| Metric | 11376286:btcusd:triple_med_gx:lsma215_45 | 11376286:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 14.72% | 218.84% |
| Max Drawdown | -26.84% | -67.18% |
| Sharpe | 0.15 | 0.46 |
| Sortino | 0.21 | 0.67 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 31.37 | 3.47 |
| Outlier Loss Ratio | 4.41 | 3.48 |
| Volatility (ann.) | 10.38% | 25.99% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.15 | 0.61 |
| Skew | 0.0 | 0.19 |
| Kurtosis | 35.11 | 6.64 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.8% |
| Expected Yearly % | 3.49% | 33.63% |
| Kelly Criterion | -0.61% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.21% |
| Expected Shortfall (cVaR) | -0.89% | -2.21% |
| Year | 11376286:BTCUSD | 11376286:btcusd:triple_med_gx:lsma215_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 11.36 | -0.20 | + |
| 2023 | 155.54 | -5.26 | -0.03 | - |
| 2024 | 121.00 | 7.14 | 0.06 | - |
| 2025 | 30.14 | 1.48 | 0.05 | - |
| Metric | 11376286:btcusd:triple_med_gx:lsma215_45 | 11376286:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 19.54% | 45.08% |
| 6M | 3.75% | 28.47% |
| YTD | 1.48% | 30.14% |
| 1Y | 6.87% | 105.13% |
| 3Y (ann.) | 9.12% | 81.7% |
| 5Y (ann.) | 4.14% | 40.83% |
| Metric | 11376286:btcusd:triple_med_gx:lsma215_45 | 11376286:BTCUSD |
|---|---|---|
| Max Drawdown | -26.84% | -67.18% |
| Longest DD Days | 896.0 | 683.0 |
| Avg. Drawdown | -5.52% | -6.53% |
| Avg. Drawdown Days | 93.0 | 33.0 |
| Recovery Factor | 0.55 | 3.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-20 | -26.84 | 228 |
| 2023-01-30 | 2025-07-14 | -24.43 | 896 |
| 2022-04-05 | 2022-05-30 | -7.68 | 54 |
| 2022-03-06 | 2022-03-24 | -3.73 | 18 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2023-01-21 | 2023-01-29 | -2.24 | 7 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11376286:btcusd:triple_med_gx:lsma215_45 | 11376286:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -17.25% | -29.64% |
| Best Month | 13.13% | 43.77% |
| Worst Month | -20.18% | -37.12% |
| Best Year | 11.36% | 155.54% |
| Worst Year | -5.26% | -56.62% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.46% | 5.13% |
| Avg. Down Week | -3.17% | -5.28% |
| Avg. Up Month | 7.02% | 17.48% |
| Avg. Down Month | -6.23% | -14.42% |
| Win Days % | 48.02% | 51.36% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 49.48% | 51.93% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |