| Metric | 11402516:btcusd:triple_med_gx:lsma205_135 | 11402516:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 112.71% | 177.72% |
| Max Drawdown | -24.65% | -67.18% |
| Sharpe | 0.59 | 0.43 |
| Sortino | 0.99 | 0.62 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 2.21 | 1.07 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.71 | 1.0 |
| Outlier Win Ratio | 38.8 | 3.59 |
| Outlier Loss Ratio | 3.64 | 3.26 |
| Volatility (ann.) | 10.71% | 26.26% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.04 | 0.54 |
| Skew | 3.35 | 0.19 |
| Kurtosis | 63.01 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.86% | 2.52% |
| Expected Yearly % | 20.77% | 29.09% |
| Kelly Criterion | 8.8% | 10.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11402516:BTCUSD | 11402516:btcusd:triple_med_gx:lsma205_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 13.26 | -0.23 | + |
| 2023 | 155.54 | 18.62 | 0.12 | - |
| 2024 | 121.00 | 63.70 | 0.53 | - |
| 2025 | 16.76 | -3.28 | -0.20 | - |
| Metric | 11402516:btcusd:triple_med_gx:lsma205_135 | 11402516:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.72% | 31.46% |
| 6M | -3.28% | 12.77% |
| YTD | -3.28% | 16.76% |
| 1Y | 42.62% | 56.84% |
| 3Y (ann.) | 21.07% | 55.31% |
| 5Y (ann.) | 25.66% | 36.23% |
| Metric | 11402516:btcusd:triple_med_gx:lsma205_135 | 11402516:BTCUSD |
|---|---|---|
| Max Drawdown | -24.65% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.2% | -7.09% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 4.57 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -24.65 | 476 |
| 2024-12-05 | 2025-06-11 | -11.78 | 188 |
| 2023-11-16 | 2024-03-11 | -7.35 | 116 |
| 2023-07-14 | 2023-10-16 | -6.44 | 94 |
| 2024-09-17 | 2024-10-12 | -5.54 | 24 |
| 2024-06-05 | 2024-08-08 | -5.40 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2023-10-17 | 2023-11-15 | -3.31 | 29 |
| 2024-03-11 | 2024-05-20 | -3.22 | 70 |
| Metric | 11402516:btcusd:triple_med_gx:lsma205_135 | 11402516: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 | -7.82% | -37.12% |
| Best Year | 63.7% | 155.54% |
| Worst Year | -3.28% | -57.88% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 4.29% | 7.14% |
| Avg. Down Week | -2.02% | -5.19% |
| Avg. Up Month | 7.02% | 15.46% |
| Avg. Down Month | -2.81% | -13.02% |
| Win Days % | 49.23% | 51.32% |
| Win Month % | 56.67% | 60.98% |
| Win Week % | 51.72% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |