| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 62.76% | 190.36% |
| Max Drawdown | -25.13% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.58 | 0.64 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.55 | 1.0 |
| Outlier Win Ratio | 37.01 | 3.57 |
| Outlier Loss Ratio | 3.53 | 3.41 |
| Volatility (ann.) | 11.45% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.63 | 0.57 |
| Skew | 1.2 | 0.19 |
| Kurtosis | 64.9 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.63% |
| Expected Yearly % | 12.95% | 30.54% |
| Kelly Criterion | 5.58% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11398825:BTCUSD | 11398825:btcusd:triple_med_gx:lsma210_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 10.79 | -0.19 | + |
| 2023 | 155.54 | 7.99 | 0.05 | - |
| 2024 | 121.00 | 14.20 | 0.12 | - |
| 2025 | 16.76 | 19.13 | 1.14 | + |
| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 20.15% | 31.46% |
| 6M | 19.13% | 12.77% |
| YTD | 19.13% | 16.76% |
| 1Y | 26.28% | 56.84% |
| 3Y (ann.) | 13.84% | 55.31% |
| 5Y (ann.) | 15.9% | 38.11% |
| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| Max Drawdown | -25.13% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.18% | -6.7% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 2.5 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -25.13 | 436 |
| 2024-05-18 | 2024-11-11 | -24.05 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2024-03-20 | -9.30 | 250 |
| 2024-12-01 | 2025-04-09 | -7.50 | 129 |
| 2024-03-21 | 2024-05-15 | -4.17 | 55 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-02-26 | 2022-03-22 | -2.65 | 23 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 22.89% | 43.77% |
| Worst Month | -19.93% | -37.12% |
| Best Year | 19.13% | 155.54% |
| Worst Year | 7.99% | -55.97% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.94% | 6.48% |
| Avg. Down Week | -2.9% | -4.15% |
| Avg. Up Month | 8.43% | 13.22% |
| Avg. Down Month | -5.28% | -12.33% |
| Win Days % | 50.96% | 51.33% |
| Win Month % | 53.33% | 60.98% |
| Win Week % | 48.28% | 51.14% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |