| Metric | 11395390:btcusd:triple_med_gx:lsma220_115 | 11395390:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 63.49% | 184.19% |
| Max Drawdown | -27.94% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.6 | 0.63 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 37.75 | 3.56 |
| Outlier Loss Ratio | 3.81 | 3.36 |
| Volatility (ann.) | 11.1% | 26.06% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.58 | 0.56 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 66.7 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.58% |
| Expected Yearly % | 13.08% | 29.84% |
| Kelly Criterion | 6.27% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11395390:BTCUSD | 11395390:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 15.97 | -0.28 | + |
| 2023 | 155.54 | 40.11 | 0.26 | - |
| 2024 | 121.00 | -3.42 | -0.03 | - |
| 2025 | 16.76 | 4.19 | 0.25 | - |
| Metric | 11395390:btcusd:triple_med_gx:lsma220_115 | 11395390:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.02% | 31.46% |
| 6M | 4.19% | 12.77% |
| YTD | 4.19% | 16.76% |
| 1Y | -10.03% | 56.84% |
| 3Y (ann.) | 18.38% | 55.31% |
| 5Y (ann.) | 16.1% | 37.32% |
| Metric | 11395390:btcusd:triple_med_gx:lsma220_115 | 11395390:BTCUSD |
|---|---|---|
| Max Drawdown | -27.94% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.16% | -6.76% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 2.27 | 2.74 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.94 | 463 |
| 2022-04-07 | 2022-10-25 | -24.40 | 201 |
| 2023-02-02 | 2023-06-21 | -10.17 | 138 |
| 2023-11-11 | 2023-12-20 | -4.88 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-27 | 2023-02-01 | -2.52 | 36 |
| 2023-07-12 | 2023-09-18 | -2.35 | 67 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| Metric | 11395390:btcusd:triple_med_gx:lsma220_115 | 11395390:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -17.16% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -17.16% | -37.12% |
| Best Year | 40.11% | 155.54% |
| Worst Year | -3.42% | -56.9% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 4.28% | 7.38% |
| Avg. Down Week | -3.4% | -5.41% |
| Avg. Up Month | 6.32% | 17.54% |
| Avg. Down Month | -6.53% | -12.36% |
| Win Days % | 50.37% | 51.31% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 56.45% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |