| Metric | 11377318:btcusd:triple_med_gx:lsma220_50 | 11377318:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 18.43% | 216.74% |
| Max Drawdown | -29.26% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.24 | 0.67 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 30.94 | 3.52 |
| Outlier Loss Ratio | 4.31 | 3.52 |
| Volatility (ann.) | 10.77% | 25.85% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.18 | 0.6 |
| Skew | 0.06 | 0.2 |
| Kurtosis | 35.15 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.78% |
| Expected Yearly % | 4.32% | 33.41% |
| Kelly Criterion | 0.21% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.19% |
| Expected Shortfall (cVaR) | -0.92% | -2.19% |
| Year | 11377318:BTCUSD | 11377318:btcusd:triple_med_gx:lsma220_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -2.38 | 0.04 | + |
| 2023 | 155.54 | -3.85 | -0.02 | - |
| 2024 | 121.00 | 8.68 | 0.07 | - |
| 2025 | 30.14 | 16.10 | 0.53 | - |
| Metric | 11377318:btcusd:triple_med_gx:lsma220_50 | 11377318:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 25.35% | 45.08% |
| 6M | 16.1% | 28.47% |
| YTD | 16.1% | 30.14% |
| 1Y | 11.13% | 105.13% |
| 3Y (ann.) | 13.77% | 81.7% |
| 5Y (ann.) | 5.13% | 40.6% |
| Metric | 11377318:btcusd:triple_med_gx:lsma220_50 | 11377318:BTCUSD |
|---|---|---|
| Max Drawdown | -29.26% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -6.25% | -6.46% |
| Avg. Drawdown Days | 76.0 | 34.0 |
| Recovery Factor | 0.63 | 3.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-03-22 | -29.26 | 289 |
| 2024-03-13 | 2025-07-02 | -24.63 | 476 |
| 2023-03-30 | 2024-03-08 | -16.00 | 343 |
| 2022-04-05 | 2022-06-06 | -10.98 | 61 |
| 2023-03-22 | 2023-03-30 | -5.98 | 7 |
| 2022-03-05 | 2022-03-25 | -3.81 | 19 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-03-12 | 2024-03-13 | -1.51 | 0 |
| Metric | 11377318:btcusd:triple_med_gx:lsma220_50 | 11377318:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -19.24% | -29.64% |
| Best Month | 16.44% | 43.77% |
| Worst Month | -23.5% | -37.12% |
| Best Year | 16.1% | 155.54% |
| Worst Year | -3.85% | -56.9% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.74% | 5.27% |
| Avg. Down Week | -3.58% | -5.24% |
| Avg. Up Month | 5.99% | 14.68% |
| Avg. Down Month | -7.31% | -16.18% |
| Win Days % | 48.32% | 51.35% |
| Win Month % | 59.46% | 61.9% |
| Win Week % | 52.17% | 51.93% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |