| Metric | 11403659:btcusd:triple_med_gx:lsma220_140 | 11403659:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 11.38% | 184.19% |
| Max Drawdown | -32.45% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.2 | 0.63 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.52 | 1.07 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 0.48 | 1.0 |
| Outlier Win Ratio | 56.64 | 3.23 |
| Outlier Loss Ratio | 3.7 | 3.04 |
| Volatility (ann.) | 8.53% | 26.06% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.1 | 0.56 |
| Skew | 0.06 | 0.2 |
| Kurtosis | 110.97 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.58% |
| Expected Yearly % | 2.73% | 29.84% |
| Kelly Criterion | 0.78% | 3.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.21% |
| Expected Shortfall (cVaR) | -0.73% | -2.21% |
| Year | 11403659:BTCUSD | 11403659:btcusd:triple_med_gx:lsma220_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 0.79 | -0.01 | + |
| 2023 | 155.54 | 12.64 | 0.08 | - |
| 2024 | 121.00 | -7.67 | -0.06 | - |
| 2025 | 16.76 | 6.26 | 0.37 | - |
| Metric | 11403659:btcusd:triple_med_gx:lsma220_140 | 11403659:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.88% | 31.46% |
| 6M | 6.26% | 12.77% |
| YTD | 6.26% | 16.76% |
| 1Y | -19.75% | 56.84% |
| 3Y (ann.) | 4.43% | 55.31% |
| 5Y (ann.) | 3.33% | 37.32% |
| Metric | 11403659:btcusd:triple_med_gx:lsma220_140 | 11403659:BTCUSD |
|---|---|---|
| Max Drawdown | -32.45% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.76% |
| Avg. Drawdown Days | 52.0 | 35.0 |
| Recovery Factor | 0.35 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -32.45 | 369 |
| 2022-04-07 | 2022-11-10 | -18.77 | 216 |
| 2023-02-02 | 2023-06-20 | -6.75 | 138 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2023-12-19 | 2024-02-26 | -3.87 | 69 |
| 2024-02-29 | 2024-06-04 | -3.13 | 96 |
| 2022-12-27 | 2023-02-01 | -2.72 | 36 |
| 2022-12-19 | 2022-12-20 | -1.89 | 1 |
| 2022-12-21 | 2022-12-26 | -1.81 | 5 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11403659:btcusd:triple_med_gx:lsma220_140 | 11403659:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -16.55% | -29.64% |
| Best Month | 18.42% | 43.77% |
| Worst Month | -21.64% | -37.12% |
| Best Year | 12.64% | 155.54% |
| Worst Year | -7.67% | -56.9% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 4.27% | 6.36% |
| Avg. Down Week | -4.11% | -6.33% |
| Avg. Up Month | 4.67% | 19.32% |
| Avg. Down Month | -7.37% | -15.28% |
| Win Days % | 48.44% | 51.31% |
| Win Month % | 62.96% | 60.98% |
| Win Week % | 58.0% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |