| Metric | 11390795:btcusd:triple_med_gx:lsma215_100 | 11390795:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.01% | 186.72% |
| Max Drawdown | -31.93% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.27 | 0.63 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 30.94 | 3.69 |
| Outlier Loss Ratio | 3.88 | 3.7 |
| Volatility (ann.) | 12.65% | 26.21% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.2 | 0.56 |
| Skew | 0.21 | 0.19 |
| Kurtosis | 48.22 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.6% |
| Expected Yearly % | 5.31% | 30.13% |
| Kelly Criterion | 1.58% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.23% |
| Expected Shortfall (cVaR) | -1.08% | -2.23% |
| Year | 11390795:BTCUSD | 11390795:btcusd:triple_med_gx:lsma215_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -9.08 | 0.16 | + |
| 2023 | 155.54 | 34.94 | 0.22 | - |
| 2024 | 121.00 | -0.02 | -0.00 | - |
| 2025 | 17.02 | 0.28 | 0.02 | - |
| Metric | 11390795:btcusd:triple_med_gx:lsma215_100 | 11390795:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.96% | 31.76% |
| 6M | 0.28% | 12.25% |
| YTD | 0.28% | 17.02% |
| 1Y | -17.73% | 57.19% |
| 3Y (ann.) | 5.33% | 55.42% |
| 5Y (ann.) | 6.49% | 37.66% |
| Metric | 11390795:btcusd:triple_med_gx:lsma215_100 | 11390795:BTCUSD |
|---|---|---|
| Max Drawdown | -31.93% | -67.18% |
| Longest DD Days | 499.0 | 683.0 |
| Avg. Drawdown | -5.52% | -6.82% |
| Avg. Drawdown Days | 68.0 | 34.0 |
| Recovery Factor | 0.72 | 2.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -31.93 | 450 |
| 2022-06-08 | 2023-10-20 | -26.76 | 499 |
| 2022-03-25 | 2022-06-07 | -9.10 | 74 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-11-11 | 2023-12-20 | -4.68 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-22 | 2024-02-26 | -1.69 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11390795:btcusd:triple_med_gx:lsma215_100 | 11390795:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.34% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -17.15% | -37.12% |
| Best Year | 34.94% | 155.54% |
| Worst Year | -9.08% | -56.62% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.55% | 6.16% |
| Avg. Down Week | -3.86% | -5.87% |
| Avg. Up Month | 6.63% | 15.93% |
| Avg. Down Month | -7.75% | -14.41% |
| Win Days % | 49.0% | 51.33% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 51.39% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |