| Metric | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 58.06% | 190.36% |
| Max Drawdown | -24.65% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.54 | 0.64 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 36.38 | 3.58 |
| Outlier Loss Ratio | 3.7 | 3.41 |
| Volatility (ann.) | 11.54% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.6 | 0.57 |
| Skew | 1.1 | 0.19 |
| Kurtosis | 64.25 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.12% | 2.63% |
| Expected Yearly % | 12.13% | 30.54% |
| Kelly Criterion | 5.65% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.22% |
| Expected Shortfall (cVaR) | -0.98% | -2.22% |
| Year | 11395444:BTCUSD | 11395444:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 22.41 | -0.40 | + |
| 2023 | 155.54 | 28.94 | 0.19 | - |
| 2024 | 121.00 | -4.48 | -0.04 | - |
| 2025 | 16.76 | 4.83 | 0.29 | - |
| Metric | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.66% | 31.46% |
| 6M | 4.83% | 12.77% |
| YTD | 4.83% | 16.76% |
| 1Y | -4.45% | 56.84% |
| 3Y (ann.) | 15.24% | 55.31% |
| 5Y (ann.) | 14.87% | 38.11% |
| Metric | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| Max Drawdown | -24.65% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.65% | -6.7% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 2.36 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -24.65 | 463 |
| 2022-03-25 | 2022-07-28 | -18.27 | 125 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-02-02 | 2023-06-21 | -8.41 | 138 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2024-03-04 | -6.71 | 114 |
| 2022-07-30 | 2022-09-27 | -5.96 | 58 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2022-12-27 | 2023-02-01 | -2.78 | 36 |
| Metric | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -13.73% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -13.73% | -37.12% |
| Best Year | 28.94% | 155.54% |
| Worst Year | -4.48% | -55.97% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.45% | 6.97% |
| Avg. Down Week | -3.51% | -5.74% |
| Avg. Up Month | 6.77% | 13.36% |
| Avg. Down Month | -4.77% | -14.54% |
| Win Days % | 50.84% | 51.33% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 57.63% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |