| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 120.2% | 172.16% |
| Max Drawdown | -20.48% | -67.18% |
| Sharpe | 0.63 | 0.42 |
| Sortino | 1.08 | 0.61 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 41.0 | 3.52 |
| Outlier Loss Ratio | 3.65 | 3.19 |
| Volatility (ann.) | 10.37% | 26.26% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.31 | 0.53 |
| Skew | 3.71 | 0.19 |
| Kurtosis | 69.83 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.94% | 2.47% |
| Expected Yearly % | 21.82% | 28.44% |
| Kelly Criterion | 9.79% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.23% |
| Expected Shortfall (cVaR) | -0.88% | -2.23% |
| Year | 11402514:BTCUSD | 11402514:btcusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 21.01 | -0.36 | + |
| 2023 | 155.54 | 21.10 | 0.14 | - |
| 2024 | 121.00 | 54.98 | 0.45 | - |
| 2025 | 16.76 | -3.04 | -0.18 | - |
| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.97% | 31.46% |
| 6M | -3.04% | 12.77% |
| YTD | -3.04% | 16.76% |
| 1Y | 35.84% | 56.84% |
| 3Y (ann.) | 20.01% | 55.31% |
| 5Y (ann.) | 26.91% | 35.29% |
| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| Max Drawdown | -20.48% | -67.18% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -3.25% | -7.19% |
| Avg. Drawdown Days | 38.0 | 37.0 |
| Recovery Factor | 5.87 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2023-06-20 | -20.48 | 371 |
| 2024-12-05 | 2025-06-11 | -12.15 | 188 |
| 2023-11-16 | 2024-03-11 | -7.56 | 116 |
| 2022-03-02 | 2022-03-29 | -7.24 | 27 |
| 2024-09-14 | 2024-11-06 | -6.75 | 53 |
| 2023-07-14 | 2023-10-16 | -5.58 | 94 |
| 2024-06-05 | 2024-08-08 | -4.93 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-10 | 2022-06-14 | -4.14 | 64 |
| 2024-03-11 | 2024-05-20 | -3.58 | 70 |
| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -8.83% | -37.12% |
| Best Year | 54.98% | 155.54% |
| Worst Year | -3.04% | -58.73% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 4.21% | 7.04% |
| Avg. Down Week | -2.19% | -5.95% |
| Avg. Up Month | 6.25% | 14.69% |
| Avg. Down Month | -3.32% | -13.28% |
| Win Days % | 48.78% | 51.29% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 55.36% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |