| Metric | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 60.14% | 190.36% |
| Max Drawdown | -30.23% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.56 | 0.64 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 37.66 | 3.57 |
| Outlier Loss Ratio | 3.73 | 3.39 |
| Volatility (ann.) | 11.41% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.51 | 0.57 |
| Skew | 1.14 | 0.19 |
| Kurtosis | 66.89 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.63% |
| Expected Yearly % | 12.49% | 30.54% |
| Kelly Criterion | 6.23% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11395388:BTCUSD | 11395388:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 21.27 | -0.38 | + |
| 2023 | 155.54 | 35.96 | 0.23 | - |
| 2024 | 121.00 | -7.70 | -0.06 | - |
| 2025 | 16.76 | 5.22 | 0.31 | - |
| Metric | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.02% | 31.46% |
| 6M | 5.22% | 12.77% |
| YTD | 5.22% | 16.76% |
| 1Y | -14.05% | 56.84% |
| 3Y (ann.) | 15.42% | 55.31% |
| 5Y (ann.) | 15.33% | 38.11% |
| Metric | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| Max Drawdown | -30.23% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.43% | -6.7% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 1.99 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -30.23 | 463 |
| 2022-04-07 | 2022-10-04 | -22.40 | 180 |
| 2023-02-02 | 2023-10-01 | -11.60 | 241 |
| 2022-02-23 | 2022-03-23 | -10.75 | 28 |
| 2023-11-11 | 2023-12-19 | -3.60 | 38 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-27 | 2023-02-01 | -2.24 | 36 |
| Metric | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -17.16% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -17.16% | -37.12% |
| Best Year | 35.96% | 155.54% |
| Worst Year | -7.7% | -55.97% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 4.45% | 7.59% |
| Avg. Down Week | -3.81% | -5.95% |
| Avg. Up Month | 6.39% | 17.7% |
| Avg. Down Month | -6.75% | -12.36% |
| Win Days % | 50.62% | 51.33% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 58.33% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |