| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 110.48% | 144.62% |
| Max Drawdown | -27.08% | -67.18% |
| Sharpe | 0.52 | 0.36 |
| Sortino | 0.84 | 0.53 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.72 | 1.04 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 34.8 | 3.66 |
| Outlier Loss Ratio | 3.88 | 3.35 |
| Volatility (ann.) | 10.68% | 25.22% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.82 | 0.4 |
| Skew | 2.48 | 0.18 |
| Kurtosis | 55.18 | 6.74 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 1.96% |
| Expected Yearly % | 20.45% | 25.06% |
| Kelly Criterion | 7.06% | 9.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.15% |
| Expected Shortfall (cVaR) | -0.9% | -2.15% |
| Year | 11438829:BTCUSD | 11438829:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -2.72 | 0.05 | + |
| 2023 | 155.54 | 22.07 | 0.14 | - |
| 2024 | 121.00 | 92.80 | 0.77 | - |
| 2025 | 2.28 | -8.07 | -3.54 | - |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -3.02% | -18.73% |
| 6M | -4.11% | -7.45% |
| YTD | -8.07% | 2.28% |
| 1Y | -5.13% | 5.34% |
| 3Y (ann.) | 29.45% | 78.97% |
| 5Y (ann.) | 22.11% | 27.13% |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Max Drawdown | -27.08% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.16% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 4.08 | 2.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -27.08 | 476 |
| 2025-10-05 | 2025-11-17 | -11.94 | 43 |
| 2024-12-05 | 2025-10-05 | -10.97 | 303 |
| 2023-07-14 | 2023-11-15 | -8.06 | 124 |
| 2024-06-05 | 2024-08-08 | -7.98 | 64 |
| 2024-09-20 | 2024-10-11 | -5.27 | 21 |
| 2023-11-16 | 2024-02-27 | -4.87 | 103 |
| 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 | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 17.83% | 43.77% |
| Worst Month | -12.96% | -37.12% |
| Best Year | 92.8% | 155.54% |
| Worst Year | -8.07% | -57.65% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.0% | 7.14% |
| Avg. Down Week | -2.64% | -5.16% |
| Avg. Up Month | 7.04% | 16.79% |
| Avg. Down Month | -3.97% | -12.92% |
| Win Days % | 49.17% | 51.45% |
| Win Month % | 61.11% | 58.7% |
| Win Week % | 57.5% | 51.01% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 50.0% | 75.0% |