| Metric | 11397173:btcusd:triple_med_gx:lsma210_120 | 11397173:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 83.69% | 190.36% |
| Max Drawdown | -24.92% | -67.18% |
| Sharpe | 0.45 | 0.44 |
| Sortino | 0.7 | 0.64 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 34.38 | 3.61 |
| Outlier Loss Ratio | 3.7 | 3.44 |
| Volatility (ann.) | 11.64% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.81 | 0.57 |
| Skew | 1.37 | 0.19 |
| Kurtosis | 60.63 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.63% |
| Expected Yearly % | 16.42% | 30.54% |
| Kelly Criterion | 6.56% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11397173:BTCUSD | 11397173:btcusd:triple_med_gx:lsma210_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 5.25 | -0.09 | + |
| 2023 | 155.54 | 20.40 | 0.13 | - |
| 2024 | 121.00 | 30.74 | 0.25 | - |
| 2025 | 16.76 | 10.87 | 0.65 | - |
| Metric | 11397173:btcusd:triple_med_gx:lsma210_120 | 11397173:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.84% | 31.46% |
| 6M | 10.87% | 12.77% |
| YTD | 10.87% | 16.76% |
| 1Y | 20.59% | 56.84% |
| 3Y (ann.) | 21.21% | 55.31% |
| 5Y (ann.) | 20.22% | 38.11% |
| Metric | 11397173:btcusd:triple_med_gx:lsma210_120 | 11397173:BTCUSD |
|---|---|---|
| Max Drawdown | -24.92% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.7% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 3.36 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -24.92 | 436 |
| 2024-05-30 | 2024-11-11 | -24.12 | 164 |
| 2024-11-29 | 2025-05-06 | -11.45 | 158 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-10-23 | -6.68 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-03-04 | -4.49 | 109 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| Metric | 11397173:btcusd:triple_med_gx:lsma210_120 | 11397173:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 22.99% | 43.77% |
| Worst Month | -18.96% | -37.12% |
| Best Year | 30.74% | 155.54% |
| Worst Year | 5.25% | -55.97% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.97% | 7.51% |
| Avg. Down Week | -2.36% | -4.16% |
| Avg. Up Month | 7.37% | 13.54% |
| Avg. Down Month | -5.1% | -11.23% |
| Win Days % | 50.65% | 51.33% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 46.15% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |