| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 106.03% | 122.68% |
| Max Drawdown | -16.9% | -65.29% |
| Sharpe | 4.29 | 2.58 |
| Sortino | 10.22 | 4.05 |
| Payoff Ratio | 3.94 | 0.82 |
| Profit Factor | 2.51 | 1.55 |
| Common Sense Ratio | 8.42 | 2.04 |
| CPC Index | 2.94 | 0.73 |
| Tail Ratio | 3.36 | 1.32 |
| Outlier Win Ratio | 4.52 | 3.04 |
| Outlier Loss Ratio | 18.77 | 2.49 |
| Volatility (ann.) | 70.46% | 193.87% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.55 | 0.45 |
| Skew | 1.47 | -0.05 |
| Kurtosis | 5.62 | 4.79 |
| Expected Daily % | 0.76% | 0.85% |
| Expected Monthly % | 2.44% | 2.7% |
| Expected Yearly % | 19.81% | 22.16% |
| Kelly Criterion | 11.95% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -15.32% |
| Expected Shortfall (cVaR) | -5.24% | -15.32% |
| Year | 11438826:BTCUSD | 11438826:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.60 | 1.21 | -0.02 | + |
| 2023 | 161.28 | 21.84 | 0.14 | - |
| 2024 | 130.37 | 73.48 | 0.56 | - |
| 2025 | -16.68 | -3.70 | 0.22 | + |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| MTD | -0.18% | -16.36% |
| 3M | -3.7% | -16.68% |
| 6M | 24.97% | 38.66% |
| YTD | -3.7% | -16.68% |
| 1Y | 53.56% | 30.04% |
| 3Y (ann.) | 22.41% | 20.29% |
| 5Y (ann.) | 26.25% | 29.45% |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Max Drawdown | -16.9% | -65.29% |
| Longest DD Days | 446.0 | 695.0 |
| Avg. Drawdown | -2.36% | -22.34% |
| Avg. Drawdown Days | 52.0 | 197.0 |
| Recovery Factor | 6.28 | 1.88 |
| Ulcer Index | 1.0 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-01 | 2023-06-22 | -16.90 | 446 |
| 2023-07-13 | 2023-10-17 | -5.35 | 96 |
| 2024-06-10 | 2024-08-10 | -4.05 | 60 |
| 2025-02-01 | 2025-04-01 | -3.70 | 59 |
| 2023-12-24 | 2024-02-28 | -2.77 | 66 |
| 2024-05-19 | 2024-05-22 | -1.78 | 3 |
| 2024-03-22 | 2024-05-17 | -1.20 | 56 |
| 2024-11-07 | 2024-11-13 | -0.56 | 6 |
| 2024-10-08 | 2024-10-15 | -0.18 | 6 |
| 2022-03-26 | 2022-03-30 | -0.18 | 4 |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Best Day | 17.14% | 38.61% |
| Worst Day | -11.78% | -40.82% |
| Best Week | 17.14% | 36.45% |
| Worst Week | -11.78% | -40.82% |
| Best Month | 17.83% | 36.45% |
| Worst Month | -11.94% | -47.69% |
| Best Year | 73.48% | 161.28% |
| Worst Year | -3.7% | -55.6% |
| Avg. Up Day | 4.68% | 4.86% |
| Avg. Down Day | -1.19% | -5.96% |
| Avg. Up Week | 5.45% | 9.39% |
| Avg. Down Week | -2.04% | -9.77% |
| Avg. Up Month | 5.75% | 16.11% |
| Avg. Down Month | -3.86% | -15.87% |
| Win Days % | 29.79% | 57.45% |
| Win Month % | 65.52% | 58.62% |
| Win Week % | 46.3% | 64.81% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 50.0% |