| Metric | 11393863:btcusd:triple_med_gx:lsma220_110 | 11393863:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 58.93% | 184.19% |
| Max Drawdown | -32.43% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.63 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 34.56 | 3.59 |
| Outlier Loss Ratio | 3.83 | 3.45 |
| Volatility (ann.) | 11.48% | 26.06% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.47 | 0.56 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 59.36 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.58% |
| Expected Yearly % | 12.28% | 29.84% |
| Kelly Criterion | 5.31% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11393863:BTCUSD | 11393863:btcusd:triple_med_gx:lsma220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 18.14 | -0.32 | + |
| 2023 | 155.54 | 46.25 | 0.30 | - |
| 2024 | 121.00 | -10.32 | -0.09 | - |
| 2025 | 16.76 | 2.57 | 0.15 | - |
| Metric | 11393863:btcusd:triple_med_gx:lsma220_110 | 11393863:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.26% | 31.46% |
| 6M | 2.57% | 12.77% |
| YTD | 2.57% | 16.76% |
| 1Y | -14.9% | 56.84% |
| 3Y (ann.) | 16.79% | 55.31% |
| 5Y (ann.) | 15.11% | 37.32% |
| Metric | 11393863:btcusd:triple_med_gx:lsma220_110 | 11393863:BTCUSD |
|---|---|---|
| Max Drawdown | -32.43% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.76% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 1.82 | 2.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -32.43 | 463 |
| 2022-04-07 | 2022-07-30 | -19.88 | 114 |
| 2023-02-02 | 2023-07-13 | -13.01 | 160 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-08-08 | 2022-09-27 | -6.76 | 49 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393863:btcusd:triple_med_gx:lsma220_110 | 11393863:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.24% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -15.44% | -37.12% |
| Best Year | 46.25% | 155.54% |
| Worst Year | -10.32% | -56.9% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.45% | 7.25% |
| Avg. Down Week | -3.02% | -4.77% |
| Avg. Up Month | 7.13% | 18.37% |
| Avg. Down Month | -5.85% | -13.03% |
| Win Days % | 50.34% | 51.31% |
| Win Month % | 57.58% | 60.98% |
| Win Week % | 55.88% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |