| Metric | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 36.95% | 184.19% |
| Max Drawdown | -29.72% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.4 | 0.63 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 33.27 | 3.65 |
| Outlier Loss Ratio | 4.05 | 3.63 |
| Volatility (ann.) | 11.59% | 26.06% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.34 | 0.56 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 54.75 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.58% |
| Expected Yearly % | 8.18% | 29.84% |
| Kelly Criterion | 2.7% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11393975:BTCUSD | 11393975:btcusd:triple_med_gx:lsma220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -5.07 | 0.09 | + |
| 2023 | 155.54 | 31.99 | 0.21 | - |
| 2024 | 121.00 | 12.35 | 0.10 | - |
| 2025 | 16.76 | -2.72 | -0.16 | - |
| Metric | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.43% | 31.46% |
| 6M | -2.72% | 12.77% |
| YTD | -2.72% | 16.76% |
| 1Y | -1.42% | 56.84% |
| 3Y (ann.) | 14.39% | 55.31% |
| 5Y (ann.) | 10.02% | 37.32% |
| Metric | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| Max Drawdown | -29.72% | -67.18% |
| Longest DD Days | 575.0 | 683.0 |
| Avg. Drawdown | -5.18% | -6.76% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | 1.24 | 2.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-10-23 | -29.72 | 575 |
| 2024-06-07 | 2024-11-29 | -25.88 | 174 |
| 2024-11-30 | 2025-06-11 | -20.62 | 193 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2024-03-21 | 2024-06-04 | -5.35 | 75 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-27 | 2022-03-22 | -4.55 | 22 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2023-12-22 | 2024-03-04 | -2.79 | 73 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -23.19% | -37.12% |
| Best Year | 31.99% | 155.54% |
| Worst Year | -5.07% | -56.9% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.25% | 6.44% |
| Avg. Down Week | -3.16% | -4.49% |
| Avg. Up Month | 6.13% | 12.02% |
| Avg. Down Month | -6.59% | -11.23% |
| Win Days % | 49.74% | 51.31% |
| Win Month % | 64.52% | 60.98% |
| Win Week % | 54.93% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |