| Metric | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 14.16% | 184.19% |
| Max Drawdown | -40.74% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.21 | 0.63 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 42.04 | 3.41 |
| Outlier Loss Ratio | 3.83 | 3.35 |
| Volatility (ann.) | 10.21% | 26.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.1 | 0.56 |
| Skew | -0.15 | 0.2 |
| Kurtosis | 72.29 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.58% |
| Expected Yearly % | 3.37% | 29.84% |
| Kelly Criterion | 1.0% | 2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11395280:BTCUSD | 11395280:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 6.02 | -0.11 | + |
| 2023 | 155.54 | 16.06 | 0.10 | - |
| 2024 | 121.00 | -15.08 | -0.12 | - |
| 2025 | 16.76 | 9.26 | 0.55 | - |
| Metric | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.39% | 31.46% |
| 6M | 9.26% | 12.77% |
| YTD | 9.26% | 16.76% |
| 1Y | -20.94% | 56.84% |
| 3Y (ann.) | 5.3% | 55.31% |
| 5Y (ann.) | 4.1% | 37.32% |
| Metric | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280:BTCUSD |
|---|---|---|
| Max Drawdown | -40.74% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.95% | -6.76% |
| Avg. Drawdown Days | 61.0 | 35.0 |
| Recovery Factor | 0.35 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -40.74 | 450 |
| 2022-03-22 | 2022-08-08 | -19.43 | 138 |
| 2022-11-09 | 2023-10-01 | -11.39 | 326 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2023-11-11 | 2024-02-26 | -5.73 | 107 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-09-23 | 2022-09-27 | -3.26 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.83 | 17 |
| Metric | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280: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 | 16.06% | 155.54% |
| Worst Year | -15.08% | -56.9% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 3.91% | 5.93% |
| Avg. Down Week | -4.48% | -6.82% |
| Avg. Up Month | 6.75% | 20.22% |
| Avg. Down Month | -6.95% | -16.01% |
| Win Days % | 48.82% | 51.31% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 60.66% | 51.14% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |