| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 116.48% | 184.19% |
| Max Drawdown | -32.66% | -67.18% |
| Sharpe | 0.55 | 0.43 |
| Sortino | 0.87 | 0.63 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 31.66 | 3.67 |
| Outlier Loss Ratio | 3.85 | 3.5 |
| Volatility (ann.) | 11.9% | 26.06% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.81 | 0.56 |
| Skew | 1.59 | 0.2 |
| Kurtosis | 54.2 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.9% | 2.58% |
| Expected Yearly % | 21.3% | 29.84% |
| Kelly Criterion | 8.05% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.21% |
| Expected Shortfall (cVaR) | -1.01% | -2.21% |
| Year | 11397230:BTCUSD | 11397230:btcusd:triple_med_gx:lsma220_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 3.23 | -0.06 | + |
| 2023 | 155.54 | 23.96 | 0.15 | - |
| 2024 | 121.00 | 37.55 | 0.31 | - |
| 2025 | 16.76 | 22.98 | 1.37 | + |
| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 21.21% | 31.46% |
| 6M | 22.98% | 12.77% |
| YTD | 22.98% | 16.76% |
| 1Y | 52.53% | 56.84% |
| 3Y (ann.) | 24.28% | 55.31% |
| 5Y (ann.) | 26.43% | 37.32% |
| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| Max Drawdown | -32.66% | -67.18% |
| Longest DD Days | 438.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.76% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 3.57 | 2.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-23 | -32.66 | 438 |
| 2024-05-30 | 2024-11-10 | -23.53 | 163 |
| 2025-02-06 | 2025-04-11 | -9.16 | 64 |
| 2023-07-14 | 2023-11-15 | -7.61 | 124 |
| 2023-11-16 | 2024-03-20 | -6.88 | 125 |
| 2024-03-21 | 2024-05-15 | -4.61 | 55 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-05 | 2025-01-30 | -2.98 | 55 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.63% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 27.06% | 43.77% |
| Worst Month | -24.8% | -37.12% |
| Best Year | 37.55% | 155.54% |
| Worst Year | 3.23% | -56.9% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 5.08% | 6.5% |
| Avg. Down Week | -2.73% | -4.15% |
| Avg. Up Month | 7.65% | 12.81% |
| Avg. Down Month | -6.49% | -13.47% |
| Win Days % | 50.81% | 51.31% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 50.72% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |