| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 123.94% | 122.68% |
| Max Drawdown | -14.45% | -65.28% |
| Sharpe | 4.5 | 2.58 |
| Sortino | 10.99 | 4.05 |
| Payoff Ratio | 4.08 | 0.84 |
| Profit Factor | 2.7 | 1.55 |
| Common Sense Ratio | 10.34 | 2.19 |
| CPC Index | 3.4 | 0.75 |
| Tail Ratio | 3.83 | 1.41 |
| Outlier Win Ratio | 4.91 | 3.39 |
| Outlier Loss Ratio | 18.8 | 2.5 |
| Volatility (ann.) | 75.12% | 196.17% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.05 | 0.45 |
| Skew | 1.63 | -0.11 |
| Kurtosis | 5.99 | 5.03 |
| Expected Daily % | 0.85% | 0.85% |
| Expected Monthly % | 2.72% | 2.7% |
| Expected Yearly % | 22.33% | 22.16% |
| Kelly Criterion | 13.91% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.54% | -15.5% |
| Expected Shortfall (cVaR) | -5.54% | -15.5% |
| Year | 11438827:BTCUSD | 11438827:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.58 | 5.47 | -0.10 | + |
| 2023 | 160.62 | 20.63 | 0.13 | - |
| 2024 | 131.23 | 82.77 | 0.63 | - |
| 2025 | -16.81 | -3.70 | 0.22 | + |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| MTD | -0.18% | -16.36% |
| 3M | -3.7% | -16.81% |
| 6M | 26.68% | 31.9% |
| YTD | -3.7% | -16.81% |
| 1Y | 61.12% | 29.52% |
| 3Y (ann.) | 25.54% | 20.29% |
| 5Y (ann.) | 29.69% | 29.45% |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -65.28% |
| Longest DD Days | 373.0 | 695.0 |
| Avg. Drawdown | -2.22% | -22.33% |
| Avg. Drawdown Days | 46.0 | 197.0 |
| Recovery Factor | 8.57 | 1.88 |
| Ulcer Index | 1.0 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-06-22 | -14.45 | 373 |
| 2024-06-10 | 2024-08-10 | -6.38 | 61 |
| 2023-07-13 | 2023-10-17 | -4.58 | 96 |
| 2025-02-01 | 2025-04-01 | -3.70 | 59 |
| 2023-12-24 | 2024-02-28 | -2.99 | 66 |
| 2024-05-19 | 2024-05-22 | -1.78 | 3 |
| 2022-04-01 | 2022-04-13 | -1.03 | 12 |
| 2024-03-22 | 2024-05-17 | -0.79 | 56 |
| 2024-11-07 | 2024-11-13 | -0.56 | 6 |
| 2024-06-02 | 2024-06-06 | -0.18 | 3 |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Best Day | 17.14% | 38.56% |
| Worst Day | -11.78% | -42.72% |
| Best Week | 17.14% | 36.75% |
| Worst Week | -11.78% | -42.72% |
| Best Month | 17.83% | 36.75% |
| Worst Month | -11.94% | -49.38% |
| Best Year | 82.77% | 160.62% |
| Worst Year | -3.7% | -55.58% |
| Avg. Up Day | 4.81% | 5.0% |
| Avg. Down Day | -1.18% | -5.97% |
| Avg. Up Week | 5.78% | 9.61% |
| Avg. Down Week | -1.81% | -8.53% |
| Avg. Up Month | 6.62% | 14.69% |
| Avg. Down Month | -3.62% | -14.43% |
| Win Days % | 30.85% | 57.45% |
| Win Month % | 65.52% | 62.07% |
| Win Week % | 47.27% | 61.82% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 50.0% |