| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 71.9% | 190.36% |
| Max Drawdown | -25.03% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 36.21 | 3.61 |
| Outlier Loss Ratio | 3.63 | 3.44 |
| Volatility (ann.) | 11.56% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.71 | 0.57 |
| Skew | 1.14 | 0.19 |
| Kurtosis | 62.91 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.63% |
| Expected Yearly % | 14.5% | 30.54% |
| Kelly Criterion | 5.85% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.22% |
| Expected Shortfall (cVaR) | -0.98% | -2.22% |
| Year | 11397117:BTCUSD | 11397117:btcusd:triple_med_gx:lsma210_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 5.38 | -0.10 | + |
| 2023 | 155.54 | 30.63 | 0.20 | - |
| 2024 | 121.00 | 14.84 | 0.12 | - |
| 2025 | 16.76 | 8.73 | 0.52 | - |
| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.13% | 31.46% |
| 6M | 8.73% | 12.77% |
| YTD | 8.73% | 16.76% |
| 1Y | 3.88% | 56.84% |
| 3Y (ann.) | 18.44% | 55.31% |
| 5Y (ann.) | 17.83% | 38.11% |
| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| Max Drawdown | -25.03% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.7% |
| Avg. Drawdown Days | 37.0 | 33.0 |
| Recovery Factor | 2.87 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-20 | -25.03 | 347 |
| 2022-03-25 | 2023-06-20 | -24.44 | 452 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-05 | 2024-03-19 | -6.30 | 14 |
| 2023-10-08 | 2023-10-23 | -5.28 | 15 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-26 | 2022-03-22 | -3.23 | 24 |
| 2023-12-19 | 2023-12-20 | -2.80 | 1 |
| 2024-05-14 | 2024-05-15 | -2.38 | 1 |
| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 15.94% | 43.77% |
| Worst Month | -19.4% | -37.12% |
| Best Year | 30.63% | 155.54% |
| Worst Year | 5.38% | -55.97% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 5.06% | 6.84% |
| Avg. Down Week | -3.75% | -5.38% |
| Avg. Up Month | 7.0% | 14.17% |
| Avg. Down Month | -6.02% | -12.13% |
| Win Days % | 50.93% | 51.33% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 54.24% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |