| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 141.47% | 142.49% |
| Max Drawdown | -29.21% | -67.18% |
| Sharpe | 0.59 | 0.36 |
| Sortino | 0.96 | 0.51 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.88 | 1.04 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.46 | 0.98 |
| Outlier Win Ratio | 36.55 | 3.67 |
| Outlier Loss Ratio | 3.62 | 3.28 |
| Volatility (ann.) | 10.77% | 25.41% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.89 | 0.39 |
| Skew | 2.46 | 0.17 |
| Kurtosis | 60.13 | 6.72 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.89% | 1.9% |
| Expected Yearly % | 24.66% | 24.79% |
| Kelly Criterion | 9.1% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.16% |
| Expected Shortfall (cVaR) | -0.91% | -2.16% |
| Year | 11402462:BTCUSD | 11402462:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -2.24 | 0.04 | + |
| 2023 | 155.54 | 20.00 | 0.13 | - |
| 2024 | 121.00 | 101.63 | 0.84 | - |
| 2025 | -1.03 | 2.08 | -2.03 | + |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 0.72% | -17.17% |
| 6M | -4.1% | -16.23% |
| YTD | 2.08% | -1.03% |
| 1Y | 2.08% | -5.06% |
| 3Y (ann.) | 34.27% | 75.28% |
| 5Y (ann.) | 26.13% | 26.27% |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Max Drawdown | -29.21% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -3.58% | -7.46% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 4.84 | 2.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -29.21 | 498 |
| 2024-12-05 | 2025-04-21 | -12.72 | 136 |
| 2025-10-06 | 2025-12-10 | -11.64 | 64 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2025-05-23 | 2025-10-05 | -8.90 | 135 |
| 2023-11-16 | 2024-02-27 | -7.97 | 103 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2024-08-09 | 2024-09-10 | -5.71 | 32 |
| 2023-07-14 | 2023-10-16 | -5.38 | 94 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.24% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 28.12% | 43.77% |
| Worst Month | -12.55% | -37.12% |
| Best Year | 101.63% | 155.54% |
| Worst Year | -2.24% | -56.62% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 5.01% | 6.88% |
| Avg. Down Week | -2.43% | -5.8% |
| Avg. Up Month | 8.52% | 15.36% |
| Avg. Down Month | -3.07% | -12.54% |
| Win Days % | 50.17% | 51.44% |
| Win Month % | 54.05% | 59.57% |
| Win Week % | 49.3% | 50.5% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |