| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 85.91% | 190.36% |
| Max Drawdown | -23.48% | -67.18% |
| Sharpe | 0.48 | 0.44 |
| Sortino | 0.73 | 0.64 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 2.15 | 1.07 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.73 | 1.0 |
| Outlier Win Ratio | 38.42 | 3.52 |
| Outlier Loss Ratio | 3.53 | 3.29 |
| Volatility (ann.) | 11.1% | 26.21% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.88 | 0.57 |
| Skew | 1.17 | 0.19 |
| Kurtosis | 72.0 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.63% |
| Expected Yearly % | 16.77% | 30.54% |
| Kelly Criterion | 8.19% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11398769:BTCUSD | 11398769:btcusd:triple_med_gx:lsma210_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 13.40 | -0.24 | + |
| 2023 | 155.54 | 16.76 | 0.11 | - |
| 2024 | 121.00 | 14.26 | 0.12 | - |
| 2025 | 16.76 | 22.88 | 1.37 | + |
| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 24.89% | 31.46% |
| 6M | 22.88% | 12.77% |
| YTD | 22.88% | 16.76% |
| 1Y | 26.92% | 56.84% |
| 3Y (ann.) | 20.15% | 55.31% |
| 5Y (ann.) | 20.66% | 38.11% |
| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| Max Drawdown | -23.48% | -67.18% |
| Longest DD Days | 230.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.7% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 3.66 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-11-10 | -23.48 | 230 |
| 2024-06-05 | 2024-11-11 | -21.52 | 158 |
| 2022-12-27 | 2023-06-20 | -12.21 | 175 |
| 2024-03-05 | 2024-05-15 | -11.51 | 71 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-09-18 | 2023-12-20 | -7.79 | 92 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-30 | 2025-04-08 | -3.84 | 129 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 18.28% | 43.77% |
| Worst Month | -19.4% | -37.12% |
| Best Year | 22.88% | 155.54% |
| Worst Year | 13.4% | -55.97% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.98% | 6.88% |
| Avg. Down Week | -3.84% | -5.59% |
| Avg. Up Month | 7.98% | 12.65% |
| Avg. Down Month | -5.97% | -13.56% |
| Win Days % | 51.68% | 51.33% |
| Win Month % | 62.07% | 60.98% |
| Win Week % | 57.14% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |