| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 18.96% | 223.62% |
| Max Drawdown | -28.96% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.24 | 0.67 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.34 | 1.09 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 32.1 | 3.63 |
| Outlier Loss Ratio | 3.87 | 3.54 |
| Volatility (ann.) | 11.33% | 26.0% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.18 | 0.62 |
| Skew | -0.21 | 0.19 |
| Kurtosis | 38.38 | 6.63 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.84% |
| Expected Yearly % | 4.44% | 34.12% |
| Kelly Criterion | 0.25% | 2.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11380974:BTCUSD | 11380974:btcusd:triple_med_gx:lsma210_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -9.84 | 0.18 | + |
| 2023 | 155.54 | 9.41 | 0.06 | - |
| 2024 | 121.00 | 25.98 | 0.21 | - |
| 2025 | 30.14 | -4.28 | -0.14 | - |
| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 16.53% | 45.08% |
| 6M | -4.28% | 28.47% |
| YTD | -4.28% | 30.14% |
| 1Y | -11.96% | 105.13% |
| 3Y (ann.) | 10.3% | 81.7% |
| 5Y (ann.) | 5.25% | 41.38% |
| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| Max Drawdown | -28.96% | -67.18% |
| Longest DD Days | 575.0 | 683.0 |
| Avg. Drawdown | -10.96% | -6.42% |
| Avg. Drawdown Days | 120.0 | 32.0 |
| Recovery Factor | 0.65 | 3.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -28.96 | 350 |
| 2022-06-11 | 2022-07-28 | -27.81 | 47 |
| 2022-07-30 | 2024-02-26 | -24.00 | 575 |
| 2022-03-09 | 2022-06-11 | -14.24 | 93 |
| 2024-03-13 | 2024-07-29 | -9.42 | 137 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2024-03-10 | 2024-03-10 | -0.18 | 0 |
| 2022-03-08 | 2022-03-09 | -0.18 | 0 |
| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 23.82% | 35.75% |
| Worst Week | -27.2% | -29.64% |
| Best Month | 37.84% | 43.77% |
| Worst Month | -24.3% | -37.12% |
| Best Year | 25.98% | 155.54% |
| Worst Year | -9.84% | -55.97% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.85% | 6.28% |
| Avg. Down Week | -3.73% | -5.08% |
| Avg. Up Month | 9.24% | 17.96% |
| Avg. Down Month | -6.18% | -12.6% |
| Win Days % | 49.81% | 51.37% |
| Win Month % | 40.54% | 61.9% |
| Win Week % | 45.68% | 51.93% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |