| Metric | 11393918:btcusd:triple_med_gx:lsma220_110 | 11393918:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 32.49% | 184.19% |
| Max Drawdown | -35.82% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.63 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 34.03 | 3.62 |
| Outlier Loss Ratio | 3.91 | 3.62 |
| Volatility (ann.) | 11.75% | 26.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.25 | 0.56 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 56.66 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.58% |
| Expected Yearly % | 7.29% | 29.84% |
| Kelly Criterion | 2.68% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.21% |
| Expected Shortfall (cVaR) | -1.0% | -2.21% |
| Year | 11393918:BTCUSD | 11393918:btcusd:triple_med_gx:lsma220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 7.05 | -0.12 | + |
| 2023 | 155.54 | 41.99 | 0.27 | - |
| 2024 | 121.00 | -7.58 | -0.06 | - |
| 2025 | 16.76 | -5.69 | -0.34 | - |
| Metric | 11393918:btcusd:triple_med_gx:lsma220_110 | 11393918:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.1% | 31.46% |
| 6M | -5.69% | 12.77% |
| YTD | -5.69% | 16.76% |
| 1Y | -10.55% | 56.84% |
| 3Y (ann.) | 11.94% | 55.31% |
| 5Y (ann.) | 8.92% | 37.32% |
| Metric | 11393918:btcusd:triple_med_gx:lsma220_110 | 11393918:BTCUSD |
|---|---|---|
| Max Drawdown | -35.82% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.76% |
| Avg. Drawdown Days | 44.0 | 35.0 |
| Recovery Factor | 0.91 | 2.74 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-12-20 | -35.82 | 270 |
| 2024-03-05 | 2025-06-11 | -32.72 | 463 |
| 2023-02-02 | 2023-06-21 | -10.89 | 138 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -3.97 | 79 |
| 2022-12-27 | 2023-02-01 | -2.96 | 36 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-06-22 | 2023-07-12 | -2.21 | 20 |
| 2023-11-16 | 2023-12-18 | -2.02 | 32 |
| Metric | 11393918:btcusd:triple_med_gx:lsma220_110 | 11393918: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 | -26.24% | -37.12% |
| Best Year | 41.99% | 155.54% |
| Worst Year | -7.58% | -56.9% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.34% | 6.87% |
| Avg. Down Week | -3.28% | -4.76% |
| Avg. Up Month | 6.81% | 13.19% |
| Avg. Down Month | -6.25% | -11.34% |
| Win Days % | 49.84% | 51.31% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 50.0% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |