| Metric | 11402235:btcusd:triple_med_gx:lsma195_135 | 11402235:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 61.58% | 172.16% |
| Max Drawdown | -22.34% | -67.18% |
| Sharpe | 0.42 | 0.42 |
| Sortino | 0.65 | 0.61 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 49.9 | 3.31 |
| Outlier Loss Ratio | 3.45 | 3.11 |
| Volatility (ann.) | 9.8% | 26.26% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.7 | 0.53 |
| Skew | 1.49 | 0.19 |
| Kurtosis | 102.9 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.47% |
| Expected Yearly % | 12.75% | 28.44% |
| Kelly Criterion | 7.73% | 7.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11402235:BTCUSD | 11402235:btcusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 7.62 | -0.13 | + |
| 2023 | 155.54 | 9.72 | 0.06 | - |
| 2024 | 121.00 | 22.66 | 0.19 | - |
| 2025 | 16.76 | 11.57 | 0.69 | - |
| Metric | 11402235:btcusd:triple_med_gx:lsma195_135 | 11402235:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.46% | 31.46% |
| 6M | 11.57% | 12.77% |
| YTD | 11.57% | 16.76% |
| 1Y | 25.36% | 56.84% |
| 3Y (ann.) | 13.35% | 55.31% |
| 5Y (ann.) | 15.59% | 35.29% |
| Metric | 11402235:btcusd:triple_med_gx:lsma195_135 | 11402235:BTCUSD |
|---|---|---|
| Max Drawdown | -22.34% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.37% | -7.19% |
| Avg. Drawdown Days | 42.0 | 37.0 |
| Recovery Factor | 2.76 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -22.34 | 436 |
| 2024-06-07 | 2024-11-11 | -18.73 | 156 |
| 2023-07-14 | 2024-03-20 | -10.81 | 250 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-06-11 | -3.47 | 23 |
| 2024-12-01 | 2025-04-09 | -2.82 | 128 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2023-06-22 | 2023-07-13 | -2.02 | 21 |
| 2025-04-19 | 2025-05-10 | -1.77 | 21 |
| Metric | 11402235:btcusd:triple_med_gx:lsma195_135 | 11402235:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 29.78% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 22.66% | 155.54% |
| Worst Year | 7.62% | -58.73% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 5.14% | 7.11% |
| Avg. Down Week | -3.08% | -5.01% |
| Avg. Up Month | 8.62% | 12.91% |
| Avg. Down Month | -4.31% | -10.55% |
| Win Days % | 50.27% | 51.29% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |