| Metric | 11395555:btcusd:triple_med_gx:lsma210_115 | 11395555:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 69.86% | 190.36% |
| Max Drawdown | -27.02% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.61 | 0.64 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 33.41 | 3.61 |
| Outlier Loss Ratio | 3.77 | 3.44 |
| Volatility (ann.) | 11.69% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.64 | 0.57 |
| Skew | 1.2 | 0.19 |
| Kurtosis | 59.29 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.63% |
| Expected Yearly % | 14.16% | 30.54% |
| Kelly Criterion | 5.35% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11395555:BTCUSD | 11395555:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -2.72 | 0.05 | + |
| 2023 | 155.54 | 26.01 | 0.17 | - |
| 2024 | 121.00 | 25.28 | 0.21 | - |
| 2025 | 16.76 | 10.61 | 0.63 | - |
| Metric | 11395555:btcusd:triple_med_gx:lsma210_115 | 11395555:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.6% | 31.46% |
| 6M | 10.61% | 12.77% |
| YTD | 10.61% | 16.76% |
| 1Y | 15.22% | 56.84% |
| 3Y (ann.) | 19.34% | 55.31% |
| 5Y (ann.) | 17.41% | 38.11% |
| Metric | 11395555:btcusd:triple_med_gx:lsma210_115 | 11395555:BTCUSD |
|---|---|---|
| Max Drawdown | -27.02% | -67.18% |
| Longest DD Days | 460.0 | 683.0 |
| Avg. Drawdown | -4.38% | -6.7% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 2.59 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-10 | -27.02 | 163 |
| 2022-04-08 | 2023-07-12 | -23.41 | 460 |
| 2025-02-06 | 2025-05-08 | -13.82 | 90 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-10-23 | -7.27 | 101 |
| 2023-11-16 | 2024-03-04 | -6.98 | 109 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-26 | 2022-03-22 | -4.28 | 23 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| Metric | 11395555:btcusd:triple_med_gx:lsma210_115 | 11395555:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -15.89% | -37.12% |
| Best Year | 26.01% | 155.54% |
| Worst Year | -2.72% | -55.97% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.78% | 6.76% |
| Avg. Down Week | -2.46% | -4.27% |
| Avg. Up Month | 6.73% | 13.4% |
| Avg. Down Month | -4.95% | -11.51% |
| Win Days % | 50.55% | 51.33% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 49.25% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |