| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 51.07% | 190.36% |
| Max Drawdown | -24.68% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.54 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 45.41 | 3.36 |
| Outlier Loss Ratio | 3.43 | 3.14 |
| Volatility (ann.) | 10.2% | 26.21% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.54 | 0.57 |
| Skew | 0.95 | 0.19 |
| Kurtosis | 91.33 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.63% |
| Expected Yearly % | 10.87% | 30.54% |
| Kelly Criterion | 6.15% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11402182:BTCUSD | 11402182:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -0.17 | 0.00 | + |
| 2023 | 155.54 | 14.78 | 0.10 | - |
| 2024 | 121.00 | 22.47 | 0.19 | - |
| 2025 | 16.76 | 7.65 | 0.46 | - |
| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.84% | 31.46% |
| 6M | 7.65% | 12.77% |
| YTD | 7.65% | 16.76% |
| 1Y | 14.53% | 56.84% |
| 3Y (ann.) | 13.59% | 55.31% |
| 5Y (ann.) | 13.31% | 38.11% |
| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| Max Drawdown | -24.68% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.7% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 2.07 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-21 | -24.68 | 451 |
| 2024-06-07 | 2024-11-11 | -20.28 | 156 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-01 | 2025-04-11 | -8.18 | 130 |
| 2023-07-14 | 2023-11-15 | -5.97 | 124 |
| 2025-04-15 | 2025-05-18 | -3.42 | 33 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 21.76% | 43.77% |
| Worst Month | -19.4% | -37.12% |
| Best Year | 22.47% | 155.54% |
| Worst Year | -0.17% | -55.97% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.62% | 7.54% |
| Avg. Down Week | -3.37% | -5.59% |
| Avg. Up Month | 7.0% | 13.05% |
| Avg. Down Month | -5.81% | -13.56% |
| Win Days % | 51.33% | 51.33% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 48.08% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |