| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 134.0% | 139.34% |
| Max Drawdown | -15.65% | -65.05% |
| Sharpe | 5.26 | 3.14 |
| Sortino | 14.09 | 4.96 |
| Payoff Ratio | 4.99 | 0.75 |
| Profit Factor | 3.7 | 1.67 |
| Common Sense Ratio | 27.87 | 2.53 |
| CPC Index | 6.07 | 0.76 |
| Tail Ratio | 7.52 | 1.52 |
| Outlier Win Ratio | 4.78 | 3.06 |
| Outlier Loss Ratio | 24.33 | 2.34 |
| Volatility (ann.) | 90.83% | 234.76% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.02 | 0.5 |
| Skew | 2.11 | -0.24 |
| Kurtosis | 10.04 | 3.2 |
| Expected Daily % | 1.2% | 1.24% |
| Expected Monthly % | 2.97% | 3.06% |
| Expected Yearly % | 23.68% | 24.38% |
| Kelly Criterion | 19.4% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.51% | -18.2% |
| Expected Shortfall (cVaR) | -6.51% | -18.2% |
| Year | 11402513:BTCUSD | 11402513:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.46 | 18.51 | -0.36 | + |
| 2023 | 158.31 | 24.12 | 0.15 | - |
| 2024 | 129.77 | 67.61 | 0.52 | - |
| 2025 | -16.92 | -5.09 | 0.30 | + |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| MTD | -0.18% | -15.14% |
| 3M | -5.09% | -16.92% |
| 6M | 16.53% | 38.94% |
| YTD | -5.09% | -16.92% |
| 1Y | 51.78% | 15.08% |
| 3Y (ann.) | 20.48% | 20.29% |
| 5Y (ann.) | 31.54% | 32.5% |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -65.05% |
| Longest DD Days | 446.0 | 696.0 |
| Avg. Drawdown | -1.66% | -36.42% |
| Avg. Drawdown Days | 44.0 | 307.0 |
| Recovery Factor | 8.56 | 2.14 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-01 | 2023-06-22 | -15.65 | 446 |
| 2025-02-01 | 2025-04-01 | -5.09 | 59 |
| 2023-07-13 | 2023-10-16 | -2.74 | 94 |
| 2023-12-24 | 2024-02-28 | -0.95 | 65 |
| 2024-06-03 | 2024-06-05 | -0.18 | 2 |
| 2022-03-26 | 2022-03-30 | -0.18 | 4 |
| 2023-11-13 | 2023-11-18 | -0.18 | 4 |
| 2024-03-10 | 2024-03-11 | -0.18 | 1 |
| 2024-05-19 | 2024-05-22 | -0.18 | 3 |
| 2024-06-10 | 2024-06-12 | -0.18 | 2 |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Best Day | 24.94% | 35.8% |
| Worst Day | -13.67% | -45.11% |
| Best Week | 24.94% | 34.8% |
| Worst Week | -13.67% | -45.11% |
| Best Month | 33.79% | 43.21% |
| Worst Month | -13.83% | -52.53% |
| Best Year | 67.61% | 158.31% |
| Worst Year | -5.09% | -51.46% |
| Avg. Up Day | 5.53% | 5.72% |
| Avg. Down Day | -1.11% | -7.6% |
| Avg. Up Week | 5.96% | 11.93% |
| Avg. Down Week | -1.81% | -11.24% |
| Avg. Up Month | 7.9% | 20.37% |
| Avg. Down Month | -3.71% | -20.58% |
| Win Days % | 32.86% | 60.0% |
| Win Month % | 60.71% | 60.71% |
| Win Week % | 47.83% | 60.87% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 50.0% |