| Metric | 11398714:btcusd:triple_med_gx:lsma215_125 | 11398714:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 38.23% | 186.07% |
| Max Drawdown | -24.14% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.42 | 0.63 |
| Payoff Ratio | 1.06 | 0.97 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.75 | 1.07 |
| CPC Index | 0.62 | 0.53 |
| Tail Ratio | 1.54 | 1.0 |
| Outlier Win Ratio | 40.61 | 3.37 |
| Outlier Loss Ratio | 3.5 | 3.23 |
| Volatility (ann.) | 10.62% | 26.21% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.43 | 0.56 |
| Skew | 0.9 | 0.19 |
| Kurtosis | 77.51 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.6% |
| Expected Yearly % | 8.43% | 30.05% |
| Kelly Criterion | 4.77% | 0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11398714:BTCUSD | 11398714:btcusd:triple_med_gx:lsma215_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 6.79 | -0.12 | + |
| 2023 | 155.54 | 10.03 | 0.06 | - |
| 2024 | 121.00 | -0.67 | -0.01 | - |
| 2025 | 16.76 | 18.43 | 1.10 | + |
| Metric | 11398714:btcusd:triple_med_gx:lsma215_125 | 11398714:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 21.63% | 31.46% |
| 6M | 18.43% | 12.77% |
| YTD | 18.43% | 16.76% |
| 1Y | 8.18% | 56.84% |
| 3Y (ann.) | 11.03% | 55.31% |
| 5Y (ann.) | 10.31% | 37.53% |
| Metric | 11398714:btcusd:triple_med_gx:lsma215_125 | 11398714:BTCUSD |
|---|---|---|
| Max Drawdown | -24.14% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -4.31% | -6.82% |
| Avg. Drawdown Days | 48.0 | 34.0 |
| Recovery Factor | 1.58 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -24.14 | 345 |
| 2022-03-25 | 2022-11-10 | -17.59 | 230 |
| 2023-02-02 | 2023-06-21 | -9.65 | 138 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2024-03-05 | 2024-05-15 | -7.47 | 71 |
| 2023-10-08 | 2024-03-04 | -5.85 | 148 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-12-27 | 2023-02-02 | -3.22 | 37 |
| 2024-05-16 | 2024-06-07 | -2.32 | 21 |
| 2023-06-22 | 2023-07-12 | -2.16 | 20 |
| Metric | 11398714:btcusd:triple_med_gx:lsma215_125 | 11398714:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.42% | 35.75% |
| Worst Week | -11.6% | -29.64% |
| Best Month | 17.41% | 43.77% |
| Worst Month | -12.7% | -37.12% |
| Best Year | 18.43% | 155.54% |
| Worst Year | -0.67% | -56.62% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.83% | -0.92% |
| Avg. Up Week | 4.27% | 6.33% |
| Avg. Down Week | -3.32% | -5.93% |
| Avg. Up Month | 6.36% | 12.93% |
| Avg. Down Month | -5.12% | -13.61% |
| Win Days % | 50.89% | 51.32% |
| Win Month % | 55.17% | 60.98% |
| Win Week % | 50.0% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |