| Metric | 11395334:btcusd:triple_med_gx:lsma220_115 | 11395334:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 34.99% | 184.19% |
| Max Drawdown | -29.73% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.39 | 0.63 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 39.67 | 3.46 |
| Outlier Loss Ratio | 3.84 | 3.35 |
| Volatility (ann.) | 10.58% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.32 | 0.56 |
| Skew | 0.09 | 0.2 |
| Kurtosis | 68.8 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.58% |
| Expected Yearly % | 7.79% | 29.84% |
| Kelly Criterion | 3.11% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11395334:BTCUSD | 11395334:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 0.36 | -0.01 | + |
| 2023 | 155.54 | 23.45 | 0.15 | - |
| 2024 | 121.00 | 1.19 | 0.01 | - |
| 2025 | 16.76 | 7.68 | 0.46 | - |
| Metric | 11395334:btcusd:triple_med_gx:lsma220_115 | 11395334:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.87% | 31.46% |
| 6M | 7.68% | 12.77% |
| YTD | 7.68% | 16.76% |
| 1Y | -13.95% | 56.84% |
| 3Y (ann.) | 10.67% | 55.31% |
| 5Y (ann.) | 9.54% | 37.32% |
| Metric | 11395334:btcusd:triple_med_gx:lsma220_115 | 11395334:BTCUSD |
|---|---|---|
| Max Drawdown | -29.73% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.76% |
| Avg. Drawdown Days | 51.0 | 35.0 |
| Recovery Factor | 1.18 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.73 | 369 |
| 2022-04-07 | 2023-02-01 | -26.12 | 300 |
| 2023-02-02 | 2023-09-18 | -10.32 | 227 |
| 2024-03-18 | 2024-06-05 | -8.17 | 79 |
| 2023-11-11 | 2023-12-20 | -5.03 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2023-12-20 | 2024-02-26 | -1.61 | 68 |
| 2023-09-18 | 2023-09-19 | -1.59 | 0 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| Metric | 11395334:btcusd:triple_med_gx:lsma220_115 | 11395334:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -22.05% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -22.05% | -37.12% |
| Best Year | 23.45% | 155.54% |
| Worst Year | 0.36% | -56.9% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.18% | 7.15% |
| Avg. Down Week | -3.7% | -5.48% |
| Avg. Up Month | 5.91% | 17.58% |
| Avg. Down Month | -7.16% | -12.21% |
| Win Days % | 50.19% | 51.31% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 56.45% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |