| Metric | 11395278:btcusd:triple_med_gx:lsma210_115 | 11395278:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 13.94% | 190.36% |
| Max Drawdown | -36.99% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.21 | 0.64 |
| Payoff Ratio | 1.09 | 1.01 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 42.83 | 3.4 |
| Outlier Loss Ratio | 3.78 | 3.33 |
| Volatility (ann.) | 10.42% | 26.21% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.11 | 0.57 |
| Skew | -0.02 | 0.19 |
| Kurtosis | 79.68 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.63% |
| Expected Yearly % | 3.32% | 30.54% |
| Kelly Criterion | 0.89% | 3.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11395278:BTCUSD | 11395278:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -4.06 | 0.07 | + |
| 2023 | 155.54 | 17.69 | 0.11 | - |
| 2024 | 121.00 | -4.09 | -0.03 | - |
| 2025 | 16.76 | 5.22 | 0.31 | - |
| Metric | 11395278:btcusd:triple_med_gx:lsma210_115 | 11395278:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.67% | 31.46% |
| 6M | 5.22% | 12.77% |
| YTD | 5.22% | 16.76% |
| 1Y | -16.2% | 56.84% |
| 3Y (ann.) | 8.67% | 55.31% |
| 5Y (ann.) | 4.03% | 38.11% |
| Metric | 11395278:btcusd:triple_med_gx:lsma210_115 | 11395278:BTCUSD |
|---|---|---|
| Max Drawdown | -36.99% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -6.69% | -6.7% |
| Avg. Drawdown Days | 98.0 | 33.0 |
| Recovery Factor | 0.38 | 2.83 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -36.99 | 450 |
| 2022-02-23 | 2023-10-20 | -29.31 | 603 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-11 | 2023-12-18 | -2.99 | 37 |
| 2023-12-19 | 2024-02-26 | -2.62 | 69 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| Metric | 11395278:btcusd:triple_med_gx:lsma210_115 | 11395278:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -16.83% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -21.01% | -37.12% |
| Best Year | 17.69% | 155.54% |
| Worst Year | -4.09% | -55.97% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 3.94% | 6.18% |
| Avg. Down Week | -3.96% | -6.71% |
| Avg. Up Month | 7.31% | 19.93% |
| Avg. Down Month | -6.53% | -16.01% |
| Win Days % | 48.37% | 51.33% |
| Win Month % | 52.94% | 60.98% |
| Win Week % | 58.06% | 51.14% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |