| Metric | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 40.4% | 186.07% |
| Max Drawdown | -31.12% | -67.18% |
| Sharpe | 0.29 | 0.44 |
| Sortino | 0.42 | 0.63 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 40.34 | 3.45 |
| Outlier Loss Ratio | 3.67 | 3.32 |
| Volatility (ann.) | 10.93% | 26.21% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.35 | 0.56 |
| Skew | 0.14 | 0.19 |
| Kurtosis | 74.27 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.6% |
| Expected Yearly % | 8.85% | 30.05% |
| Kelly Criterion | 3.87% | 3.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11396955:BTCUSD | 11396955:btcusd:triple_med_gx:lsma215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -12.74 | 0.22 | + |
| 2023 | 155.54 | 28.28 | 0.18 | - |
| 2024 | 121.00 | 11.53 | 0.10 | - |
| 2025 | 16.76 | 12.45 | 0.74 | - |
| Metric | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.19% | 31.46% |
| 6M | 12.45% | 12.77% |
| YTD | 12.45% | 16.76% |
| 1Y | 0.9% | 56.84% |
| 3Y (ann.) | 12.29% | 55.31% |
| 5Y (ann.) | 10.84% | 37.53% |
| Metric | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| Max Drawdown | -31.12% | -67.18% |
| Longest DD Days | 580.0 | 683.0 |
| Avg. Drawdown | -5.29% | -6.82% |
| Avg. Drawdown Days | 68.0 | 34.0 |
| Recovery Factor | 1.3 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-08 | -31.12 | 580 |
| 2024-08-02 | 2025-06-11 | -24.76 | 313 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-03-18 | 2024-06-03 | -8.17 | 76 |
| 2024-06-07 | 2024-08-01 | -3.38 | 55 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-11 | 2023-12-18 | -3.11 | 37 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-12-20 | 2024-02-27 | -1.13 | 68 |
| Metric | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -27.74% | -29.64% |
| Best Month | 12.06% | 43.77% |
| Worst Month | -27.74% | -37.12% |
| Best Year | 28.28% | 155.54% |
| Worst Year | -12.74% | -56.62% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.04% | 6.54% |
| Avg. Down Week | -3.96% | -7.14% |
| Avg. Up Month | 5.48% | 17.13% |
| Avg. Down Month | -7.18% | -13.95% |
| Win Days % | 50.59% | 51.32% |
| Win Month % | 68.75% | 60.98% |
| Win Week % | 61.67% | 51.14% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |