| Metric | 11392366:btcusd:triple_med_gx:lsma220_105 | 11392366:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 45.84% | 184.19% |
| Max Drawdown | -39.14% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 31.4 | 3.62 |
| Outlier Loss Ratio | 3.94 | 3.52 |
| Volatility (ann.) | 12.09% | 26.06% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.31 | 0.56 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 53.28 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.58% |
| Expected Yearly % | 9.89% | 29.84% |
| Kelly Criterion | 2.96% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.21% |
| Expected Shortfall (cVaR) | -1.03% | -2.21% |
| Year | 11392366:BTCUSD | 11392366:btcusd:triple_med_gx:lsma220_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 2.88 | -0.05 | + |
| 2023 | 155.54 | 53.08 | 0.34 | - |
| 2024 | 121.00 | -1.47 | -0.01 | - |
| 2025 | 16.76 | -6.01 | -0.36 | - |
| Metric | 11392366:btcusd:triple_med_gx:lsma220_105 | 11392366:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.47% | 31.46% |
| 6M | -6.01% | 12.77% |
| YTD | -6.01% | 16.76% |
| 1Y | -16.01% | 56.84% |
| 3Y (ann.) | 16.16% | 55.31% |
| 5Y (ann.) | 12.14% | 37.32% |
| Metric | 11392366:btcusd:triple_med_gx:lsma220_105 | 11392366:BTCUSD |
|---|---|---|
| Max Drawdown | -39.14% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.76% |
| Avg. Drawdown Days | 42.0 | 35.0 |
| Recovery Factor | 1.17 | 2.74 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-06 | -39.14 | 425 |
| 2024-03-05 | 2025-06-11 | -29.58 | 463 |
| 2023-06-07 | 2023-06-21 | -7.02 | 14 |
| 2023-07-14 | 2023-10-02 | -4.95 | 80 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.17 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11392366:btcusd:triple_med_gx:lsma220_105 | 11392366:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -31.89% | -37.12% |
| Best Year | 53.08% | 155.54% |
| Worst Year | -6.01% | -56.9% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.38% | 6.32% |
| Avg. Down Week | -3.1% | -4.37% |
| Avg. Up Month | 6.53% | 16.05% |
| Avg. Down Month | -6.89% | -10.52% |
| Win Days % | 49.6% | 51.31% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 48.1% | 51.14% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |