| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 120.28% | 186.07% |
| Max Drawdown | -23.61% | -67.18% |
| Sharpe | 0.6 | 0.44 |
| Sortino | 1.0 | 0.63 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.93 | 1.07 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.5 | 1.0 |
| Outlier Win Ratio | 36.01 | 3.63 |
| Outlier Loss Ratio | 3.71 | 3.3 |
| Volatility (ann.) | 11.01% | 26.21% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.15 | 0.56 |
| Skew | 3.08 | 0.19 |
| Kurtosis | 57.34 | 6.56 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.94% | 2.6% |
| Expected Yearly % | 21.83% | 30.05% |
| Kelly Criterion | 8.63% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11402518:BTCUSD | 11402518:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 9.59 | -0.17 | + |
| 2023 | 155.54 | 19.55 | 0.13 | - |
| 2024 | 121.00 | 76.49 | 0.63 | - |
| 2025 | 16.76 | -4.73 | -0.28 | - |
| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.2% | 31.46% |
| 6M | -4.73% | 12.77% |
| YTD | -4.73% | 16.76% |
| 1Y | 49.52% | 56.84% |
| 3Y (ann.) | 21.93% | 55.31% |
| 5Y (ann.) | 27.05% | 37.53% |
| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518:BTCUSD |
|---|---|---|
| Max Drawdown | -23.61% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -3.02% | -6.82% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | 5.09 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-22 | -23.61 | 477 |
| 2024-12-05 | 2025-06-11 | -11.89 | 188 |
| 2024-06-05 | 2024-08-08 | -7.37 | 64 |
| 2023-07-14 | 2023-10-16 | -6.31 | 94 |
| 2023-11-16 | 2024-03-11 | -6.01 | 116 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 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 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518: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 | -8.88% | -37.12% |
| Best Year | 76.49% | 155.54% |
| Worst Year | -4.73% | -56.62% |
| Avg. Up Day | 1.02% | 1.02% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.22% | 6.74% |
| Avg. Down Week | -2.35% | -5.21% |
| Avg. Up Month | 7.51% | 15.53% |
| Avg. Down Month | -3.8% | -12.4% |
| Win Days % | 49.36% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 59.68% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |