| Metric | 11395501:btcusd:triple_med_gx:lsma220_115 | 11395501:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 50.18% | 184.19% |
| Max Drawdown | -28.91% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.5 | 0.63 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 35.89 | 3.58 |
| Outlier Loss Ratio | 3.76 | 3.4 |
| Volatility (ann.) | 11.3% | 26.06% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.45 | 0.56 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 62.44 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.58% |
| Expected Yearly % | 10.7% | 29.84% |
| Kelly Criterion | 4.49% | 3.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.21% |
| Expected Shortfall (cVaR) | -0.96% | -2.21% |
| Year | 11395501:BTCUSD | 11395501:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 14.36 | -0.25 | + |
| 2023 | 155.54 | 30.26 | 0.19 | - |
| 2024 | 121.00 | -2.48 | -0.02 | - |
| 2025 | 16.76 | 3.37 | 0.20 | - |
| Metric | 11395501:btcusd:triple_med_gx:lsma220_115 | 11395501:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.1% | 31.46% |
| 6M | 3.37% | 12.77% |
| YTD | 3.37% | 16.76% |
| 1Y | -4.33% | 56.84% |
| 3Y (ann.) | 15.51% | 55.31% |
| 5Y (ann.) | 13.14% | 37.32% |
| Metric | 11395501:btcusd:triple_med_gx:lsma220_115 | 11395501:BTCUSD |
|---|---|---|
| Max Drawdown | -28.91% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -4.78% | -6.76% |
| Avg. Drawdown Days | 48.0 | 35.0 |
| Recovery Factor | 1.74 | 2.74 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -28.91 | 447 |
| 2022-03-25 | 2022-11-10 | -27.76 | 229 |
| 2023-04-05 | 2023-06-21 | -8.48 | 76 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-02-02 | 2023-04-05 | -4.75 | 61 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-23 | -4.58 | 101 |
| 2023-11-16 | 2023-12-20 | -3.90 | 34 |
| 2022-12-27 | 2023-02-01 | -2.76 | 36 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| Metric | 11395501:btcusd:triple_med_gx:lsma220_115 | 11395501: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 | -19.67% | -37.12% |
| Best Year | 30.26% | 155.54% |
| Worst Year | -2.48% | -56.9% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.57% | 6.33% |
| Avg. Down Week | -3.34% | -5.36% |
| Avg. Up Month | 5.87% | 12.32% |
| Avg. Down Month | -6.26% | -11.23% |
| Win Days % | 50.58% | 51.31% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 52.94% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |