| Metric | 11393972:btcusd:triple_med_gx:lsma210_110 | 11393972:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 75.36% | 190.36% |
| Max Drawdown | -26.72% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 32.08 | 3.69 |
| Outlier Loss Ratio | 3.84 | 3.51 |
| Volatility (ann.) | 11.97% | 26.21% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.69 | 0.57 |
| Skew | 1.11 | 0.19 |
| Kurtosis | 54.46 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.63% |
| Expected Yearly % | 15.08% | 30.54% |
| Kelly Criterion | 5.78% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.22% |
| Expected Shortfall (cVaR) | -1.02% | -2.22% |
| Year | 11393972:BTCUSD | 11393972:btcusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 2.94 | -0.05 | + |
| 2023 | 155.54 | 38.67 | 0.25 | - |
| 2024 | 121.00 | 24.69 | 0.20 | - |
| 2025 | 16.76 | -1.48 | -0.09 | - |
| Metric | 11393972:btcusd:triple_med_gx:lsma210_110 | 11393972:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.08% | 31.46% |
| 6M | -1.48% | 12.77% |
| YTD | -1.48% | 16.76% |
| 1Y | 0.99% | 56.84% |
| 3Y (ann.) | 22.92% | 55.31% |
| 5Y (ann.) | 18.55% | 38.11% |
| Metric | 11393972:btcusd:triple_med_gx:lsma210_110 | 11393972:BTCUSD |
|---|---|---|
| Max Drawdown | -26.72% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.7% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 2.82 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-20 | -26.72 | 450 |
| 2024-06-07 | 2024-11-29 | -25.79 | 174 |
| 2024-11-30 | 2025-06-11 | -18.77 | 193 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.10 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.49 | 34 |
| 2022-02-26 | 2022-03-22 | -3.88 | 23 |
| 2023-12-22 | 2024-03-04 | -3.25 | 73 |
| Metric | 11393972:btcusd:triple_med_gx:lsma210_110 | 11393972:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -20.6% | -37.12% |
| Best Year | 38.67% | 155.54% |
| Worst Year | -1.48% | -55.97% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.58% | 6.35% |
| Avg. Down Week | -2.8% | -4.67% |
| Avg. Up Month | 6.52% | 12.19% |
| Avg. Down Month | -5.67% | -11.23% |
| Win Days % | 50.57% | 51.33% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 56.06% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |