| Metric | 11396956:btcusd:triple_med_gx:lsma220_120 | 11396956:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.2% | 184.19% |
| Max Drawdown | -30.16% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.32 | 0.63 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 40.86 | 3.41 |
| Outlier Loss Ratio | 3.7 | 3.33 |
| Volatility (ann.) | 10.53% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.25 | 0.56 |
| Skew | -0.16 | 0.2 |
| Kurtosis | 70.99 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.58% |
| Expected Yearly % | 6.2% | 29.84% |
| Kelly Criterion | 2.43% | 3.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11396956:BTCUSD | 11396956:btcusd:triple_med_gx:lsma220_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -9.59 | 0.17 | + |
| 2023 | 155.54 | 23.80 | 0.15 | - |
| 2024 | 121.00 | 1.05 | 0.01 | - |
| 2025 | 16.76 | 12.45 | 0.74 | - |
| Metric | 11396956:btcusd:triple_med_gx:lsma220_120 | 11396956:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.19% | 31.46% |
| 6M | 12.45% | 12.77% |
| YTD | 12.45% | 16.76% |
| 1Y | -8.8% | 56.84% |
| 3Y (ann.) | 8.72% | 55.31% |
| 5Y (ann.) | 7.58% | 37.32% |
| Metric | 11396956:btcusd:triple_med_gx:lsma220_120 | 11396956:BTCUSD |
|---|---|---|
| Max Drawdown | -30.16% | -67.18% |
| Longest DD Days | 563.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.76% |
| Avg. Drawdown Days | 71.0 | 35.0 |
| Recovery Factor | 0.9 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-23 | -30.16 | 563 |
| 2024-06-07 | 2025-06-11 | -28.22 | 369 |
| 2024-03-18 | 2024-06-03 | -8.17 | 76 |
| 2023-11-11 | 2023-12-20 | -5.03 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-20 | 2024-02-27 | -1.61 | 68 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2022-03-24 | 2022-04-07 | -0.45 | 14 |
| Metric | 11396956:btcusd:triple_med_gx:lsma220_120 | 11396956:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -26.31% | -29.64% |
| Best Month | 11.97% | 43.77% |
| Worst Month | -26.31% | -37.12% |
| Best Year | 23.8% | 155.54% |
| Worst Year | -9.59% | -56.9% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 3.89% | 6.76% |
| Avg. Down Week | -4.23% | -6.17% |
| Avg. Up Month | 5.12% | 17.37% |
| Avg. Down Month | -9.07% | -14.02% |
| Win Days % | 50.46% | 51.31% |
| Win Month % | 73.33% | 60.98% |
| Win Week % | 62.07% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |