| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 89.6% | 154.34% |
| Max Drawdown | -29.65% | -67.18% |
| Sharpe | 0.46 | 0.37 |
| Sortino | 0.73 | 0.54 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.81 | 1.04 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 37.63 | 3.6 |
| Outlier Loss Ratio | 3.7 | 3.3 |
| Volatility (ann.) | 10.64% | 25.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.63 | 0.42 |
| Skew | 2.48 | 0.18 |
| Kurtosis | 63.34 | 6.8 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.4% | 2.05% |
| Expected Yearly % | 17.34% | 26.29% |
| Kelly Criterion | 6.3% | 10.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.16% |
| Expected Shortfall (cVaR) | -0.9% | -2.16% |
| Year | 11438826:BTCUSD | 11438826:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 1.03 | -0.02 | + |
| 2023 | 155.54 | 21.84 | 0.14 | - |
| 2024 | 121.00 | 73.48 | 0.61 | - |
| 2025 | 2.28 | -11.22 | -4.93 | - |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -0.85% | -18.73% |
| 6M | -3.04% | -7.45% |
| YTD | -11.22% | 2.28% |
| 1Y | -8.74% | 5.34% |
| 3Y (ann.) | 23.43% | 78.97% |
| 5Y (ann.) | 18.67% | 28.38% |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Max Drawdown | -29.65% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.72% | -7.1% |
| Avg. Drawdown Days | 41.0 | 33.0 |
| Recovery Factor | 3.02 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -29.65 | 476 |
| 2024-12-05 | 2025-11-17 | -17.08 | 346 |
| 2023-07-14 | 2023-11-15 | -8.53 | 124 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-06-05 | 2024-08-08 | -6.60 | 63 |
| 2024-09-17 | 2024-10-14 | -6.28 | 26 |
| 2023-11-16 | 2024-02-28 | -6.03 | 104 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-13 | 2024-12-05 | -3.38 | 21 |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 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 | -11.94% | -37.12% |
| Best Year | 73.48% | 155.54% |
| Worst Year | -11.22% | -55.97% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.52% | 7.62% |
| Avg. Down Week | -2.72% | -4.78% |
| Avg. Up Month | 7.05% | 15.54% |
| Avg. Down Month | -3.93% | -14.38% |
| Win Days % | 48.36% | 51.5% |
| Win Month % | 60.0% | 58.7% |
| Win Week % | 52.78% | 50.75% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |