| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 112.82% | 184.19% |
| Max Drawdown | -33.75% | -67.18% |
| Sharpe | 0.55 | 0.43 |
| Sortino | 0.87 | 0.63 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.86 | 1.07 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.48 | 1.0 |
| Outlier Win Ratio | 33.72 | 3.62 |
| Outlier Loss Ratio | 3.75 | 3.4 |
| Volatility (ann.) | 11.68% | 26.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.76 | 0.56 |
| Skew | 1.68 | 0.2 |
| Kurtosis | 61.25 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.86% | 2.58% |
| Expected Yearly % | 20.78% | 29.84% |
| Kelly Criterion | 8.33% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11398881:BTCUSD | 11398881:btcusd:triple_med_gx:lsma220_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 5.88 | -0.10 | + |
| 2023 | 155.54 | 24.46 | 0.16 | - |
| 2024 | 121.00 | 36.90 | 0.30 | - |
| 2025 | 16.76 | 17.95 | 1.07 | + |
| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 19.03% | 31.46% |
| 6M | 17.95% | 12.77% |
| YTD | 17.95% | 16.76% |
| 1Y | 44.33% | 56.84% |
| 3Y (ann.) | 22.33% | 55.31% |
| 5Y (ann.) | 25.78% | 37.32% |
| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| Max Drawdown | -33.75% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.56% | -6.76% |
| Avg. Drawdown Days | 34.0 | 35.0 |
| Recovery Factor | 3.34 | 2.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -33.75 | 436 |
| 2024-05-18 | 2024-11-10 | -22.91 | 176 |
| 2025-01-30 | 2025-04-15 | -10.87 | 74 |
| 2023-07-14 | 2023-11-15 | -7.36 | 124 |
| 2023-11-16 | 2024-03-06 | -4.55 | 111 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-21 | 2024-05-15 | -3.50 | 55 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 25.8% | 43.77% |
| Worst Month | -26.45% | -37.12% |
| Best Year | 36.9% | 155.54% |
| Worst Year | 5.88% | -56.9% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 5.21% | 6.6% |
| Avg. Down Week | -3.76% | -4.34% |
| Avg. Up Month | 7.76% | 12.81% |
| Avg. Down Month | -7.44% | -13.45% |
| Win Days % | 51.16% | 51.31% |
| Win Month % | 70.97% | 60.98% |
| Win Week % | 58.73% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |