| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 112.42% | 184.19% |
| Max Drawdown | -34.68% | -67.18% |
| Sharpe | 0.53 | 0.43 |
| Sortino | 0.84 | 0.63 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 30.47 | 3.7 |
| Outlier Loss Ratio | 3.93 | 3.5 |
| Volatility (ann.) | 12.11% | 26.06% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.74 | 0.56 |
| Skew | 1.67 | 0.2 |
| Kurtosis | 52.58 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.85% | 2.58% |
| Expected Yearly % | 20.73% | 29.84% |
| Kelly Criterion | 6.88% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.21% |
| Expected Shortfall (cVaR) | -1.03% | -2.21% |
| Year | 11395612:BTCUSD | 11395612:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -1.76 | 0.03 | + |
| 2023 | 155.54 | 31.01 | 0.20 | - |
| 2024 | 121.00 | 38.91 | 0.32 | - |
| 2025 | 16.76 | 18.83 | 1.12 | + |
| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 14.61% | 31.46% |
| 6M | 18.83% | 12.77% |
| YTD | 18.83% | 16.76% |
| 1Y | 41.81% | 56.84% |
| 3Y (ann.) | 23.2% | 55.31% |
| 5Y (ann.) | 25.71% | 37.32% |
| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| Max Drawdown | -34.68% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -4.02% | -6.76% |
| Avg. Drawdown Days | 33.0 | 35.0 |
| Recovery Factor | 3.24 | 2.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-10-24 | -34.68 | 561 |
| 2024-05-30 | 2024-11-10 | -27.41 | 163 |
| 2025-02-06 | 2025-04-15 | -10.68 | 67 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-03-21 | 2024-05-15 | -4.61 | 55 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 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 | 38.91% | 155.54% |
| Worst Year | -1.76% | -56.9% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 5.54% | 7.2% |
| Avg. Down Week | -2.87% | -4.24% |
| Avg. Up Month | 8.13% | 12.81% |
| Avg. Down Month | -7.56% | -12.23% |
| Win Days % | 50.56% | 51.31% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 46.58% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |