| Metric | 11393917:btcusd:triple_med_gx:lsma215_110 | 11393917:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 45.6% | 186.07% |
| Max Drawdown | -30.33% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 33.18 | 3.61 |
| Outlier Loss Ratio | 3.92 | 3.6 |
| Volatility (ann.) | 12.0% | 26.21% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.4 | 0.56 |
| Skew | 1.12 | 0.19 |
| Kurtosis | 56.75 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.6% |
| Expected Yearly % | 9.85% | 30.05% |
| Kelly Criterion | 3.67% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.22% |
| Expected Shortfall (cVaR) | -1.02% | -2.22% |
| Year | 11393917:BTCUSD | 11393917:btcusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 9.06 | -0.16 | + |
| 2023 | 155.54 | 45.92 | 0.30 | - |
| 2024 | 121.00 | -2.59 | -0.02 | - |
| 2025 | 16.76 | -6.08 | -0.36 | - |
| Metric | 11393917:btcusd:triple_med_gx:lsma215_110 | 11393917:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.1% | 31.46% |
| 6M | -6.08% | 12.77% |
| YTD | -6.08% | 16.76% |
| 1Y | -12.42% | 56.84% |
| 3Y (ann.) | 15.99% | 55.31% |
| 5Y (ann.) | 12.06% | 37.53% |
| Metric | 11393917:btcusd:triple_med_gx:lsma215_110 | 11393917:BTCUSD |
|---|---|---|
| Max Drawdown | -30.33% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.82% |
| Avg. Drawdown Days | 38.0 | 34.0 |
| Recovery Factor | 1.5 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-11-10 | -30.33 | 229 |
| 2024-03-05 | 2025-06-11 | -27.87 | 463 |
| 2023-02-02 | 2023-06-21 | -11.72 | 138 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-26 | 2022-03-24 | -3.94 | 25 |
| 2022-12-27 | 2023-02-02 | -3.23 | 37 |
| 2023-07-14 | 2023-09-18 | -2.80 | 66 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| Metric | 11393917:btcusd:triple_med_gx:lsma215_110 | 11393917:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 45.92% | 155.54% |
| Worst Year | -6.08% | -56.62% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.19% | 7.01% |
| Avg. Down Week | -3.66% | -4.94% |
| Avg. Up Month | 7.34% | 14.26% |
| Avg. Down Month | -6.37% | -12.26% |
| Win Days % | 49.62% | 51.32% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 55.22% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |