| Metric | 11395446:btcusd:triple_med_gx:lsma220_115 | 11395446:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 42.08% | 184.19% |
| Max Drawdown | -33.29% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 37.0 | 3.55 |
| Outlier Loss Ratio | 3.71 | 3.43 |
| Volatility (ann.) | 11.22% | 26.06% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.34 | 0.56 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 64.17 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.58% |
| Expected Yearly % | 9.18% | 29.84% |
| Kelly Criterion | 4.29% | 3.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.21% |
| Expected Shortfall (cVaR) | -0.96% | -2.21% |
| Year | 11395446:BTCUSD | 11395446:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 16.73 | -0.29 | + |
| 2023 | 155.54 | 37.85 | 0.24 | - |
| 2024 | 121.00 | -15.44 | -0.13 | - |
| 2025 | 16.76 | 4.42 | 0.26 | - |
| Metric | 11395446:btcusd:triple_med_gx:lsma220_115 | 11395446:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.63% | 31.46% |
| 6M | 4.42% | 12.77% |
| YTD | 4.42% | 16.76% |
| 1Y | -9.45% | 56.84% |
| 3Y (ann.) | 13.64% | 55.31% |
| 5Y (ann.) | 11.26% | 37.32% |
| Metric | 11395446:btcusd:triple_med_gx:lsma220_115 | 11395446:BTCUSD |
|---|---|---|
| Max Drawdown | -33.29% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.76% |
| Avg. Drawdown Days | 33.0 | 35.0 |
| Recovery Factor | 1.26 | 2.74 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -33.29 | 463 |
| 2022-03-25 | 2022-09-27 | -22.02 | 185 |
| 2023-02-02 | 2023-06-21 | -8.43 | 138 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2023-12-20 | -4.68 | 39 |
| 2023-12-22 | 2024-03-04 | -3.67 | 72 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2022-12-27 | 2023-02-01 | -3.03 | 36 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| Metric | 11395446:btcusd:triple_med_gx:lsma220_115 | 11395446:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 37.85% | 155.54% |
| Worst Year | -15.44% | -56.9% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.42% | 6.5% |
| Avg. Down Week | -3.57% | -5.15% |
| Avg. Up Month | 6.69% | 13.38% |
| Avg. Down Month | -5.4% | -13.61% |
| Win Days % | 50.72% | 51.31% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 54.84% | 51.14% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |