10-17 | -4.86 | 96 |
| 2025-02-01 | 2025-04-01 | -3.70 | 59 |
| 2023-12-24 | 2024-02-28 | -2.99 | 66 |
| 2024-05-19 | 2024-05-22 | -1.78 | 3 |
| 2022-04-01 | 2022-04-14 | -1.03 | 12 |
| 2024-11-07 | 2024-11-13 | -0.56 | 6 |
| 2024-09-06 | 2024-09-23 | -0.18 | 17 |
| 2024-11-04 | 2024-11-06 | -0.18 | 2 |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Best Day | 17.3% | 38.08% |
| Worst Day | -12.8% | -42.54% |
| Best Week | 17.3% | 38.08% |
| Worst Week | -12.8% | -42.54% |
| Best Month | 17.83% | 36.75% |
| Worst Month | -12.96% | -49.81% |
| Best Year | 92.8% | 156.18% |
| Worst Year | -2.09% | -56.86% |
| Avg. Up Day | 4.57% | 4.76% |
| Avg. Down Day | -1.2% | -5.92% |
| Avg. Up Week | 5.56% | 9.05% |
| Avg. Down Week | -2.12% | -8.89% |
| Avg. Up Month | 6.64% | 14.47% |
| Avg. Down Month | -3.14% | -12.55% |
| Win Days % | 32.29% | 57.29% |
| Win Month % | 63.33% | 60.0% |
| Win Week % | 48.28% | 62.07% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 50.0% |