| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 26.03% | 216.74% |
| Max Drawdown | -34.04% | -67.18% |
| Sharpe | 0.21 | 0.46 |
| Sortino | 0.31 | 0.67 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.32 | 1.09 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 30.92 | 3.58 |
| Outlier Loss Ratio | 4.23 | 3.54 |
| Volatility (ann.) | 10.88% | 25.85% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.21 | 0.6 |
| Skew | 0.07 | 0.2 |
| Kurtosis | 33.97 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.78% |
| Expected Yearly % | 5.95% | 33.41% |
| Kelly Criterion | 0.83% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.19% |
| Expected Shortfall (cVaR) | -0.93% | -2.19% |
| Year | 11378396:BTCUSD | 11378396:btcusd:triple_med_gx:lsma220_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -1.92 | 0.03 | + |
| 2023 | 155.54 | -0.99 | -0.01 | - |
| 2024 | 121.00 | 11.06 | 0.09 | - |
| 2025 | 30.14 | 16.84 | 0.56 | - |
| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 20.72% | 45.08% |
| 6M | 16.84% | 28.47% |
| YTD | 16.84% | 30.14% |
| 1Y | 10.87% | 105.13% |
| 3Y (ann.) | 16.79% | 81.7% |
| 5Y (ann.) | 7.08% | 40.6% |
| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396:BTCUSD |
|---|---|---|
| Max Drawdown | -34.04% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -4.95% | -6.46% |
| Avg. Drawdown Days | 66.0 | 34.0 |
| Recovery Factor | 0.76 | 3.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-10 | -34.04 | 642 |
| 2024-05-27 | 2025-05-08 | -20.49 | 345 |
| 2024-03-13 | 2024-05-27 | -8.99 | 75 |
| 2022-04-05 | 2022-05-30 | -7.76 | 54 |
| 2022-03-06 | 2022-03-25 | -3.73 | 19 |
| 2025-05-19 | 2025-07-03 | -3.29 | 45 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -21.8% | -29.64% |
| Best Month | 18.46% | 43.77% |
| Worst Month | -28.3% | -37.12% |
| Best Year | 16.84% | 155.54% |
| Worst Year | -1.92% | -56.9% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.92% | 5.13% |
| Avg. Down Week | -3.34% | -5.11% |
| Avg. Up Month | 6.16% | 16.07% |
| Avg. Down Month | -7.23% | -16.18% |
| Win Days % | 48.98% | 51.35% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 51.11% | 51.93% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |