| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 112.34% | 141.67% |
| Max Drawdown | -28.56% | -67.18% |
| Sharpe | 0.53 | 0.36 |
| Sortino | 0.84 | 0.52 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.77 | 1.04 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 34.17 | 3.64 |
| Outlier Loss Ratio | 3.88 | 3.36 |
| Volatility (ann.) | 10.7% | 25.22% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.78 | 0.4 |
| Skew | 2.44 | 0.18 |
| Kurtosis | 54.65 | 6.75 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 1.94% |
| Expected Yearly % | 20.71% | 24.68% |
| Kelly Criterion | 7.15% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.15% |
| Expected Shortfall (cVaR) | -0.91% | -2.15% |
| Year | 11438830:BTCUSD | 11438830:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -5.58 | 0.10 | + |
| 2023 | 155.54 | 19.67 | 0.13 | - |
| 2024 | 121.00 | 96.89 | 0.80 | - |
| 2025 | 2.28 | -4.56 | -2.00 | - |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -2.78% | -18.73% |
| 6M | -0.17% | -7.45% |
| YTD | -4.56% | 2.28% |
| 1Y | -0.34% | 5.34% |
| 3Y (ann.) | 31.13% | 78.97% |
| 5Y (ann.) | 22.41% | 26.74% |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Max Drawdown | -28.56% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -3.28% | -7.5% |
| Avg. Drawdown Days | 30.0 | 37.0 |
| Recovery Factor | 3.93 | 2.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -28.56 | 498 |
| 2025-10-05 | 2025-11-17 | -11.94 | 43 |
| 2025-04-02 | 2025-07-09 | -10.40 | 98 |
| 2024-12-05 | 2025-04-02 | -9.63 | 118 |
| 2023-07-14 | 2023-11-15 | -8.13 | 124 |
| 2024-06-05 | 2024-08-08 | -7.69 | 64 |
| 2023-11-16 | 2024-02-28 | -5.50 | 104 |
| 2024-09-20 | 2024-10-11 | -5.27 | 21 |
| 2025-07-10 | 2025-10-02 | -5.12 | 84 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830: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 | 96.89% | 155.54% |
| Worst Year | -5.58% | -58.16% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.02% | 7.18% |
| Avg. Down Week | -2.67% | -5.05% |
| Avg. Up Month | 6.72% | 16.19% |
| Avg. Down Month | -3.68% | -13.47% |
| Win Days % | 49.64% | 51.46% |
| Win Month % | 61.11% | 58.7% |
| Win Week % | 57.5% | 50.51% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 50.0% | 75.0% |