| Metric | 11398713:btcusd:triple_med_gx:lsma210_125 | 11398713:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 47.68% | 190.36% |
| Max Drawdown | -20.78% | -67.18% |
| Sharpe | 0.33 | 0.44 |
| Sortino | 0.5 | 0.64 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.87 | 1.07 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 1.61 | 1.0 |
| Outlier Win Ratio | 40.96 | 3.37 |
| Outlier Loss Ratio | 3.51 | 3.21 |
| Volatility (ann.) | 10.55% | 26.21% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.6 | 0.57 |
| Skew | 0.95 | 0.19 |
| Kurtosis | 79.25 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.63% |
| Expected Yearly % | 10.24% | 30.54% |
| Kelly Criterion | 5.52% | 1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11398713:BTCUSD | 11398713:btcusd:triple_med_gx:lsma210_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 11.54 | -0.21 | + |
| 2023 | 155.54 | 6.58 | 0.04 | - |
| 2024 | 121.00 | 4.48 | 0.04 | - |
| 2025 | 16.76 | 18.90 | 1.13 | + |
| Metric | 11398713:btcusd:triple_med_gx:lsma210_125 | 11398713:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 19.41% | 31.46% |
| 6M | 18.9% | 12.77% |
| YTD | 18.9% | 16.76% |
| 1Y | 12.56% | 56.84% |
| 3Y (ann.) | 12.43% | 55.31% |
| 5Y (ann.) | 12.54% | 38.11% |
| Metric | 11398713:btcusd:triple_med_gx:lsma210_125 | 11398713:BTCUSD |
|---|---|---|
| Max Drawdown | -20.78% | -67.18% |
| Longest DD Days | 311.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.7% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 2.29 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-15 | -20.78 | 311 |
| 2022-03-25 | 2022-11-10 | -15.12 | 229 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-02-02 | 2023-06-21 | -8.57 | 138 |
| 2023-10-08 | 2024-03-04 | -7.52 | 148 |
| 2024-03-05 | 2024-05-15 | -7.47 | 71 |
| 2025-04-15 | 2025-05-08 | -3.71 | 23 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-27 | 2023-02-01 | -2.58 | 36 |
| Metric | 11398713:btcusd:triple_med_gx:lsma210_125 | 11398713:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 35.75% |
| Worst Week | -11.38% | -29.64% |
| Best Month | 17.41% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 18.9% | 155.54% |
| Worst Year | 4.48% | -55.97% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.83% | -0.92% |
| Avg. Up Week | 4.02% | 6.55% |
| Avg. Down Week | -3.4% | -6.65% |
| Avg. Up Month | 6.6% | 13.41% |
| Avg. Down Month | -4.07% | -13.61% |
| Win Days % | 51.11% | 51.33% |
| Win Month % | 51.72% | 60.98% |
| Win Week % | 55.56% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |