| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 122.03% | 150.35% |
| Max Drawdown | -20.35% | -64.85% |
| Sharpe | 4.91 | 3.25 |
| Sortino | 10.37 | 5.34 |
| Payoff Ratio | 3.87 | 0.93 |
| Profit Factor | 2.72 | 1.69 |
| Common Sense Ratio | 8.83 | 2.16 |
| CPC Index | 3.51 | 0.86 |
| Tail Ratio | 3.25 | 1.28 |
| Outlier Win Ratio | 4.2 | 2.69 |
| Outlier Loss Ratio | 16.38 | 2.7 |
| Volatility (ann.) | 93.78% | 232.11% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.52 | 0.56 |
| Skew | 0.71 | -0.02 |
| Kurtosis | 3.57 | 3.15 |
| Expected Daily % | 1.15% | 1.32% |
| Expected Monthly % | 2.61% | 3.0% |
| Expected Yearly % | 22.07% | 25.79% |
| Kelly Criterion | 16.1% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.81% | -17.92% |
| Expected Shortfall (cVaR) | -6.81% | -17.92% |
| Year | 11402464:BTCUSD | 11402464:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.92 | -3.77 | 0.07 | + |
| 2023 | 158.54 | 19.25 | 0.12 | - |
| 2024 | 129.85 | 103.32 | 0.80 | - |
| 2025 | -2.21 | -4.84 | 2.19 | - |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| MTD | -4.67% | -6.57% |
| 3M | 14.09% | 22.32% |
| 6M | 52.88% | 60.36% |
| YTD | -4.84% | -2.21% |
| 1Y | 93.49% | 124.77% |
| 3Y (ann.) | 30.94% | 36.36% |
| 5Y (ann.) | 30.94% | 36.36% |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Max Drawdown | -20.35% | -64.85% |
| Longest DD Days | 373.0 | 688.0 |
| Avg. Drawdown | -2.18% | -21.11% |
| Avg. Drawdown Days | 41.0 | 181.0 |
| Recovery Factor | 6.0 | 2.32 |
| Ulcer Index | 1.06 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-06-22 | -20.35 | 373 |
| 2025-01-31 | 2025-02-10 | -5.79 | 9 |
| 2024-06-09 | 2024-08-10 | -4.34 | 61 |
| 2023-07-12 | 2023-10-17 | -2.38 | 97 |
| 2023-11-13 | 2024-02-27 | -2.13 | 105 |
| 2024-11-10 | 2024-11-13 | -0.18 | 3 |
| 2024-10-08 | 2024-10-18 | -0.18 | 10 |
| 2024-09-05 | 2024-09-22 | -0.18 | 16 |
| 2022-03-25 | 2022-03-30 | -0.18 | 4 |
| 2024-03-22 | 2024-03-23 | -0.18 | 1 |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Best Day | 16.72% | 40.4% |
| Worst Day | -15.92% | -42.7% |
| Best Week | 16.72% | 30.4% |
| Worst Week | -15.92% | -42.7% |
| Best Month | 28.12% | 36.52% |
| Worst Month | -16.07% | -51.73% |
| Best Year | 103.32% | 158.54% |
| Worst Year | -4.84% | -56.92% |
| Avg. Up Day | 6.07% | 6.26% |
| Avg. Down Day | -1.57% | -6.77% |
| Avg. Up Week | 6.9% | 11.35% |
| Avg. Down Week | -1.73% | -8.35% |
| Avg. Up Month | 7.32% | 14.1% |
| Avg. Down Month | -3.38% | -12.88% |
| Win Days % | 33.33% | 55.07% |
| Win Month % | 56.67% | 60.0% |
| Win Week % | 42.31% | 53.85% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |