| Metric | 11392310:btcusd:triple_med_gx:lsma215_105 | 11392310:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 31.29% | 186.07% |
| Max Drawdown | -35.05% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.33 | 0.63 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 32.41 | 3.61 |
| Outlier Loss Ratio | 3.83 | 3.63 |
| Volatility (ann.) | 12.41% | 26.21% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.25 | 0.56 |
| Skew | 0.1 | 0.19 |
| Kurtosis | 53.47 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.6% |
| Expected Yearly % | 7.04% | 30.05% |
| Kelly Criterion | 2.42% | 3.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.22% |
| Expected Shortfall (cVaR) | -1.06% | -2.22% |
| Year | 11392310:BTCUSD | 11392310:btcusd:triple_med_gx:lsma215_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -13.29 | 0.23 | + |
| 2023 | 155.54 | 37.64 | 0.24 | - |
| 2024 | 121.00 | 5.85 | 0.05 | - |
| 2025 | 16.76 | 3.92 | 0.23 | - |
| Metric | 11392310:btcusd:triple_med_gx:lsma215_105 | 11392310:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.84% | 31.46% |
| 6M | 3.92% | 12.77% |
| YTD | 3.92% | 16.76% |
| 1Y | -11.13% | 56.84% |
| 3Y (ann.) | 9.66% | 55.31% |
| 5Y (ann.) | 8.6% | 37.53% |
| Metric | 11392310:btcusd:triple_med_gx:lsma215_105 | 11392310:BTCUSD |
|---|---|---|
| Max Drawdown | -35.05% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -5.05% | -6.82% |
| Avg. Drawdown Days | 57.0 | 34.0 |
| Recovery Factor | 0.89 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-20 | -35.05 | 561 |
| 2024-06-07 | 2025-06-11 | -27.56 | 369 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-11-11 | 2023-12-20 | -5.59 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-22 | 2024-02-27 | -1.69 | 66 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11392310:btcusd:triple_med_gx:lsma215_105 | 11392310:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -27.47% | -29.64% |
| Best Month | 17.25% | 43.77% |
| Worst Month | -28.37% | -37.12% |
| Best Year | 37.64% | 155.54% |
| Worst Year | -13.29% | -56.62% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 5.0% | 6.62% |
| Avg. Down Week | -3.18% | -4.84% |
| Avg. Up Month | 6.75% | 17.43% |
| Avg. Down Month | -6.99% | -12.91% |
| Win Days % | 49.84% | 51.32% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 47.14% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |