| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 47.81% | 186.07% |
| Max Drawdown | -26.18% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.47 | 0.63 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 36.68 | 3.58 |
| Outlier Loss Ratio | 3.65 | 3.44 |
| Volatility (ann.) | 11.51% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.48 | 0.56 |
| Skew | 1.04 | 0.19 |
| Kurtosis | 63.92 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.6% |
| Expected Yearly % | 10.26% | 30.05% |
| Kelly Criterion | 3.72% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.22% |
| Expected Shortfall (cVaR) | -0.98% | -2.22% |
| Year | 11397118:BTCUSD | 11397118:btcusd:triple_med_gx:lsma215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -3.20 | 0.06 | + |
| 2023 | 155.54 | 24.15 | 0.16 | - |
| 2024 | 121.00 | 11.58 | 0.10 | - |
| 2025 | 16.76 | 10.23 | 0.61 | - |
| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.73% | 31.46% |
| 6M | 10.23% | 12.77% |
| YTD | 10.23% | 16.76% |
| 1Y | 1.99% | 56.84% |
| 3Y (ann.) | 14.99% | 55.31% |
| 5Y (ann.) | 12.58% | 37.53% |
| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| Max Drawdown | -26.18% | -67.18% |
| Longest DD Days | 453.0 | 683.0 |
| Avg. Drawdown | -4.69% | -6.82% |
| Avg. Drawdown Days | 50.0 | 34.0 |
| Recovery Factor | 1.83 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -26.18 | 369 |
| 2022-03-25 | 2023-06-21 | -25.58 | 453 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-03-05 | 2024-03-19 | -6.30 | 14 |
| 2023-07-14 | 2023-10-23 | -5.72 | 101 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.03 | 34 |
| 2022-02-26 | 2022-03-24 | -3.94 | 25 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 15.94% | 43.77% |
| Worst Month | -19.4% | -37.12% |
| Best Year | 24.15% | 155.54% |
| Worst Year | -3.2% | -56.62% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.81% | 6.77% |
| Avg. Down Week | -4.01% | -5.87% |
| Avg. Up Month | 6.39% | 14.05% |
| Avg. Down Month | -6.43% | -12.13% |
| Win Days % | 50.31% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 53.33% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |