| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 31.19% | 191.01% |
| Max Drawdown | -29.47% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 30.94 | 3.69 |
| Outlier Loss Ratio | 3.91 | 3.68 |
| Volatility (ann.) | 12.59% | 26.21% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.29 | 0.57 |
| Skew | 0.23 | 0.19 |
| Kurtosis | 48.85 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.64% |
| Expected Yearly % | 7.02% | 30.61% |
| Kelly Criterion | 2.05% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.23% |
| Expected Shortfall (cVaR) | -1.08% | -2.23% |
| Year | 11390794:BTCUSD | 11390794:btcusd:triple_med_gx:lsma210_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -4.55 | 0.08 | + |
| 2023 | 155.54 | 29.85 | 0.19 | - |
| 2024 | 121.00 | 3.60 | 0.03 | - |
| 2025 | 17.02 | 2.17 | 0.13 | - |
| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.68% | 31.76% |
| 6M | 2.17% | 12.25% |
| YTD | 2.17% | 17.02% |
| 1Y | -14.12% | 57.19% |
| 3Y (ann.) | 6.59% | 55.42% |
| 5Y (ann.) | 8.57% | 38.2% |
| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| Max Drawdown | -29.47% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -6.32% | -6.7% |
| Avg. Drawdown Days | 63.0 | 33.0 |
| Recovery Factor | 1.06 | 2.84 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -29.47 | 450 |
| 2022-06-08 | 2022-10-26 | -26.58 | 140 |
| 2022-10-26 | 2023-10-20 | -20.10 | 358 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-03-25 | 2022-06-07 | -6.40 | 74 |
| 2023-11-11 | 2023-12-20 | -6.16 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-22 | 2022-03-24 | -2.44 | 2 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-22 | 2024-02-26 | -1.69 | 66 |
| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.15% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -16.94% | -37.12% |
| Best Year | 29.85% | 155.54% |
| Worst Year | -4.55% | -55.97% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.34% | 6.57% |
| Avg. Down Week | -3.96% | -6.39% |
| Avg. Up Month | 6.91% | 16.19% |
| Avg. Down Month | -6.98% | -14.41% |
| Win Days % | 49.05% | 51.34% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 53.42% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |