| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 112.68% | 150.59% |
| Max Drawdown | -26.74% | -67.18% |
| Sharpe | 0.52 | 0.37 |
| Sortino | 0.84 | 0.53 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.92 | 1.04 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 35.99 | 3.65 |
| Outlier Loss Ratio | 3.76 | 3.34 |
| Volatility (ann.) | 10.8% | 25.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.84 | 0.42 |
| Skew | 2.41 | 0.18 |
| Kurtosis | 60.04 | 6.82 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 2.02% |
| Expected Yearly % | 20.76% | 25.82% |
| Kelly Criterion | 7.41% | 9.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.16% |
| Expected Shortfall (cVaR) | -0.91% | -2.16% |
| Year | 11438827:BTCUSD | 11438827:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 5.28 | -0.09 | + |
| 2023 | 155.54 | 20.63 | 0.13 | - |
| 2024 | 121.00 | 82.77 | 0.68 | - |
| 2025 | 2.28 | -8.37 | -3.68 | - |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -1.19% | -18.73% |
| 6M | -0.43% | -7.45% |
| YTD | -8.37% | 2.28% |
| 1Y | -5.67% | 5.34% |
| 3Y (ann.) | 26.51% | 78.97% |
| 5Y (ann.) | 22.41% | 27.91% |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Max Drawdown | -26.74% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.26% | -7.22% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 4.21 | 2.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -26.74 | 476 |
| 2024-12-05 | 2025-11-17 | -14.00 | 346 |
| 2024-06-05 | 2024-08-08 | -8.87 | 64 |
| 2023-07-14 | 2023-11-15 | -7.78 | 124 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2023-11-16 | 2024-02-28 | -5.98 | 104 |
| 2024-09-20 | 2024-10-14 | -5.86 | 23 |
| 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 | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827: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 | 82.77% | 155.54% |
| Worst Year | -8.37% | -56.62% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.23% | 7.37% |
| Avg. Down Week | -2.74% | -4.78% |
| Avg. Up Month | 7.59% | 15.42% |
| Avg. Down Month | -3.71% | -12.92% |
| Win Days % | 49.0% | 51.49% |
| Win Month % | 60.0% | 58.7% |
| Win Week % | 57.89% | 50.75% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |