| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 39.71% | 223.62% |
| Max Drawdown | -34.47% | -67.18% |
| Sharpe | 0.27 | 0.46 |
| Sortino | 0.4 | 0.67 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.24 | 1.09 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 30.23 | 3.64 |
| Outlier Loss Ratio | 3.98 | 3.52 |
| Volatility (ann.) | 11.47% | 26.0% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.3 | 0.62 |
| Skew | 0.67 | 0.19 |
| Kurtosis | 38.51 | 6.63 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.84% |
| Expected Yearly % | 8.72% | 34.12% |
| Kelly Criterion | 1.52% | 5.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11379744:BTCUSD | 11379744:btcusd:triple_med_gx:lsma210_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -13.24 | 0.24 | + |
| 2023 | 155.54 | -1.93 | -0.01 | - |
| 2024 | 121.00 | 66.16 | 0.55 | - |
| 2025 | 30.14 | -1.18 | -0.04 | - |
| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 19.33% | 45.08% |
| 6M | -1.18% | 28.47% |
| YTD | -1.18% | 30.14% |
| 1Y | 10.27% | 105.13% |
| 3Y (ann.) | 18.16% | 81.7% |
| 5Y (ann.) | 10.36% | 41.38% |
| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| Max Drawdown | -34.47% | -67.18% |
| Longest DD Days | 719.0 | 683.0 |
| Avg. Drawdown | -5.06% | -6.42% |
| Avg. Drawdown Days | 63.0 | 32.0 |
| Recovery Factor | 1.15 | 3.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2024-03-11 | -34.47 | 719 |
| 2024-11-23 | 2025-07-14 | -21.57 | 233 |
| 2024-07-29 | 2024-11-21 | -19.02 | 114 |
| 2024-03-16 | 2024-05-15 | -6.14 | 60 |
| 2024-05-27 | 2024-07-25 | -4.04 | 59 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-05-26 | 2024-05-27 | -1.29 | 1 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11379744:btcusd:triple_med_gx:lsma210_60 | 11379744:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.66% | -9.32% |
| Best Week | 22.99% | 35.75% |
| Worst Week | -24.03% | -29.64% |
| Best Month | 36.85% | 43.77% |
| Worst Month | -27.26% | -37.12% |
| Best Year | 66.16% | 155.54% |
| Worst Year | -13.24% | -55.97% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.89% | 6.3% |
| Avg. Down Week | -3.94% | -4.83% |
| Avg. Up Month | 8.19% | 16.37% |
| Avg. Down Month | -7.5% | -12.85% |
| Win Days % | 48.94% | 51.37% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 49.4% | 51.93% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |