| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 87.77% | 137.35% |
| Max Drawdown | -23.77% | -67.18% |
| Sharpe | 0.47 | 0.35 |
| Sortino | 0.75 | 0.51 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.56 | 1.04 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 41.91 | 3.51 |
| Outlier Loss Ratio | 3.68 | 3.22 |
| Volatility (ann.) | 10.11% | 25.39% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.77 | 0.39 |
| Skew | 2.66 | 0.17 |
| Kurtosis | 72.73 | 6.75 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 1.9% |
| Expected Yearly % | 17.06% | 24.12% |
| Kelly Criterion | 6.43% | 11.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.16% |
| Expected Shortfall (cVaR) | -0.86% | -2.16% |
| Year | 11438823:BTCUSD | 11438823:btcusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.17 | -0.26 | + |
| 2023 | 155.54 | 16.39 | 0.11 | - |
| 2024 | 121.00 | 67.34 | 0.56 | - |
| 2025 | 1.83 | -16.29 | -8.92 | - |
| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823:BTCUSD |
|---|---|---|
| MTD | -2.66% | -13.23% |
| 3M | -5.98% | -19.07% |
| 6M | -8.05% | -7.85% |
| YTD | -16.29% | 1.83% |
| 1Y | -13.84% | 4.88% |
| 3Y (ann.) | 18.44% | 78.71% |
| 5Y (ann.) | 18.32% | 25.96% |
| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823:BTCUSD |
|---|---|---|
| Max Drawdown | -23.77% | -67.18% |
| Longest DD Days | 435.0 | 683.0 |
| Avg. Drawdown | -3.07% | -7.56% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 3.69 | 2.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-20 | -23.77 | 435 |
| 2024-12-05 | 2025-11-17 | -19.55 | 346 |
| 2023-07-14 | 2024-02-28 | -7.87 | 229 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-06-05 | 2024-08-08 | -5.77 | 63 |
| 2024-09-14 | 2024-10-11 | -5.12 | 27 |
| 2022-03-02 | 2022-03-27 | -4.79 | 25 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-11-13 | 2024-12-05 | -3.38 | 21 |
| 2024-05-21 | 2024-06-04 | -2.74 | 14 |
| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 17.83% | 43.77% |
| Worst Month | -16.66% | -37.12% |
| Best Year | 67.34% | 155.54% |
| Worst Year | -16.29% | -58.73% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.63% | 7.85% |
| Avg. Down Week | -2.91% | -5.09% |
| Avg. Up Month | 6.72% | 14.83% |
| Avg. Down Month | -5.22% | -13.76% |
| Win Days % | 47.93% | 51.46% |
| Win Month % | 65.71% | 58.7% |
| Win Week % | 53.62% | 50.0% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |