| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 96.72% | 147.16% |
| Max Drawdown | -26.5% | -67.18% |
| Sharpe | 0.55 | 0.39 |
| Sortino | 0.88 | 0.57 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 45.04 | 3.42 |
| Outlier Loss Ratio | 3.35 | 3.15 |
| Volatility (ann.) | 10.12% | 26.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.85 | 0.47 |
| Skew | 1.92 | 0.18 |
| Kurtosis | 74.97 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.23% |
| Expected Yearly % | 18.43% | 25.39% |
| Kelly Criterion | 9.17% | 10.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.23% |
| Expected Shortfall (cVaR) | -0.86% | -2.23% |
| Year | 11402456:BTCUSD | 11402456:btcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 3.52 | -0.06 | + |
| 2023 | 155.54 | 17.81 | 0.11 | - |
| 2024 | 121.00 | 58.56 | 0.48 | - |
| 2025 | 16.76 | 1.72 | 0.10 | - |
| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.78% | 31.46% |
| 6M | 1.72% | 12.77% |
| YTD | 1.72% | 16.76% |
| 1Y | 38.18% | 56.84% |
| 3Y (ann.) | 17.8% | 55.31% |
| 5Y (ann.) | 22.62% | 31.36% |
| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| Max Drawdown | -26.5% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -2.96% | -7.67% |
| Avg. Drawdown Days | 29.0 | 38.0 |
| Recovery Factor | 3.65 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-11 | 2023-06-21 | -26.50 | 405 |
| 2024-12-05 | 2025-06-11 | -15.07 | 188 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-11-16 | 2024-02-27 | -7.80 | 103 |
| 2023-07-14 | 2023-11-15 | -6.06 | 124 |
| 2024-09-12 | 2024-11-05 | -5.50 | 53 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-05-21 | 2024-06-04 | -3.26 | 14 |
| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 15.24% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 28.12% | 43.77% |
| Worst Month | -20.26% | -37.12% |
| Best Year | 58.56% | 155.54% |
| Worst Year | 1.72% | -62.52% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 5.42% | 6.94% |
| Avg. Down Week | -2.78% | -7.97% |
| Avg. Up Month | 7.63% | 14.27% |
| Avg. Down Month | -4.0% | -13.07% |
| Win Days % | 49.64% | 51.25% |
| Win Month % | 54.55% | 58.54% |
| Win Week % | 54.9% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |