| Metric | 11395445:btcusd:triple_med_gx:lsma215_115 | 11395445:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 49.1% | 186.07% |
| Max Drawdown | -27.54% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 36.11 | 3.58 |
| Outlier Loss Ratio | 3.69 | 3.44 |
| Volatility (ann.) | 11.61% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.47 | 0.56 |
| Skew | 1.06 | 0.19 |
| Kurtosis | 63.1 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.6% |
| Expected Yearly % | 10.5% | 30.05% |
| Kelly Criterion | 5.13% | 3.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11395445:BTCUSD | 11395445:btcusd:triple_med_gx:lsma215_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 16.78 | -0.30 | + |
| 2023 | 155.54 | 33.12 | 0.21 | - |
| 2024 | 121.00 | -8.15 | -0.07 | - |
| 2025 | 16.76 | 4.42 | 0.26 | - |
| Metric | 11395445:btcusd:triple_med_gx:lsma215_115 | 11395445:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.63% | 31.46% |
| 6M | 4.42% | 12.77% |
| YTD | 4.42% | 16.76% |
| 1Y | -7.11% | 56.84% |
| 3Y (ann.) | 14.1% | 55.31% |
| 5Y (ann.) | 12.87% | 37.53% |
| Metric | 11395445:btcusd:triple_med_gx:lsma215_115 | 11395445:BTCUSD |
|---|---|---|
| Max Drawdown | -27.54% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.82% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 1.78 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.54 | 463 |
| 2022-03-25 | 2022-07-30 | -20.83 | 127 |
| 2023-02-02 | 2023-06-21 | -10.47 | 138 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-07-30 | 2022-09-27 | -6.81 | 58 |
| 2023-11-11 | 2023-12-22 | -5.02 | 41 |
| 2023-12-22 | 2024-03-04 | -4.12 | 73 |
| 2022-12-27 | 2023-02-02 | -3.43 | 37 |
| Metric | 11395445:btcusd:triple_med_gx:lsma215_115 | 11395445:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.42% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 33.12% | 155.54% |
| Worst Year | -8.15% | -56.62% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.54% | 6.68% |
| Avg. Down Week | -3.76% | -5.4% |
| Avg. Up Month | 6.55% | 13.3% |
| Avg. Down Month | -5.9% | -14.54% |
| Win Days % | 50.77% | 51.32% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 57.38% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |