| Metric | 11393861:btcusd:triple_med_gx:lsma215_110 | 11393861:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 66.78% | 186.07% |
| Max Drawdown | -26.6% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.59 | 0.63 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 33.76 | 3.61 |
| Outlier Loss Ratio | 3.78 | 3.45 |
| Volatility (ann.) | 11.85% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.63 | 0.56 |
| Skew | 1.11 | 0.19 |
| Kurtosis | 58.62 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.6% |
| Expected Yearly % | 13.64% | 30.05% |
| Kelly Criterion | 6.04% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.22% |
| Expected Shortfall (cVaR) | -1.01% | -2.22% |
| Year | 11393861:BTCUSD | 11393861:btcusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 18.19 | -0.32 | + |
| 2023 | 155.54 | 41.23 | 0.27 | - |
| 2024 | 121.00 | -2.59 | -0.02 | - |
| 2025 | 16.76 | 2.57 | 0.15 | - |
| Metric | 11393861:btcusd:triple_med_gx:lsma215_110 | 11393861:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.26% | 31.46% |
| 6M | 2.57% | 12.77% |
| YTD | 2.57% | 16.76% |
| 1Y | -12.69% | 56.84% |
| 3Y (ann.) | 17.26% | 55.31% |
| 5Y (ann.) | 16.77% | 37.53% |
| Metric | 11393861:btcusd:triple_med_gx:lsma215_110 | 11393861:BTCUSD |
|---|---|---|
| Max Drawdown | -26.6% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.82% |
| Avg. Drawdown Days | 29.0 | 34.0 |
| Recovery Factor | 2.51 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.60 | 463 |
| 2022-04-07 | 2022-07-28 | -18.66 | 112 |
| 2023-02-02 | 2023-09-14 | -14.96 | 223 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2022-08-08 | 2022-10-04 | -7.67 | 57 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393861:btcusd:triple_med_gx:lsma215_110 | 11393861:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.78% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -15.44% | -37.12% |
| Best Year | 41.23% | 155.54% |
| Worst Year | -2.59% | -56.62% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.82% | 7.27% |
| Avg. Down Week | -3.15% | -4.96% |
| Avg. Up Month | 7.08% | 17.95% |
| Avg. Down Month | -5.51% | -13.03% |
| Win Days % | 50.39% | 51.32% |
| Win Month % | 60.61% | 60.98% |
| Win Week % | 56.72% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |