| Metric | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 63.12% | 133.23% |
| Max Drawdown | -31.93% | -67.18% |
| Sharpe | 0.38 | 0.39 |
| Sortino | 0.57 | 0.57 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.37 | 1.05 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 31.19 | 3.69 |
| Outlier Loss Ratio | 3.91 | 3.54 |
| Volatility (ann.) | 12.55% | 26.53% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.54 | 0.47 |
| Skew | 0.51 | 0.17 |
| Kurtosis | 49.8 | 6.38 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.25% |
| Expected Yearly % | 13.01% | 23.58% |
| Kelly Criterion | 4.58% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.26% |
| Expected Shortfall (cVaR) | -1.07% | -2.26% |
| Year | 11428669:BTCUSD | 11428669:btcusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 4.32 | -0.08 | + |
| 2023 | 155.54 | 51.12 | 0.33 | - |
| 2024 | 121.00 | 8.59 | 0.07 | - |
| 2025 | -6.21 | -4.71 | 0.76 | + |
| Metric | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| MTD | -0.36% | 3.86% |
| 3M | -4.71% | -7.61% |
| 6M | 10.74% | 38.23% |
| YTD | -4.71% | -6.21% |
| 1Y | -6.24% | 25.27% |
| 3Y (ann.) | 13.79% | 25.44% |
| 5Y (ann.) | 17.17% | 31.56% |
| Metric | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| Max Drawdown | -31.93% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -4.19% | -6.57% |
| Avg. Drawdown Days | 32.0 | 32.0 |
| Recovery Factor | 1.98 | 1.98 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-10-26 | -31.93 | 215 |
| 2024-06-07 | 2025-03-26 | -28.58 | 291 |
| 2024-03-05 | 2024-05-15 | -13.96 | 71 |
| 2022-10-26 | 2023-06-21 | -13.58 | 237 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-05-27 | 2024-06-05 | -3.79 | 8 |
| 2023-11-16 | 2023-12-18 | -3.62 | 32 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-07-14 | 2023-09-14 | -3.05 | 62 |
| Metric | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -23.28% | -29.64% |
| Best Month | 23.86% | 43.77% |
| Worst Month | -26.03% | -37.12% |
| Best Year | 51.12% | 155.54% |
| Worst Year | -4.71% | -55.97% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 5.13% | 7.54% |
| Avg. Down Week | -3.43% | -5.45% |
| Avg. Up Month | 8.71% | 16.27% |
| Avg. Down Month | -8.1% | -13.35% |
| Win Days % | 49.51% | 51.15% |
| Win Month % | 56.25% | 60.53% |
| Win Week % | 51.47% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |