| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 46.13% | 218.84% |
| Max Drawdown | -28.62% | -67.18% |
| Sharpe | 0.32 | 0.46 |
| Sortino | 0.46 | 0.67 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.46 | 1.09 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.3 | 1.01 |
| Outlier Win Ratio | 31.32 | 3.56 |
| Outlier Loss Ratio | 4.28 | 3.5 |
| Volatility (ann.) | 10.69% | 25.99% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.41 | 0.61 |
| Skew | 0.21 | 0.19 |
| Kurtosis | 35.44 | 6.64 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.8% |
| Expected Yearly % | 9.95% | 33.63% |
| Kelly Criterion | 2.79% | 4.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.21% |
| Expected Shortfall (cVaR) | -0.91% | -2.21% |
| Year | 11378395:BTCUSD | 11378395:btcusd:triple_med_gx:lsma215_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 12.63 | -0.22 | + |
| 2023 | 155.54 | -3.15 | -0.02 | - |
| 2024 | 121.00 | 11.88 | 0.10 | - |
| 2025 | 30.14 | 19.74 | 0.65 | - |
| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 23.61% | 45.08% |
| 6M | 19.74% | 28.47% |
| YTD | 19.74% | 30.14% |
| 1Y | 17.49% | 105.13% |
| 3Y (ann.) | 19.51% | 81.7% |
| 5Y (ann.) | 11.85% | 40.83% |
| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395:BTCUSD |
|---|---|---|
| Max Drawdown | -28.62% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.29% | -6.53% |
| Avg. Drawdown Days | 50.0 | 33.0 |
| Recovery Factor | 1.61 | 3.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2022-12-20 | -28.62 | 197 |
| 2023-02-02 | 2024-03-10 | -19.22 | 401 |
| 2024-03-13 | 2025-05-08 | -19.06 | 420 |
| 2022-04-05 | 2022-05-30 | -7.76 | 54 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2022-03-06 | 2022-03-25 | -3.73 | 19 |
| 2023-01-21 | 2023-01-29 | -2.83 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2022-12-21 | 2023-01-20 | -1.91 | 30 |
| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -21.8% | -29.64% |
| Best Month | 22.49% | 43.77% |
| Worst Month | -24.96% | -37.12% |
| Best Year | 19.74% | 155.54% |
| Worst Year | -3.15% | -56.62% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.91% | 5.32% |
| Avg. Down Week | -3.21% | -5.54% |
| Avg. Up Month | 7.2% | 16.99% |
| Avg. Down Month | -6.69% | -16.5% |
| Win Days % | 49.5% | 51.36% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 52.27% | 51.93% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |