| Metric | 11398880:btcusd:triple_med_gx:lsma215_125 | 11398880:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 87.56% | 186.07% |
| Max Drawdown | -33.61% | -67.18% |
| Sharpe | 0.47 | 0.44 |
| Sortino | 0.72 | 0.63 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.75 | 1.07 |
| CPC Index | 0.69 | 0.58 |
| Tail Ratio | 1.44 | 1.0 |
| Outlier Win Ratio | 34.66 | 3.61 |
| Outlier Loss Ratio | 3.69 | 3.41 |
| Volatility (ann.) | 11.74% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.62 | 0.56 |
| Skew | 1.19 | 0.19 |
| Kurtosis | 61.05 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.55% | 2.6% |
| Expected Yearly % | 17.03% | 30.05% |
| Kelly Criterion | 6.82% | 5.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.22% |
| Expected Shortfall (cVaR) | -1.0% | -2.22% |
| Year | 11398880:BTCUSD | 11398880:btcusd:triple_med_gx:lsma215_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -2.84 | 0.05 | + |
| 2023 | 155.54 | 23.28 | 0.15 | - |
| 2024 | 121.00 | 33.11 | 0.27 | - |
| 2025 | 16.76 | 17.63 | 1.05 | + |
| Metric | 11398880:btcusd:triple_med_gx:lsma215_125 | 11398880:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 19.03% | 31.46% |
| 6M | 17.63% | 12.77% |
| YTD | 17.63% | 16.76% |
| 1Y | 39.95% | 56.84% |
| 3Y (ann.) | 20.54% | 55.31% |
| 5Y (ann.) | 21.0% | 37.53% |
| Metric | 11398880:btcusd:triple_med_gx:lsma215_125 | 11398880:BTCUSD |
|---|---|---|
| Max Drawdown | -33.61% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.9% | -6.82% |
| Avg. Drawdown Days | 36.0 | 34.0 |
| Recovery Factor | 2.61 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -33.61 | 436 |
| 2024-05-18 | 2024-11-11 | -24.83 | 177 |
| 2025-01-30 | 2025-05-08 | -11.11 | 97 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-07-14 | 2023-11-15 | -7.57 | 124 |
| 2022-02-27 | 2022-03-22 | -4.55 | 22 |
| 2023-11-16 | 2024-03-06 | -4.55 | 111 |
| 2024-03-21 | 2024-05-15 | -3.50 | 55 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| Metric | 11398880:btcusd:triple_med_gx:lsma215_125 | 11398880:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 25.8% | 43.77% |
| Worst Month | -26.45% | -37.12% |
| Best Year | 33.11% | 155.54% |
| Worst Year | -2.84% | -56.62% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 5.24% | 6.63% |
| Avg. Down Week | -3.88% | -4.84% |
| Avg. Up Month | 7.63% | 12.82% |
| Avg. Down Month | -7.91% | -13.45% |
| Win Days % | 50.77% | 51.32% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 56.45% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |