| Metric | 11397229:btcusd:triple_med_gx:lsma215_120 | 11397229:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 91.0% | 186.07% |
| Max Drawdown | -32.51% | -67.18% |
| Sharpe | 0.47 | 0.44 |
| Sortino | 0.72 | 0.63 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 32.47 | 3.66 |
| Outlier Loss Ratio | 3.78 | 3.51 |
| Volatility (ann.) | 11.96% | 26.21% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.67 | 0.56 |
| Skew | 1.13 | 0.19 |
| Kurtosis | 54.07 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 2.6% |
| Expected Yearly % | 17.56% | 30.05% |
| Kelly Criterion | 6.67% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.22% |
| Expected Shortfall (cVaR) | -1.01% | -2.22% |
| Year | 11397229:BTCUSD | 11397229:btcusd:triple_med_gx:lsma215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -5.27 | 0.09 | + |
| 2023 | 155.54 | 22.78 | 0.15 | - |
| 2024 | 121.00 | 33.89 | 0.28 | - |
| 2025 | 16.76 | 22.65 | 1.35 | + |
| Metric | 11397229:btcusd:triple_med_gx:lsma215_120 | 11397229:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 21.21% | 31.46% |
| 6M | 22.65% | 12.77% |
| YTD | 22.65% | 16.76% |
| 1Y | 48.43% | 56.84% |
| 3Y (ann.) | 22.51% | 55.31% |
| 5Y (ann.) | 21.67% | 37.53% |
| Metric | 11397229:btcusd:triple_med_gx:lsma215_120 | 11397229:BTCUSD |
|---|---|---|
| Max Drawdown | -32.51% | -67.18% |
| Longest DD Days | 438.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.82% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | 2.8 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-23 | -32.51 | 438 |
| 2024-05-30 | 2024-11-11 | -24.52 | 164 |
| 2025-02-06 | 2025-04-12 | -9.41 | 65 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-07-14 | 2023-11-15 | -7.82 | 124 |
| 2023-11-16 | 2024-03-20 | -7.21 | 125 |
| 2024-03-21 | 2024-05-15 | -4.84 | 55 |
| 2022-02-27 | 2022-03-24 | -4.67 | 24 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| Metric | 11397229:btcusd:triple_med_gx:lsma215_120 | 11397229:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.63% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 27.06% | 43.77% |
| Worst Month | -24.8% | -37.12% |
| Best Year | 33.89% | 155.54% |
| Worst Year | -5.27% | -56.62% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 5.1% | 6.53% |
| Avg. Down Week | -2.87% | -4.55% |
| Avg. Up Month | 7.52% | 12.82% |
| Avg. Down Month | -6.15% | -12.43% |
| Win Days % | 50.5% | 51.32% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 48.53% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |