| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 80.88% | 190.36% |
| Max Drawdown | -33.61% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.68 | 0.64 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 35.59 | 3.6 |
| Outlier Loss Ratio | 3.61 | 3.44 |
| Volatility (ann.) | 11.69% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.59 | 0.57 |
| Skew | 1.17 | 0.19 |
| Kurtosis | 61.94 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.63% |
| Expected Yearly % | 15.97% | 30.54% |
| Kelly Criterion | 6.64% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11398879:BTCUSD | 11398879:btcusd:triple_med_gx:lsma210_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -0.41 | 0.01 | + |
| 2023 | 155.54 | 20.68 | 0.13 | - |
| 2024 | 121.00 | 27.61 | 0.23 | - |
| 2025 | 16.76 | 17.94 | 1.07 | + |
| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 18.83% | 31.46% |
| 6M | 17.94% | 12.77% |
| YTD | 17.94% | 16.76% |
| 1Y | 36.46% | 56.84% |
| 3Y (ann.) | 18.64% | 55.31% |
| 5Y (ann.) | 19.66% | 38.11% |
| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| Max Drawdown | -33.61% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -4.0% | -6.7% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 2.41 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -33.61 | 436 |
| 2024-05-18 | 2024-11-11 | -24.74 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-30 | 2025-04-15 | -10.72 | 74 |
| 2023-07-14 | 2023-11-15 | -7.41 | 124 |
| 2022-02-27 | 2022-03-24 | -4.88 | 25 |
| 2024-03-21 | 2024-05-15 | -4.63 | 55 |
| 2023-11-16 | 2024-03-06 | -4.55 | 111 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 25.8% | 43.77% |
| Worst Month | -26.45% | -37.12% |
| Best Year | 27.61% | 155.54% |
| Worst Year | -0.41% | -55.97% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 5.0% | 6.68% |
| Avg. Down Week | -4.08% | -4.32% |
| Avg. Up Month | 7.36% | 13.3% |
| Avg. Down Month | -7.81% | -13.45% |
| Win Days % | 50.93% | 51.33% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 60.0% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |