| Metric | 11395556:btcusd:triple_med_gx:lsma215_115 | 11395556:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 50.44% | 186.07% |
| Max Drawdown | -27.59% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.49 | 0.63 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 33.35 | 3.61 |
| Outlier Loss Ratio | 3.82 | 3.46 |
| Volatility (ann.) | 11.74% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.48 | 0.56 |
| Skew | 1.14 | 0.19 |
| Kurtosis | 58.34 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.6% |
| Expected Yearly % | 10.75% | 30.05% |
| Kelly Criterion | 3.59% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.22% |
| Expected Shortfall (cVaR) | -1.0% | -2.22% |
| Year | 11395556:BTCUSD | 11395556:btcusd:triple_med_gx:lsma215_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -9.01 | 0.16 | + |
| 2023 | 155.54 | 25.73 | 0.17 | - |
| 2024 | 121.00 | 20.25 | 0.17 | - |
| 2025 | 16.76 | 9.37 | 0.56 | - |
| Metric | 11395556:btcusd:triple_med_gx:lsma215_115 | 11395556:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.75% | 31.46% |
| 6M | 9.37% | 12.77% |
| YTD | 9.37% | 16.76% |
| 1Y | 14.4% | 56.84% |
| 3Y (ann.) | 15.7% | 55.31% |
| 5Y (ann.) | 13.18% | 37.53% |
| Metric | 11395556:btcusd:triple_med_gx:lsma215_115 | 11395556:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -4.75% | -6.82% |
| Avg. Drawdown Days | 42.0 | 34.0 |
| Recovery Factor | 1.83 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-10-24 | -27.59 | 564 |
| 2024-05-30 | 2024-11-10 | -27.10 | 163 |
| 2025-02-06 | 2025-05-08 | -14.91 | 91 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-11-16 | 2024-03-04 | -7.37 | 109 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-05-15 | -5.72 | 55 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-27 | 2022-03-22 | -3.92 | 22 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| Metric | 11395556:btcusd:triple_med_gx:lsma215_115 | 11395556:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -18.64% | -37.12% |
| Best Year | 25.73% | 155.54% |
| Worst Year | -9.01% | -56.62% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.55% | 6.91% |
| Avg. Down Week | -2.6% | -4.27% |
| Avg. Up Month | 6.09% | 13.21% |
| Avg. Down Month | -6.28% | -11.23% |
| Win Days % | 49.84% | 51.32% |
| Win Month % | 64.52% | 60.98% |
| Win Week % | 50.0% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |