| Metric | 11395333:btcusd:triple_med_gx:lsma215_115 | 11395333:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 50.26% | 186.07% |
| Max Drawdown | -27.16% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.49 | 0.63 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.47 | 1.0 |
| Outlier Win Ratio | 39.61 | 3.53 |
| Outlier Loss Ratio | 3.81 | 3.34 |
| Volatility (ann.) | 10.98% | 26.21% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.48 | 0.56 |
| Skew | 0.36 | 0.19 |
| Kurtosis | 72.27 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.6% |
| Expected Yearly % | 10.72% | 30.05% |
| Kelly Criterion | 4.7% | 4.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11395333:BTCUSD | 11395333:btcusd:triple_med_gx:lsma215_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -3.14 | 0.06 | + |
| 2023 | 155.54 | 27.91 | 0.18 | - |
| 2024 | 121.00 | 11.69 | 0.10 | - |
| 2025 | 16.76 | 8.58 | 0.51 | - |
| Metric | 11395333:btcusd:triple_med_gx:lsma215_115 | 11395333:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.77% | 31.46% |
| 6M | 8.58% | 12.77% |
| YTD | 8.58% | 16.76% |
| 1Y | -4.0% | 56.84% |
| 3Y (ann.) | 14.62% | 55.31% |
| 5Y (ann.) | 13.14% | 37.53% |
| Metric | 11395333:btcusd:triple_med_gx:lsma215_115 | 11395333:BTCUSD |
|---|---|---|
| Max Drawdown | -27.16% | -67.18% |
| Longest DD Days | 542.0 | 683.0 |
| Avg. Drawdown | -4.51% | -6.82% |
| Avg. Drawdown Days | 57.0 | 34.0 |
| Recovery Factor | 1.85 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-01 | -27.16 | 542 |
| 2024-06-07 | 2025-06-11 | -26.55 | 369 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-03-18 | 2024-06-05 | -8.17 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-11 | 2023-12-18 | -3.11 | 37 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11395333:btcusd:triple_med_gx:lsma215_115 | 11395333:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.56% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -23.56% | -37.12% |
| Best Year | 27.91% | 155.54% |
| Worst Year | -3.14% | -56.62% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.32% | 6.88% |
| Avg. Down Week | -3.65% | -6.6% |
| Avg. Up Month | 6.31% | 17.32% |
| Avg. Down Month | -5.99% | -12.59% |
| Win Days % | 50.44% | 51.32% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 57.14% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |