| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 82.03% | 190.36% |
| Max Drawdown | -34.54% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.67 | 0.64 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 31.79 | 3.68 |
| Outlier Loss Ratio | 3.82 | 3.54 |
| Volatility (ann.) | 12.13% | 26.21% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.58 | 0.57 |
| Skew | 1.21 | 0.19 |
| Kurtosis | 53.04 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.63% |
| Expected Yearly % | 16.15% | 30.54% |
| Kelly Criterion | 5.31% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.22% |
| Expected Shortfall (cVaR) | -1.03% | -2.22% |
| Year | 11395610:BTCUSD | 11395610:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -7.60 | 0.14 | + |
| 2023 | 155.54 | 27.02 | 0.17 | - |
| 2024 | 121.00 | 30.07 | 0.25 | - |
| 2025 | 16.76 | 19.24 | 1.15 | + |
| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 14.83% | 31.46% |
| 6M | 19.24% | 12.77% |
| YTD | 19.24% | 16.76% |
| 1Y | 35.6% | 56.84% |
| 3Y (ann.) | 19.81% | 55.31% |
| 5Y (ann.) | 19.89% | 38.11% |
| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| Max Drawdown | -34.54% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -4.76% | -6.7% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 2.37 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-11-10 | -34.54 | 578 |
| 2024-05-30 | 2024-11-11 | -27.32 | 164 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-02-06 | 2025-04-12 | -10.54 | 65 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-05-15 | -6.26 | 55 |
| 2022-02-27 | 2022-03-24 | -5.58 | 25 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11395610:btcusd:triple_med_gx:lsma210_115 | 11395610:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.88% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 21.26% | 43.77% |
| Worst Month | -26.29% | -37.12% |
| Best Year | 30.07% | 155.54% |
| Worst Year | -7.6% | -55.97% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 5.32% | 7.28% |
| Avg. Down Week | -3.11% | -4.23% |
| Avg. Up Month | 7.18% | 12.95% |
| Avg. Down Month | -7.82% | -12.23% |
| Win Days % | 50.27% | 51.33% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 47.83% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |