| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 117.23% | 110.05% |
| Max Drawdown | -18.59% | -65.04% |
| Sharpe | 4.28 | 2.43 |
| Sortino | 9.95 | 3.83 |
| Payoff Ratio | 4.01 | 0.87 |
| Profit Factor | 2.54 | 1.51 |
| Common Sense Ratio | 7.45 | 1.78 |
| CPC Index | 3.08 | 0.74 |
| Tail Ratio | 2.93 | 1.17 |
| Outlier Win Ratio | 4.69 | 3.27 |
| Outlier Loss Ratio | 16.87 | 2.4 |
| Volatility (ann.) | 74.7% | 193.18% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.54 | 0.42 |
| Skew | 1.46 | -0.04 |
| Kurtosis | 5.82 | 4.64 |
| Expected Daily % | 0.8% | 0.77% |
| Expected Monthly % | 2.53% | 2.42% |
| Expected Yearly % | 21.4% | 20.39% |
| Kelly Criterion | 12.79% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.56% | -15.34% |
| Expected Shortfall (cVaR) | -5.56% | -15.34% |
| Year | 11438830:BTCUSD | 11438830:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.37 | -3.81 | 0.07 | + |
| 2023 | 152.73 | 17.47 | 0.11 | - |
| 2024 | 137.72 | 96.89 | 0.70 | - |
| 2025 | -17.98 | -2.36 | 0.13 | + |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| MTD | -0.18% | -15.47% |
| 3M | -2.36% | -17.98% |
| 6M | 32.98% | 31.07% |
| YTD | -2.36% | -17.98% |
| 1Y | 71.74% | 26.38% |
| 3Y (ann.) | 26.67% | 20.29% |
| 5Y (ann.) | 28.54% | 27.15% |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Max Drawdown | -18.59% | -65.04% |
| Longest DD Days | 446.0 | 695.0 |
| Avg. Drawdown | -2.41% | -18.57% |
| Avg. Drawdown Days | 48.0 | 167.0 |
| Recovery Factor | 6.31 | 1.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-01 | 2023-06-22 | -18.59 | 446 |
| 2024-06-10 | 2024-08-11 | -5.16 | 62 |
| 2023-07-13 | 2023-10-17 | -4.94 | 96 |
| 2023-12-24 | 2024-02-28 | -4.29 | 66 |
| 2025-02-01 | 2025-04-01 | -3.70 | 59 |
| 2024-05-19 | 2024-05-22 | -1.78 | 3 |
| 2024-11-07 | 2024-11-13 | -0.56 | 6 |
| 2022-03-06 | 2022-03-30 | -0.37 | 24 |
| 2024-11-04 | 2024-11-06 | -0.18 | 2 |
| 2024-03-22 | 2024-03-23 | -0.18 | 1 |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Best Day | 17.3% | 37.62% |
| Worst Day | -12.8% | -41.2% |
| Best Week | 17.3% | 38.61% |
| Worst Week | -12.8% | -41.2% |
| Best Month | 17.83% | 38.61% |
| Worst Month | -12.96% | -48.64% |
| Best Year | 96.89% | 152.73% |
| Worst Year | -3.81% | -57.37% |
| Avg. Up Day | 4.83% | 5.02% |
| Avg. Down Day | -1.21% | -5.78% |
| Avg. Up Week | 5.74% | 9.39% |
| Avg. Down Week | -1.97% | -8.36% |
| Avg. Up Month | 6.73% | 14.58% |
| Avg. Down Month | -2.98% | -12.92% |
| Win Days % | 30.21% | 56.25% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 44.83% | 60.34% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 50.0% |