| Metric | 11392367:btcusd:triple_med_gx:lsma215_105 | 11392367:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 60.27% | 186.07% |
| Max Drawdown | -33.94% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.63 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 31.04 | 3.66 |
| Outlier Loss Ratio | 3.96 | 3.51 |
| Volatility (ann.) | 12.33% | 26.21% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.45 | 0.56 |
| Skew | 0.93 | 0.19 |
| Kurtosis | 53.38 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.6% |
| Expected Yearly % | 12.52% | 30.05% |
| Kelly Criterion | 3.87% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.22% |
| Expected Shortfall (cVaR) | -1.05% | -2.22% |
| Year | 11392367:BTCUSD | 11392367:btcusd:triple_med_gx:lsma215_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 4.81 | -0.08 | + |
| 2023 | 155.54 | 57.31 | 0.37 | - |
| 2024 | 121.00 | 3.85 | 0.03 | - |
| 2025 | 16.76 | -6.40 | -0.38 | - |
| Metric | 11392367:btcusd:triple_med_gx:lsma215_105 | 11392367:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.47% | 31.46% |
| 6M | -6.4% | 12.77% |
| YTD | -6.4% | 16.76% |
| 1Y | -17.77% | 56.84% |
| 3Y (ann.) | 20.37% | 55.31% |
| 5Y (ann.) | 15.37% | 37.53% |
| Metric | 11392367:btcusd:triple_med_gx:lsma215_105 | 11392367:BTCUSD |
|---|---|---|
| Max Drawdown | -33.94% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.82% |
| Avg. Drawdown Days | 28.0 | 34.0 |
| Recovery Factor | 1.78 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-11-10 | -33.94 | 217 |
| 2024-06-07 | 2025-06-11 | -28.92 | 369 |
| 2024-03-05 | 2024-05-15 | -12.52 | 71 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2023-02-02 | 2023-06-06 | -7.80 | 123 |
| 2023-06-07 | 2023-06-20 | -6.42 | 13 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-26 | 2022-03-24 | -3.94 | 25 |
| 2023-07-14 | 2023-10-01 | -3.79 | 79 |
| 2023-11-16 | 2023-12-18 | -3.62 | 32 |
| Metric | 11392367:btcusd:triple_med_gx:lsma215_105 | 11392367:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -27.76% | -37.12% |
| Best Year | 57.31% | 155.54% |
| Worst Year | -6.4% | -56.62% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.46% | 6.35% |
| Avg. Down Week | -3.25% | -4.61% |
| Avg. Up Month | 6.85% | 16.8% |
| Avg. Down Month | -7.03% | -11.33% |
| Win Days % | 49.4% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 50.0% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |