| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 61.9% | 156.91% |
| Max Drawdown | -18.19% | -67.18% |
| Sharpe | 0.44 | 0.4 |
| Sortino | 0.72 | 0.58 |
| Payoff Ratio | 1.28 | 1.15 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 0.03 | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 0.02 | 0.99 |
| Outlier Win Ratio | 50.89 | 3.3 |
| Outlier Loss Ratio | 3.52 | 3.1 |
| Volatility (ann.) | 9.14% | 26.25% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.86 | 0.49 |
| Skew | 2.82 | 0.18 |
| Kurtosis | 81.83 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.33% |
| Expected Yearly % | 12.8% | 26.6% |
| Kelly Criterion | 5.83% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11402509:BTCUSD | 11402509:btcusd:triple_med_gx:lsma170_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 22.67 | -0.37 | + |
| 2023 | 155.54 | 3.17 | 0.02 | - |
| 2024 | 121.00 | 47.58 | 0.39 | - |
| 2025 | 16.76 | -13.31 | -0.79 | - |
| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.07% | 31.46% |
| 6M | -13.31% | 12.77% |
| YTD | -13.31% | 16.76% |
| 1Y | 12.42% | 56.84% |
| 3Y (ann.) | 11.12% | 55.31% |
| 5Y (ann.) | 15.58% | 32.77% |
| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| Max Drawdown | -18.19% | -67.18% |
| Longest DD Days | 332.0 | 683.0 |
| Avg. Drawdown | -2.72% | -7.07% |
| Avg. Drawdown Days | 32.0 | 37.0 |
| Recovery Factor | 3.4 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -18.19 | 188 |
| 2022-05-13 | 2022-10-26 | -16.26 | 166 |
| 2023-05-23 | 2024-04-19 | -8.60 | 332 |
| 2022-04-10 | 2022-05-13 | -8.43 | 32 |
| 2024-10-09 | 2024-11-06 | -4.74 | 27 |
| 2022-02-27 | 2022-03-27 | -4.53 | 28 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2022-10-26 | 2022-10-31 | -3.12 | 5 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.49 | 14 |
| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -9.06% | -29.64% |
| Best Month | 16.75% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 47.58% | 155.54% |
| Worst Year | -13.31% | -61.04% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.84% | -0.95% |
| Avg. Up Week | 3.66% | 7.19% |
| Avg. Down Week | -1.78% | -5.42% |
| Avg. Up Month | 5.62% | 11.97% |
| Avg. Down Month | -2.33% | -11.78% |
| Win Days % | 47.09% | 51.26% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 52.54% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |