| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 13.85% | 216.74% |
| Max Drawdown | -30.11% | -67.18% |
| Sharpe | 0.14 | 0.46 |
| Sortino | 0.21 | 0.67 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.29 | 1.09 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 30.86 | 3.49 |
| Outlier Loss Ratio | 4.39 | 3.51 |
| Volatility (ann.) | 10.52% | 25.85% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.13 | 0.6 |
| Skew | -0.07 | 0.2 |
| Kurtosis | 34.17 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.78% |
| Expected Yearly % | 3.3% | 33.41% |
| Kelly Criterion | -0.61% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.19% |
| Expected Shortfall (cVaR) | -0.9% | -2.19% |
| Year | 11376287:BTCUSD | 11376287:btcusd:triple_med_gx:lsma220_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 4.51 | -0.08 | + |
| 2023 | 155.54 | -1.52 | -0.01 | - |
| 2024 | 121.00 | 6.36 | 0.05 | - |
| 2025 | 30.14 | 4.01 | 0.13 | - |
| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 17.77% | 45.08% |
| 6M | 5.52% | 28.47% |
| YTD | 4.01% | 30.14% |
| 1Y | 5.93% | 105.13% |
| 3Y (ann.) | 10.51% | 81.7% |
| 5Y (ann.) | 3.91% | 40.6% |
| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| Max Drawdown | -30.11% | -67.18% |
| Longest DD Days | 485.0 | 683.0 |
| Avg. Drawdown | -6.55% | -6.46% |
| Avg. Drawdown Days | 93.0 | 34.0 |
| Recovery Factor | 0.46 | 3.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -30.11 | 229 |
| 2024-03-16 | 2025-07-14 | -20.14 | 485 |
| 2023-01-30 | 2024-03-15 | -14.74 | 410 |
| 2022-04-05 | 2022-05-30 | -7.68 | 54 |
| 2022-03-06 | 2022-03-24 | -3.73 | 18 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2023-01-21 | 2023-01-29 | -2.24 | 7 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -17.25% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -23.75% | -37.12% |
| Best Year | 6.36% | 155.54% |
| Worst Year | -1.52% | -56.9% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.34% | 5.28% |
| Avg. Down Week | -3.23% | -4.86% |
| Avg. Up Month | 6.64% | 16.35% |
| Avg. Down Month | -6.94% | -14.42% |
| Win Days % | 48.04% | 51.35% |
| Win Month % | 48.65% | 61.9% |
| Win Week % | 50.52% | 51.93% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |