| Metric | 11393805:btcusd:triple_med_gx:lsma210_110 | 11393805:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 47.25% | 190.36% |
| Max Drawdown | -30.39% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.46 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 35.62 | 3.58 |
| Outlier Loss Ratio | 3.76 | 3.46 |
| Volatility (ann.) | 11.61% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.41 | 0.57 |
| Skew | 0.67 | 0.19 |
| Kurtosis | 61.13 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.63% |
| Expected Yearly % | 10.16% | 30.54% |
| Kelly Criterion | 4.27% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11393805:BTCUSD | 11393805:btcusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 16.31 | -0.29 | + |
| 2023 | 155.54 | 25.68 | 0.17 | - |
| 2024 | 121.00 | -1.38 | -0.01 | - |
| 2025 | 16.76 | 2.15 | 0.13 | - |
| Metric | 11393805:btcusd:triple_med_gx:lsma210_110 | 11393805:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.6% | 31.46% |
| 6M | 2.15% | 12.77% |
| YTD | 2.15% | 16.76% |
| 1Y | -16.36% | 56.84% |
| 3Y (ann.) | 12.76% | 55.31% |
| 5Y (ann.) | 12.44% | 38.11% |
| Metric | 11393805:btcusd:triple_med_gx:lsma210_110 | 11393805:BTCUSD |
|---|---|---|
| Max Drawdown | -30.39% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.7% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 1.56 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -30.39 | 450 |
| 2022-04-06 | 2022-10-26 | -26.83 | 202 |
| 2023-02-02 | 2023-09-30 | -12.83 | 239 |
| 2022-02-23 | 2022-03-23 | -10.75 | 28 |
| 2023-11-11 | 2023-12-18 | -3.60 | 37 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-27 | 2023-02-01 | -2.24 | 36 |
| Metric | 11393805:btcusd:triple_med_gx:lsma210_110 | 11393805:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -21.39% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -21.39% | -37.12% |
| Best Year | 25.68% | 155.54% |
| Worst Year | -1.38% | -55.97% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.67% | 6.77% |
| Avg. Down Week | -4.32% | -5.75% |
| Avg. Up Month | 6.42% | 18.06% |
| Avg. Down Month | -5.69% | -14.13% |
| Win Days % | 50.29% | 51.33% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 58.06% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |