| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 33.43% | 218.84% |
| Max Drawdown | -24.21% | -67.18% |
| Sharpe | 0.25 | 0.46 |
| Sortino | 0.37 | 0.67 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.38 | 1.09 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 31.42 | 3.52 |
| Outlier Loss Ratio | 4.34 | 3.48 |
| Volatility (ann.) | 10.6% | 25.99% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.37 | 0.61 |
| Skew | 0.18 | 0.19 |
| Kurtosis | 36.42 | 6.64 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.8% |
| Expected Yearly % | 7.48% | 33.63% |
| Kelly Criterion | 1.76% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.21% |
| Expected Shortfall (cVaR) | -0.91% | -2.21% |
| Year | 11377317:BTCUSD | 11377317:btcusd:triple_med_gx:lsma215_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 7.88 | -0.14 | + |
| 2023 | 155.54 | -5.56 | -0.04 | - |
| 2024 | 121.00 | 11.50 | 0.10 | - |
| 2025 | 30.14 | 17.46 | 0.58 | - |
| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 27.68% | 45.08% |
| 6M | 18.8% | 28.47% |
| YTD | 17.46% | 30.14% |
| 1Y | 17.98% | 105.13% |
| 3Y (ann.) | 15.44% | 81.7% |
| 5Y (ann.) | 8.89% | 40.83% |
| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| Max Drawdown | -24.21% | -67.18% |
| Longest DD Days | 431.0 | 683.0 |
| Avg. Drawdown | -5.16% | -6.53% |
| Avg. Drawdown Days | 58.0 | 33.0 |
| Recovery Factor | 1.38 | 3.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2022-11-04 | -24.21 | 151 |
| 2024-03-13 | 2025-05-18 | -22.76 | 431 |
| 2023-03-30 | 2024-03-10 | -16.87 | 345 |
| 2022-04-05 | 2022-06-06 | -10.98 | 61 |
| 2023-03-22 | 2023-03-30 | -5.98 | 7 |
| 2022-11-05 | 2023-01-20 | -4.13 | 76 |
| 2023-01-21 | 2023-02-04 | -4.11 | 13 |
| 2022-03-05 | 2022-03-25 | -3.81 | 19 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 19.97% | 43.77% |
| Worst Month | -19.92% | -37.12% |
| Best Year | 17.46% | 155.54% |
| Worst Year | -5.56% | -56.62% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.73% | 5.44% |
| Avg. Down Week | -3.43% | -5.69% |
| Avg. Up Month | 6.54% | 15.47% |
| Avg. Down Month | -6.06% | -16.18% |
| Win Days % | 48.79% | 51.36% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 53.85% | 51.93% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |