| Metric | 11404217:btcusd:triple_med_gx:lsma215_140 | 11404217:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 178.74% | 173.91% |
| Max Drawdown | -26.02% | -67.18% |
| Sharpe | 0.78 | 0.42 |
| Sortino | 1.35 | 0.61 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.41 | 1.07 |
| Common Sense Ratio | 2.74 | 1.07 |
| CPC Index | 0.93 | 0.66 |
| Tail Ratio | 1.95 | 1.0 |
| Outlier Win Ratio | 37.77 | 3.63 |
| Outlier Loss Ratio | 3.7 | 3.2 |
| Volatility (ann.) | 10.65% | 26.17% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.39 | 0.53 |
| Skew | 3.47 | 0.19 |
| Kurtosis | 63.46 | 6.57 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.53% | 2.49% |
| Expected Yearly % | 29.21% | 28.65% |
| Kelly Criterion | 12.91% | 10.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11404217:BTCUSD | 11404217:btcusd:triple_med_gx:lsma215_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 12.68 | -0.22 | + |
| 2023 | 155.54 | 22.04 | 0.14 | - |
| 2024 | 121.00 | 88.53 | 0.73 | - |
| 2025 | 11.80 | 7.52 | 0.64 | - |
| Metric | 11404217:btcusd:triple_med_gx:lsma215_140 | 11404217:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 12.25% | 26.2% |
| 6M | 7.52% | -1.67% |
| YTD | 7.52% | 11.8% |
| 1Y | 85.55% | 56.98% |
| 3Y (ann.) | 38.61% | 72.09% |
| 5Y (ann.) | 36.2% | 35.49% |
| Metric | 11404217:btcusd:triple_med_gx:lsma215_140 | 11404217:BTCUSD |
|---|---|---|
| Max Drawdown | -26.02% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -2.71% | -6.82% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 6.87 | 2.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -26.02 | 475 |
| 2024-12-05 | 2025-04-22 | -10.44 | 138 |
| 2023-11-16 | 2024-05-20 | -7.80 | 186 |
| 2023-07-14 | 2023-10-16 | -6.28 | 94 |
| 2024-06-05 | 2024-08-08 | -5.40 | 63 |
| 2024-09-20 | 2024-10-11 | -4.77 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-23 | 2025-06-18 | -4.11 | 26 |
| 2023-10-18 | 2023-11-15 | -3.99 | 28 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| Metric | 11404217:btcusd:triple_med_gx:lsma215_140 | 11404217:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.88% | 35.75% |
| Worst Week | -7.3% | -29.64% |
| Best Month | 21.64% | 43.77% |
| Worst Month | -6.97% | -37.12% |
| Best Year | 88.53% | 155.54% |
| Worst Year | 7.52% | -56.62% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 4.83% | 6.7% |
| Avg. Down Week | -1.85% | -5.18% |
| Avg. Up Month | 9.1% | 16.98% |
| Avg. Down Month | -2.36% | -12.73% |
| Win Days % | 50.75% | 51.29% |
| Win Month % | 60.0% | 58.54% |
| Win Week % | 57.89% | 50.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |