| Metric | 11393916:btcusd:triple_med_gx:lsma210_110 | 11393916:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 66.81% | 190.36% |
| Max Drawdown | -29.27% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.58 | 0.64 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 32.8 | 3.67 |
| Outlier Loss Ratio | 3.89 | 3.6 |
| Volatility (ann.) | 12.1% | 26.21% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.57 | 0.57 |
| Skew | 1.17 | 0.19 |
| Kurtosis | 55.18 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.63% |
| Expected Yearly % | 13.65% | 30.54% |
| Kelly Criterion | 5.27% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.22% |
| Expected Shortfall (cVaR) | -1.03% | -2.22% |
| Year | 11393916:BTCUSD | 11393916:btcusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 17.07 | -0.30 | + |
| 2023 | 155.54 | 53.54 | 0.34 | - |
| 2024 | 121.00 | 0.26 | 0.00 | - |
| 2025 | 16.76 | -7.44 | -0.44 | - |
| Metric | 11393916:btcusd:triple_med_gx:lsma210_110 | 11393916:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.46% | 31.46% |
| 6M | -7.44% | 12.77% |
| YTD | -7.44% | 16.76% |
| 1Y | -10.89% | 56.84% |
| 3Y (ann.) | 18.88% | 55.31% |
| 5Y (ann.) | 16.76% | 38.11% |
| Metric | 11393916:btcusd:triple_med_gx:lsma210_110 | 11393916:BTCUSD |
|---|---|---|
| Max Drawdown | -29.27% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.6% | -6.7% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 2.28 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-11-10 | -29.27 | 229 |
| 2024-03-05 | 2025-06-11 | -26.97 | 463 |
| 2023-02-02 | 2023-06-21 | -12.43 | 138 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-26 | 2022-03-22 | -3.23 | 24 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-27 | 2023-02-01 | -2.72 | 36 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11393916:btcusd:triple_med_gx:lsma210_110 | 11393916:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 53.54% | 155.54% |
| Worst Year | -7.44% | -55.97% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.39% | 7.07% |
| Avg. Down Week | -3.34% | -4.94% |
| Avg. Up Month | 8.01% | 14.39% |
| Avg. Down Month | -5.95% | -12.26% |
| Win Days % | 50.05% | 51.33% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 55.22% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |