| Metric | 11393806:btcusd:triple_med_gx:lsma215_110 | 11393806:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 46.89% | 186.07% |
| Max Drawdown | -31.05% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.46 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 35.39 | 3.58 |
| Outlier Loss Ratio | 3.78 | 3.45 |
| Volatility (ann.) | 11.63% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.4 | 0.56 |
| Skew | 0.71 | 0.19 |
| Kurtosis | 60.76 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.6% |
| Expected Yearly % | 10.09% | 30.05% |
| Kelly Criterion | 4.14% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11393806:BTCUSD | 11393806:btcusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 18.45 | -0.33 | + |
| 2023 | 155.54 | 25.53 | 0.16 | - |
| 2024 | 121.00 | -2.33 | -0.02 | - |
| 2025 | 16.76 | 1.15 | 0.07 | - |
| Metric | 11393806:btcusd:triple_med_gx:lsma215_110 | 11393806:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.6% | 31.46% |
| 6M | 1.15% | 12.77% |
| YTD | 1.15% | 16.76% |
| 1Y | -17.18% | 56.84% |
| 3Y (ann.) | 13.0% | 55.31% |
| 5Y (ann.) | 12.36% | 37.53% |
| Metric | 11393806:btcusd:triple_med_gx:lsma215_110 | 11393806:BTCUSD |
|---|---|---|
| Max Drawdown | -31.05% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -3.76% | -6.82% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 1.51 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -31.05 | 450 |
| 2022-04-06 | 2022-10-17 | -26.60 | 194 |
| 2023-02-02 | 2023-09-18 | -12.52 | 227 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-11-11 | 2023-12-20 | -5.03 | 39 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-27 | 2023-02-01 | -2.54 | 36 |
| Metric | 11393806:btcusd:triple_med_gx:lsma215_110 | 11393806:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -21.39% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -21.39% | -37.12% |
| Best Year | 25.53% | 155.54% |
| Worst Year | -2.33% | -56.62% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.63% | 6.63% |
| Avg. Down Week | -4.13% | -5.44% |
| Avg. Up Month | 6.73% | 18.05% |
| Avg. Down Month | -6.64% | -14.16% |
| Win Days % | 50.06% | 51.32% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 57.14% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |