| Metric | 11395500:btcusd:triple_med_gx:lsma215_115 | 11395500:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 67.51% | 186.07% |
| Max Drawdown | -28.19% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.61 | 0.63 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 34.97 | 3.58 |
| Outlier Loss Ratio | 3.77 | 3.4 |
| Volatility (ann.) | 11.54% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.6 | 0.56 |
| Skew | 1.42 | 0.19 |
| Kurtosis | 62.61 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.6% |
| Expected Yearly % | 13.77% | 30.05% |
| Kelly Criterion | 5.68% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.22% |
| Expected Shortfall (cVaR) | -0.98% | -2.22% |
| Year | 11395500:BTCUSD | 11395500:btcusd:triple_med_gx:lsma215_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 18.17 | -0.32 | + |
| 2023 | 155.54 | 33.87 | 0.22 | - |
| 2024 | 121.00 | 2.86 | 0.02 | - |
| 2025 | 16.76 | 2.95 | 0.18 | - |
| Metric | 11395500:btcusd:triple_med_gx:lsma215_115 | 11395500:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.1% | 31.46% |
| 6M | 2.95% | 12.77% |
| YTD | 2.95% | 16.76% |
| 1Y | -6.27% | 56.84% |
| 3Y (ann.) | 20.29% | 55.31% |
| 5Y (ann.) | 16.93% | 37.53% |
| Metric | 11395500:btcusd:triple_med_gx:lsma215_115 | 11395500:BTCUSD |
|---|---|---|
| Max Drawdown | -28.19% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.82% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 2.39 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -28.19 | 391 |
| 2022-03-25 | 2022-10-25 | -21.59 | 214 |
| 2023-02-02 | 2023-06-21 | -9.31 | 138 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-26 | 2022-03-24 | -3.94 | 25 |
| 2023-10-08 | 2023-10-23 | -3.52 | 15 |
| 2023-11-16 | 2023-12-20 | -3.35 | 34 |
| 2023-07-14 | 2023-09-18 | -3.13 | 66 |
| Metric | 11395500:btcusd:triple_med_gx:lsma215_115 | 11395500:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -14.79% | -37.12% |
| Best Year | 33.87% | 155.54% |
| Worst Year | 2.86% | -56.62% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.44% | 6.52% |
| Avg. Down Week | -3.79% | -5.31% |
| Avg. Up Month | 6.11% | 13.07% |
| Avg. Down Month | -6.31% | -12.13% |
| Win Days % | 50.4% | 51.32% |
| Win Month % | 64.52% | 60.98% |
| Win Week % | 58.46% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |