| Metric | 11402460:btcusd:triple_med_gx:lsma205_135 | 11402460:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 204.39% | 165.91% |
| Max Drawdown | -23.01% | -67.18% |
| Sharpe | 0.83 | 0.41 |
| Sortino | 1.41 | 0.6 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.46 | 1.07 |
| Common Sense Ratio | 3.22 | 1.07 |
| CPC Index | 0.98 | 0.66 |
| Tail Ratio | 2.2 | 1.0 |
| Outlier Win Ratio | 38.15 | 3.6 |
| Outlier Loss Ratio | 3.59 | 3.17 |
| Volatility (ann.) | 10.76% | 26.22% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.73 | 0.51 |
| Skew | 2.91 | 0.19 |
| Kurtosis | 66.04 | 6.51 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 2.41% |
| Expected Yearly % | 32.09% | 27.7% |
| Kelly Criterion | 14.64% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11402460:BTCUSD | 11402460:btcusd:triple_med_gx:lsma205_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 14.38 | -0.25 | + |
| 2023 | 155.54 | 26.32 | 0.17 | - |
| 2024 | 121.00 | 85.71 | 0.71 | - |
| 2025 | 11.80 | 13.44 | 1.14 | + |
| Metric | 11402460:btcusd:triple_med_gx:lsma205_135 | 11402460:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 18.02% | 26.2% |
| 6M | 13.44% | -1.67% |
| YTD | 13.44% | 11.8% |
| 1Y | 82.48% | 56.98% |
| 3Y (ann.) | 42.64% | 72.09% |
| 5Y (ann.) | 39.79% | 34.22% |
| Metric | 11402460:btcusd:triple_med_gx:lsma205_135 | 11402460:BTCUSD |
|---|---|---|
| Max Drawdown | -23.01% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.88% | -7.09% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 8.88 | 2.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-04-11 | -23.01 | 301 |
| 2024-12-05 | 2025-04-12 | -10.97 | 128 |
| 2022-02-23 | 2022-02-24 | -7.63 | 1 |
| 2024-09-14 | 2024-10-14 | -7.61 | 30 |
| 2023-11-16 | 2024-02-26 | -7.51 | 102 |
| 2022-03-02 | 2022-03-28 | -6.90 | 26 |
| 2024-08-09 | 2024-09-10 | -6.02 | 32 |
| 2023-04-11 | 2023-06-16 | -5.04 | 66 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2023-07-14 | 2023-10-16 | -4.55 | 94 |
| Metric | 11402460:btcusd:triple_med_gx:lsma205_135 | 11402460:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 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 | -11.55% | -37.12% |
| Best Year | 85.71% | 155.54% |
| Worst Year | 13.44% | -57.88% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 4.98% | 6.29% |
| Avg. Down Week | -2.19% | -7.26% |
| Avg. Up Month | 7.96% | 15.23% |
| Avg. Down Month | -3.47% | -15.76% |
| Win Days % | 51.8% | 51.29% |
| Win Month % | 69.7% | 58.54% |
| Win Week % | 62.5% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |