| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 34.92% | 223.62% |
| Max Drawdown | -26.6% | -67.18% |
| Sharpe | 0.26 | 0.46 |
| Sortino | 0.38 | 0.67 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.4 | 1.09 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 31.55 | 3.56 |
| Outlier Loss Ratio | 4.4 | 3.47 |
| Volatility (ann.) | 10.62% | 26.0% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.35 | 0.62 |
| Skew | 0.27 | 0.19 |
| Kurtosis | 35.19 | 6.63 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.84% |
| Expected Yearly % | 7.77% | 34.12% |
| Kelly Criterion | 0.68% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.21% |
| Expected Shortfall (cVaR) | -0.91% | -2.21% |
| Year | 11377370:BTCUSD | 11377370:btcusd:triple_med_gx:lsma210_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -7.51 | 0.13 | + |
| 2023 | 155.54 | 7.29 | 0.05 | - |
| 2024 | 121.00 | 12.96 | 0.11 | - |
| 2025 | 30.14 | 20.36 | 0.68 | - |
| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 19.18% | 45.08% |
| 6M | 20.36% | 28.47% |
| YTD | 20.36% | 30.14% |
| 1Y | 18.32% | 105.13% |
| 3Y (ann.) | 16.82% | 81.7% |
| 5Y (ann.) | 9.23% | 41.38% |
| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| Max Drawdown | -26.6% | -67.18% |
| Longest DD Days | 378.0 | 683.0 |
| Avg. Drawdown | -4.7% | -6.42% |
| Avg. Drawdown Days | 57.0 | 32.0 |
| Recovery Factor | 1.31 | 3.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-04-18 | -26.60 | 378 |
| 2024-05-27 | 2025-04-22 | -18.54 | 329 |
| 2023-04-18 | 2024-02-26 | -16.90 | 314 |
| 2024-03-13 | 2024-05-27 | -10.74 | 75 |
| 2022-03-06 | 2022-03-27 | -3.90 | 21 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-06 | 2024-03-07 | -2.55 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -13.14% | -29.64% |
| Best Month | 24.4% | 43.77% |
| Worst Month | -20.56% | -37.12% |
| Best Year | 20.36% | 155.54% |
| Worst Year | -7.51% | -55.97% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.44% | 5.37% |
| Avg. Down Week | -3.13% | -5.41% |
| Avg. Up Month | 6.41% | 14.88% |
| Avg. Down Month | -5.59% | -14.82% |
| Win Days % | 47.9% | 51.37% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 51.61% | 51.93% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |