| Metric | 11395611:btcusd:triple_med_gx:lsma215_115 | 11395611:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 89.57% | 186.07% |
| Max Drawdown | -34.54% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.71 | 0.63 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 31.15 | 3.69 |
| Outlier Loss Ratio | 3.9 | 3.54 |
| Volatility (ann.) | 12.17% | 26.21% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.62 | 0.56 |
| Skew | 1.23 | 0.19 |
| Kurtosis | 52.41 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.6% |
| Expected Yearly % | 17.34% | 30.05% |
| Kelly Criterion | 5.64% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.22% |
| Expected Shortfall (cVaR) | -1.03% | -2.22% |
| Year | 11395611:BTCUSD | 11395611:btcusd:triple_med_gx:lsma215_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -9.86 | 0.17 | + |
| 2023 | 155.54 | 29.76 | 0.19 | - |
| 2024 | 121.00 | 36.76 | 0.30 | - |
| 2025 | 16.76 | 18.50 | 1.10 | + |
| Metric | 11395611:btcusd:triple_med_gx:lsma215_115 | 11395611:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 14.61% | 31.46% |
| 6M | 18.5% | 12.77% |
| YTD | 18.5% | 16.76% |
| 1Y | 39.87% | 56.84% |
| 3Y (ann.) | 21.9% | 55.31% |
| 5Y (ann.) | 21.4% | 37.53% |
| Metric | 11395611:btcusd:triple_med_gx:lsma215_115 | 11395611:BTCUSD |
|---|---|---|
| Max Drawdown | -34.54% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -4.6% | -6.82% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 2.59 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-11-09 | -34.54 | 577 |
| 2024-05-30 | 2024-11-10 | -27.41 | 163 |
| 2025-02-06 | 2025-04-15 | -10.92 | 67 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2022-02-27 | 2022-03-24 | -5.26 | 25 |
| 2024-03-21 | 2024-05-15 | -5.04 | 55 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11395611:btcusd:triple_med_gx:lsma215_115 | 11395611:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.88% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 21.26% | 43.77% |
| Worst Month | -26.29% | -37.12% |
| Best Year | 36.76% | 155.54% |
| Worst Year | -9.86% | -56.62% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 5.55% | 7.22% |
| Avg. Down Week | -3.0% | -4.63% |
| Avg. Up Month | 8.11% | 12.82% |
| Avg. Down Month | -7.07% | -12.43% |
| Win Days % | 50.26% | 51.32% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 44.44% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |