| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 89.61% | 216.07% |
| Max Drawdown | -26.58% | -67.18% |
| Sharpe | 0.47 | 0.46 |
| Sortino | 0.73 | 0.66 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 35.34 | 3.64 |
| Outlier Loss Ratio | 3.74 | 3.42 |
| Volatility (ann.) | 11.48% | 25.98% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.78 | 0.6 |
| Skew | 1.49 | 0.19 |
| Kurtosis | 62.55 | 6.64 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.78% |
| Expected Yearly % | 17.35% | 33.34% |
| Kelly Criterion | 7.09% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.2% |
| Expected Shortfall (cVaR) | -0.97% | -2.2% |
| Year | 11395499:BTCUSD | 11395499:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 26.85 | -0.48 | + |
| 2023 | 155.54 | 40.86 | 0.26 | - |
| 2024 | 121.00 | 5.87 | 0.05 | - |
| 2025 | 27.10 | 0.24 | 0.01 | - |
| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| MTD | -1.3% | 10.71% |
| 3M | 6.09% | 41.88% |
| 6M | 0.24% | 22.91% |
| YTD | 0.24% | 27.1% |
| 1Y | -3.33% | 82.29% |
| 3Y (ann.) | 26.24% | 77.48% |
| 5Y (ann.) | 20.72% | 40.32% |
| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| Max Drawdown | -26.58% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.52% |
| Avg. Drawdown Days | 30.0 | 32.0 |
| Recovery Factor | 3.37 | 3.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-07-17 | -26.58 | 426 |
| 2022-03-25 | 2022-09-27 | -20.39 | 185 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-02-02 | 2023-06-20 | -10.05 | 137 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-10-08 | 2023-10-23 | -3.52 | 15 |
| 2022-02-26 | 2022-03-22 | -3.23 | 24 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -14.79% | -37.12% |
| Best Year | 40.86% | 155.54% |
| Worst Year | 0.24% | -55.97% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.67% | 6.58% |
| Avg. Down Week | -3.38% | -5.31% |
| Avg. Up Month | 6.66% | 13.18% |
| Avg. Down Month | -5.9% | -12.13% |
| Win Days % | 50.69% | 51.35% |
| Win Month % | 62.5% | 61.9% |
| Win Week % | 57.58% | 51.93% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |