| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 88.72% | 184.19% |
| Max Drawdown | -37.36% | -67.18% |
| Sharpe | 0.48 | 0.43 |
| Sortino | 0.74 | 0.63 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.9 | 1.07 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.55 | 1.0 |
| Outlier Win Ratio | 35.86 | 3.59 |
| Outlier Loss Ratio | 3.55 | 3.29 |
| Volatility (ann.) | 11.55% | 26.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.57 | 0.56 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 65.35 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.58% |
| Expected Yearly % | 17.21% | 29.84% |
| Kelly Criterion | 7.19% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11400570:BTCUSD | 11400570:btcusd:triple_med_gx:lsma220_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -1.67 | 0.03 | + |
| 2023 | 155.54 | 19.09 | 0.12 | - |
| 2024 | 121.00 | 36.28 | 0.30 | - |
| 2025 | 16.76 | 18.26 | 1.09 | + |
| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 18.91% | 31.46% |
| 6M | 18.26% | 12.77% |
| YTD | 18.26% | 16.76% |
| 1Y | 42.9% | 56.84% |
| 3Y (ann.) | 19.3% | 55.31% |
| 5Y (ann.) | 21.27% | 37.32% |
| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| Max Drawdown | -37.36% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.76% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 2.37 | 2.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-28 | 2023-07-13 | -37.36 | 472 |
| 2024-06-02 | 2024-11-07 | -19.75 | 158 |
| 2023-07-14 | 2024-03-20 | -9.27 | 250 |
| 2025-01-30 | 2025-04-11 | -8.12 | 71 |
| 2024-11-12 | 2024-12-05 | -4.65 | 23 |
| 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 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 24.26% | 43.77% |
| Worst Month | -31.13% | -37.12% |
| Best Year | 36.28% | 155.54% |
| Worst Year | -1.67% | -56.9% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.12% | 6.78% |
| Avg. Down Week | -3.38% | -4.05% |
| Avg. Up Month | 7.66% | 13.36% |
| Avg. Down Month | -6.71% | -12.23% |
| Win Days % | 50.38% | 51.31% |
| Win Month % | 64.52% | 60.98% |
| Win Week % | 56.67% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |