| Metric | 11390796:btcusd:triple_med_gx:lsma220_100 | 11390796:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.94% | 184.83% |
| Max Drawdown | -33.53% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.28 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 31.09 | 3.66 |
| Outlier Loss Ratio | 3.94 | 3.71 |
| Volatility (ann.) | 12.36% | 26.06% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.2 | 0.56 |
| Skew | 0.23 | 0.2 |
| Kurtosis | 47.78 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.59% |
| Expected Yearly % | 5.51% | 29.91% |
| Kelly Criterion | 1.33% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.21% |
| Expected Shortfall (cVaR) | -1.06% | -2.21% |
| Year | 11390796:BTCUSD | 11390796:btcusd:triple_med_gx:lsma220_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -9.12 | 0.16 | + |
| 2023 | 155.54 | 39.74 | 0.26 | - |
| 2024 | 121.00 | -2.37 | -0.02 | - |
| 2025 | 17.02 | -0.04 | -0.00 | - |
| Metric | 11390796:btcusd:triple_med_gx:lsma220_100 | 11390796:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.63% | 31.76% |
| 6M | -0.04% | 12.25% |
| YTD | -0.04% | 17.02% |
| 1Y | -20.07% | 57.19% |
| 3Y (ann.) | 6.87% | 55.42% |
| 5Y (ann.) | 6.73% | 37.42% |
| Metric | 11390796:btcusd:triple_med_gx:lsma220_100 | 11390796:BTCUSD |
|---|---|---|
| Max Drawdown | -33.53% | -67.18% |
| Longest DD Days | 555.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.76% |
| Avg. Drawdown Days | 55.0 | 35.0 |
| Recovery Factor | 0.71 | 2.75 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -33.53 | 450 |
| 2022-03-25 | 2023-10-01 | -27.35 | 555 |
| 2023-11-11 | 2023-12-19 | -4.68 | 38 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2023-10-05 | 2023-10-06 | -1.35 | 1 |
| 2023-12-22 | 2024-02-26 | -1.33 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11390796:btcusd:triple_med_gx:lsma220_100 | 11390796:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.34% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -17.15% | -37.12% |
| Best Year | 39.74% | 155.54% |
| Worst Year | -9.12% | -56.9% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.41% | 6.13% |
| Avg. Down Week | -3.52% | -5.57% |
| Avg. Up Month | 6.58% | 15.88% |
| Avg. Down Month | -6.78% | -13.6% |
| Win Days % | 48.94% | 51.32% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 50.0% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 25.0% | 75.0% |