| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 52.39% | 202.31% |
| Max Drawdown | -22.21% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.67 | 0.58 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 47.89 | 3.35 |
| Outlier Loss Ratio | 3.44 | 3.15 |
| Volatility (ann.) | 9.92% | 26.03% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.59 | 0.57 |
| Skew | 1.0 | 0.18 |
| Kurtosis | 98.83 | 6.59 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.67% |
| Expected Yearly % | 11.11% | 31.86% |
| Kelly Criterion | 6.54% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.21% |
| Expected Shortfall (cVaR) | -0.84% | -2.21% |
| Year | 11402181:BTCUSD | 11402181:btcusd:triple_med_gx:lsma205_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 1.98 | -0.03 | + |
| 2023 | 155.54 | 12.81 | 0.08 | - |
| 2024 | 121.00 | 23.49 | 0.19 | - |
| 2025 | 27.10 | 7.27 | 0.27 | - |
| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| MTD | -1.62% | 10.71% |
| 3M | 2.32% | 41.88% |
| 6M | 7.27% | 22.91% |
| YTD | 7.27% | 27.1% |
| 1Y | 15.28% | 82.29% |
| 3Y (ann.) | 20.56% | 77.48% |
| 5Y (ann.) | 13.18% | 38.42% |
| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| Max Drawdown | -22.21% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -3.76% | -6.87% |
| Avg. Drawdown Days | 47.0 | 34.0 |
| Recovery Factor | 2.36 | 3.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-21 | -22.21 | 451 |
| 2024-06-07 | 2024-11-10 | -18.36 | 156 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-01 | 2025-04-11 | -8.06 | 130 |
| 2023-07-14 | 2024-03-20 | -5.51 | 250 |
| 2025-05-23 | 2025-07-17 | -4.22 | 55 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-02-26 | 2022-03-24 | -2.74 | 26 |
| 2025-04-15 | 2025-05-18 | -2.34 | 33 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -19.16% | -29.64% |
| Best Month | 21.76% | 43.77% |
| Worst Month | -19.16% | -37.12% |
| Best Year | 23.49% | 155.54% |
| Worst Year | 1.98% | -57.88% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.73% | 7.73% |
| Avg. Down Week | -2.95% | -5.37% |
| Avg. Up Month | 8.49% | 13.53% |
| Avg. Down Month | -5.01% | -13.56% |
| Win Days % | 51.53% | 51.34% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 44.23% | 51.38% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |