| Metric | 11392365:btcusd:triple_med_gx:lsma210_105 | 11392365:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 83.99% | 216.07% |
| Max Drawdown | -32.93% | -67.18% |
| Sharpe | 0.43 | 0.46 |
| Sortino | 0.65 | 0.66 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.44 | 1.08 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 31.33 | 3.7 |
| Outlier Loss Ratio | 3.92 | 3.53 |
| Volatility (ann.) | 12.24% | 25.98% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.6 | 0.6 |
| Skew | 1.0 | 0.19 |
| Kurtosis | 53.63 | 6.64 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.78% |
| Expected Yearly % | 16.47% | 33.34% |
| Kelly Criterion | 5.44% | 6.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.2% |
| Expected Shortfall (cVaR) | -1.04% | -2.2% |
| Year | 11392365:BTCUSD | 11392365:btcusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 12.51 | -0.22 | + |
| 2023 | 155.54 | 65.53 | 0.42 | - |
| 2024 | 121.00 | 6.89 | 0.06 | - |
| 2025 | 27.10 | -7.57 | -0.28 | - |
| Metric | 11392365:btcusd:triple_med_gx:lsma210_105 | 11392365:BTCUSD |
|---|---|---|
| MTD | -0.48% | 10.71% |
| 3M | -2.42% | 41.88% |
| 6M | -7.57% | 22.91% |
| YTD | -7.57% | 27.1% |
| 1Y | -13.99% | 82.29% |
| 3Y (ann.) | 33.48% | 77.48% |
| 5Y (ann.) | 19.66% | 40.32% |
| Metric | 11392365:btcusd:triple_med_gx:lsma210_105 | 11392365:BTCUSD |
|---|---|---|
| Max Drawdown | -32.93% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.52% |
| Avg. Drawdown Days | 25.0 | 32.0 |
| Recovery Factor | 2.55 | 3.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-11-10 | -32.93 | 217 |
| 2024-06-07 | 2025-07-17 | -27.81 | 404 |
| 2024-03-05 | 2024-05-15 | -12.52 | 71 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-02-02 | 2023-06-06 | -8.65 | 124 |
| 2023-06-07 | 2023-06-19 | -6.42 | 12 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-05-27 | 2024-06-04 | -3.47 | 7 |
| 2022-02-26 | 2022-03-22 | -3.23 | 24 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11392365:btcusd:triple_med_gx:lsma210_105 | 11392365:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -27.76% | -37.12% |
| Best Year | 65.53% | 155.54% |
| Worst Year | -7.57% | -55.97% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.65% | 6.4% |
| Avg. Down Week | -3.22% | -4.82% |
| Avg. Up Month | 7.44% | 16.91% |
| Avg. Down Month | -6.51% | -11.33% |
| Win Days % | 49.7% | 51.35% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 51.28% | 51.93% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |