| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 71.97% | 147.16% |
| Max Drawdown | -25.98% | -67.18% |
| Sharpe | 0.46 | 0.39 |
| Sortino | 0.74 | 0.57 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 0.87 | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 0.7 | 0.99 |
| Outlier Win Ratio | 44.69 | 3.39 |
| Outlier Loss Ratio | 3.54 | 3.19 |
| Volatility (ann.) | 9.96% | 26.27% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.68 | 0.47 |
| Skew | 2.49 | 0.18 |
| Kurtosis | 73.58 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.23% |
| Expected Yearly % | 14.52% | 25.39% |
| Kelly Criterion | 6.6% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11402511:BTCUSD | 11402511:btcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.51 | -0.15 | + |
| 2023 | 155.54 | 17.09 | 0.11 | - |
| 2024 | 121.00 | 49.20 | 0.41 | - |
| 2025 | 16.76 | -10.11 | -0.60 | - |
| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.51% | 31.46% |
| 6M | -10.11% | 12.77% |
| YTD | -10.11% | 16.76% |
| 1Y | 25.09% | 56.84% |
| 3Y (ann.) | 9.37% | 55.31% |
| 5Y (ann.) | 17.75% | 31.36% |
| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| Max Drawdown | -25.98% | -67.18% |
| Longest DD Days | 459.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.67% |
| Avg. Drawdown Days | 43.0 | 38.0 |
| Recovery Factor | 2.77 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-07-13 | -25.98 | 459 |
| 2024-12-05 | 2025-06-11 | -16.69 | 188 |
| 2023-07-14 | 2024-06-05 | -9.63 | 327 |
| 2024-09-12 | 2024-10-11 | -5.36 | 28 |
| 2024-06-05 | 2024-08-08 | -4.93 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -11.62% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -19.69% | -37.12% |
| Best Year | 49.2% | 155.54% |
| Worst Year | -10.11% | -62.52% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.85% | -0.94% |
| Avg. Up Week | 3.67% | 6.9% |
| Avg. Down Week | -1.94% | -7.06% |
| Avg. Up Month | 6.06% | 14.46% |
| Avg. Down Month | -3.94% | -14.13% |
| Win Days % | 47.8% | 51.25% |
| Win Month % | 51.52% | 58.54% |
| Win Week % | 49.12% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |