| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 87.94% | 179.26% |
| Max Drawdown | -37.5% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.71 | 0.62 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 30.5 | 3.7 |
| Outlier Loss Ratio | 3.94 | 3.56 |
| Volatility (ann.) | 12.24% | 26.07% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.56 | 0.55 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 51.63 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.55% | 2.54% |
| Expected Yearly % | 17.09% | 29.27% |
| Kelly Criterion | 5.52% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11395613:BTCUSD | 11395613:btcusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -4.14 | 0.07 | + |
| 2023 | 155.54 | 24.21 | 0.16 | - |
| 2024 | 121.00 | 34.67 | 0.29 | - |
| 2025 | 16.76 | 17.21 | 1.03 | + |
| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.94% | 31.46% |
| 6M | 17.21% | 12.77% |
| YTD | 17.21% | 16.76% |
| 1Y | 45.78% | 56.84% |
| 3Y (ann.) | 16.87% | 55.31% |
| 5Y (ann.) | 21.14% | 36.63% |
| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| Max Drawdown | -37.5% | -67.18% |
| Longest DD Days | 694.0 | 683.0 |
| Avg. Drawdown | -4.65% | -6.74% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 2.35 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-04 | -37.50 | 694 |
| 2024-03-21 | 2024-11-09 | -29.09 | 233 |
| 2025-02-06 | 2025-04-12 | -10.59 | 65 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-04-15 | 2025-05-06 | -2.59 | 21 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2025-05-09 | 2025-05-18 | -2.06 | 9 |
| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.83% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 21.26% | 43.77% |
| Worst Month | -29.58% | -37.12% |
| Best Year | 34.67% | 155.54% |
| Worst Year | -4.14% | -57.65% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 5.36% | 6.86% |
| Avg. Down Week | -2.89% | -4.58% |
| Avg. Up Month | 7.34% | 14.21% |
| Avg. Down Month | -7.12% | -12.43% |
| Win Days % | 50.4% | 51.28% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 45.95% | 51.43% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |