| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 173.69% | 160.59% |
| Max Drawdown | -23.44% | -67.18% |
| Sharpe | 0.79 | 0.41 |
| Sortino | 1.33 | 0.59 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.46 | 1.07 |
| Common Sense Ratio | 2.48 | 1.06 |
| CPC Index | 0.98 | 0.66 |
| Tail Ratio | 1.69 | 0.99 |
| Outlier Win Ratio | 41.38 | 3.49 |
| Outlier Loss Ratio | 3.62 | 3.12 |
| Volatility (ann.) | 10.21% | 26.22% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.51 | 0.5 |
| Skew | 3.05 | 0.19 |
| Kurtosis | 76.16 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.36% |
| Expected Yearly % | 28.62% | 27.05% |
| Kelly Criterion | 14.38% | 10.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.23% |
| Expected Shortfall (cVaR) | -0.86% | -2.23% |
| Year | 11402458:BTCUSD | 11402458:btcusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 17.63 | -0.30 | + |
| 2023 | 155.54 | 23.21 | 0.15 | - |
| 2024 | 121.00 | 76.33 | 0.63 | - |
| 2025 | 11.80 | 7.10 | 0.60 | - |
| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 11.43% | 26.2% |
| 6M | 7.1% | -1.67% |
| YTD | 7.1% | 11.8% |
| 1Y | 64.11% | 56.98% |
| 3Y (ann.) | 36.42% | 72.09% |
| 5Y (ann.) | 35.29% | 33.31% |
| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| Max Drawdown | -23.44% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -2.69% | -7.19% |
| Avg. Drawdown Days | 25.0 | 37.0 |
| Recovery Factor | 7.41 | 2.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-04-11 | -23.44 | 377 |
| 2024-12-05 | 2025-04-21 | -12.53 | 136 |
| 2023-11-16 | 2024-02-26 | -7.96 | 102 |
| 2022-02-23 | 2022-02-24 | -7.63 | 1 |
| 2024-09-14 | 2024-10-12 | -5.69 | 28 |
| 2023-04-11 | 2023-06-16 | -4.95 | 65 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2023-07-14 | 2023-11-15 | -4.63 | 124 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| Best Day | 8.47% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.37% | 35.75% |
| Worst Week | -11.87% | -29.64% |
| Best Month | 28.98% | 43.77% |
| Worst Month | -15.37% | -37.12% |
| Best Year | 76.33% | 155.54% |
| Worst Year | 7.1% | -58.73% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 4.67% | 6.65% |
| Avg. Down Week | -1.82% | -5.9% |
| Avg. Up Month | 8.49% | 14.42% |
| Avg. Down Month | -4.18% | -15.98% |
| Win Days % | 51.57% | 51.27% |
| Win Month % | 65.62% | 58.54% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |