| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 18.74% | 186.72% |
| Max Drawdown | -28.52% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.24 | 0.63 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 31.04 | 3.61 |
| Outlier Loss Ratio | 3.84 | 3.52 |
| Volatility (ann.) | 11.52% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.19 | 0.56 |
| Skew | -0.21 | 0.19 |
| Kurtosis | 36.89 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.6% |
| Expected Yearly % | 4.39% | 30.13% |
| Kelly Criterion | 0.34% | 1.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11380975:BTCUSD | 11380975:btcusd:triple_med_gx:lsma215_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -10.26 | 0.18 | + |
| 2023 | 155.54 | 9.19 | 0.06 | - |
| 2024 | 121.00 | 32.82 | 0.27 | - |
| 2025 | 17.02 | -8.76 | -0.51 | - |
| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.6% | 31.76% |
| 6M | -8.76% | 12.25% |
| YTD | -8.76% | 17.02% |
| 1Y | -14.45% | 57.19% |
| 3Y (ann.) | 3.31% | 55.42% |
| 5Y (ann.) | 5.35% | 37.66% |
| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975:BTCUSD |
|---|---|---|
| Max Drawdown | -28.52% | -67.18% |
| Longest DD Days | 575.0 | 683.0 |
| Avg. Drawdown | -8.74% | -6.82% |
| Avg. Drawdown Days | 106.0 | 34.0 |
| Recovery Factor | 0.66 | 2.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -28.52 | 317 |
| 2022-03-09 | 2022-07-28 | -28.29 | 140 |
| 2022-07-30 | 2024-02-26 | -23.05 | 575 |
| 2024-03-13 | 2024-07-26 | -9.42 | 134 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2024-03-10 | 2024-03-10 | -0.18 | 0 |
| 2022-03-08 | 2022-03-09 | -0.18 | 0 |
| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 23.82% | 35.75% |
| Worst Week | -27.2% | -29.64% |
| Best Month | 37.84% | 43.77% |
| Worst Month | -24.3% | -37.12% |
| Best Year | 32.82% | 155.54% |
| Worst Year | -10.26% | -56.62% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 5.04% | 6.19% |
| Avg. Down Week | -3.92% | -4.97% |
| Avg. Up Month | 8.94% | 17.46% |
| Avg. Down Month | -6.29% | -12.6% |
| Win Days % | 50.14% | 51.33% |
| Win Month % | 41.67% | 60.98% |
| Win Week % | 46.25% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |