| Metric | 11393973:btcusd:triple_med_gx:lsma215_110 | 11393973:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 54.65% | 186.07% |
| Max Drawdown | -30.73% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 32.05 | 3.69 |
| Outlier Loss Ratio | 3.99 | 3.62 |
| Volatility (ann.) | 12.02% | 26.21% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.46 | 0.56 |
| Skew | 1.06 | 0.19 |
| Kurtosis | 53.63 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.6% |
| Expected Yearly % | 11.52% | 30.05% |
| Kelly Criterion | 3.97% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.22% |
| Expected Shortfall (cVaR) | -1.02% | -2.22% |
| Year | 11393973:BTCUSD | 11393973:btcusd:triple_med_gx:lsma215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -4.80 | 0.08 | + |
| 2023 | 155.54 | 38.36 | 0.25 | - |
| 2024 | 121.00 | 20.59 | 0.17 | - |
| 2025 | 16.76 | -2.63 | -0.16 | - |
| Metric | 11393973:btcusd:triple_med_gx:lsma215_110 | 11393973:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.18% | 31.46% |
| 6M | -2.63% | 12.77% |
| YTD | -2.63% | 16.76% |
| 1Y | 0.23% | 56.84% |
| 3Y (ann.) | 19.45% | 55.31% |
| 5Y (ann.) | 14.13% | 37.53% |
| Metric | 11393973:btcusd:triple_med_gx:lsma215_110 | 11393973:BTCUSD |
|---|---|---|
| Max Drawdown | -30.73% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -4.4% | -6.82% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 1.78 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-21 | -30.73 | 451 |
| 2024-06-07 | 2024-11-10 | -25.88 | 156 |
| 2024-11-30 | 2025-06-11 | -20.36 | 193 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2024-03-21 | 2024-05-15 | -5.72 | 55 |
| 2023-07-14 | 2023-10-23 | -5.05 | 101 |
| 2023-11-16 | 2023-12-20 | -4.89 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-27 | 2022-03-22 | -4.60 | 22 |
| Metric | 11393973:btcusd:triple_med_gx:lsma215_110 | 11393973:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -23.19% | -37.12% |
| Best Year | 38.36% | 155.54% |
| Worst Year | -4.8% | -56.62% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.36% | 6.5% |
| Avg. Down Week | -2.95% | -4.67% |
| Avg. Up Month | 6.26% | 12.1% |
| Avg. Down Month | -6.48% | -11.23% |
| Win Days % | 49.8% | 51.32% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 56.72% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |