| Metric | 11393752:btcusd:triple_med_gx:lsma215_110 | 11393752:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 30.44% | 186.07% |
| Max Drawdown | -34.29% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 38.13 | 3.58 |
| Outlier Loss Ratio | 3.83 | 3.44 |
| Volatility (ann.) | 11.32% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.24 | 0.56 |
| Skew | 0.25 | 0.19 |
| Kurtosis | 66.22 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.6% |
| Expected Yearly % | 6.87% | 30.05% |
| Kelly Criterion | 2.49% | 3.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11393752:BTCUSD | 11393752:btcusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -12.78 | 0.23 | + |
| 2023 | 155.54 | 25.93 | 0.17 | - |
| 2024 | 121.00 | 8.93 | 0.07 | - |
| 2025 | 16.76 | 9.03 | 0.54 | - |
| Metric | 11393752:btcusd:triple_med_gx:lsma215_110 | 11393752:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.03% | 31.46% |
| 6M | 9.03% | 12.77% |
| YTD | 9.03% | 16.76% |
| 1Y | -8.34% | 56.84% |
| 3Y (ann.) | 10.85% | 55.31% |
| 5Y (ann.) | 8.39% | 37.53% |
| Metric | 11393752:btcusd:triple_med_gx:lsma215_110 | 11393752:BTCUSD |
|---|---|---|
| Max Drawdown | -34.29% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -7.82% | -6.82% |
| Avg. Drawdown Days | 104.0 | 34.0 |
| Recovery Factor | 0.89 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-11-09 | -34.29 | 581 |
| 2024-03-18 | 2025-06-11 | -31.59 | 450 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-11 | 2023-12-18 | -3.11 | 37 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2024-02-26 | -1.13 | 67 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2024-03-17 | 2024-03-17 | -0.18 | 0 |
| Metric | 11393752:btcusd:triple_med_gx:lsma215_110 | 11393752:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.02% | 35.75% |
| Worst Week | -27.74% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -27.74% | -37.12% |
| Best Year | 25.93% | 155.54% |
| Worst Year | -12.78% | -56.62% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.11% | 6.32% |
| Avg. Down Week | -4.09% | -6.67% |
| Avg. Up Month | 6.54% | 17.72% |
| Avg. Down Month | -7.29% | -14.41% |
| Win Days % | 49.52% | 51.32% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 56.45% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |