| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 61.61% | 186.07% |
| Max Drawdown | -29.03% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.57 | 0.63 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 34.23 | 3.61 |
| Outlier Loss Ratio | 3.75 | 3.46 |
| Volatility (ann.) | 11.69% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.54 | 0.56 |
| Skew | 1.3 | 0.19 |
| Kurtosis | 59.53 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.6% |
| Expected Yearly % | 12.75% | 30.05% |
| Kelly Criterion | 4.66% | 5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11397174:BTCUSD | 11397174:btcusd:triple_med_gx:lsma215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -1.56 | 0.03 | + |
| 2023 | 155.54 | 20.13 | 0.13 | - |
| 2024 | 121.00 | 24.89 | 0.21 | - |
| 2025 | 16.76 | 9.43 | 0.56 | - |
| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.8% | 31.46% |
| 6M | 9.43% | 12.77% |
| YTD | 9.43% | 16.76% |
| 1Y | 19.52% | 56.84% |
| 3Y (ann.) | 17.26% | 55.31% |
| 5Y (ann.) | 15.66% | 37.53% |
| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| Max Drawdown | -29.03% | -67.18% |
| Longest DD Days | 456.0 | 683.0 |
| Avg. Drawdown | -4.29% | -6.82% |
| Avg. Drawdown Days | 39.0 | 34.0 |
| Recovery Factor | 2.12 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-07-11 | -29.03 | 456 |
| 2024-05-30 | 2024-11-10 | -24.21 | 163 |
| 2024-11-29 | 2025-05-08 | -13.18 | 159 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-07-14 | 2023-10-23 | -6.64 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-05-15 | -5.72 | 55 |
| 2023-11-16 | 2024-03-04 | -4.89 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -21.61% | -37.12% |
| Best Year | 24.89% | 155.54% |
| Worst Year | -1.56% | -56.62% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.69% | 7.63% |
| Avg. Down Week | -2.49% | -4.16% |
| Avg. Up Month | 7.0% | 13.43% |
| Avg. Down Month | -5.91% | -11.23% |
| Win Days % | 49.89% | 51.32% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 46.97% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |