| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 106.66% | 184.19% |
| Max Drawdown | -27.36% | -67.18% |
| Sharpe | 0.59 | 0.43 |
| Sortino | 0.94 | 0.63 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 2.38 | 1.07 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.83 | 1.0 |
| Outlier Win Ratio | 39.01 | 3.4 |
| Outlier Loss Ratio | 3.69 | 3.19 |
| Volatility (ann.) | 10.24% | 26.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.9 | 0.56 |
| Skew | 2.11 | 0.2 |
| Kurtosis | 81.23 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.79% | 2.58% |
| Expected Yearly % | 19.9% | 29.84% |
| Kelly Criterion | 10.47% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11402294:BTCUSD | 11402294:btcusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 11.17 | -0.20 | + |
| 2023 | 155.54 | 19.87 | 0.13 | - |
| 2024 | 121.00 | 31.72 | 0.26 | - |
| 2025 | 16.76 | 17.74 | 1.06 | + |
| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 18.61% | 31.46% |
| 6M | 17.74% | 12.77% |
| YTD | 17.74% | 16.76% |
| 1Y | 55.68% | 56.84% |
| 3Y (ann.) | 22.18% | 55.31% |
| 5Y (ann.) | 24.66% | 37.32% |
| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| Max Drawdown | -27.36% | -67.18% |
| Longest DD Days | 481.0 | 683.0 |
| Avg. Drawdown | -2.81% | -6.76% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 3.9 | 2.74 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-20 | -27.36 | 435 |
| 2023-07-14 | 2024-11-06 | -19.79 | 481 |
| 2024-11-12 | 2024-12-05 | -5.02 | 23 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-05 | 2025-04-09 | -2.91 | 125 |
| 2025-04-15 | 2025-04-21 | -2.59 | 5 |
| 2025-05-11 | 2025-05-18 | -1.95 | 7 |
| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 26.15% | 43.77% |
| Worst Month | -20.26% | -37.12% |
| Best Year | 31.72% | 155.54% |
| Worst Year | 11.17% | -56.9% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 4.71% | 6.43% |
| Avg. Down Week | -2.58% | -4.91% |
| Avg. Up Month | 8.96% | 13.25% |
| Avg. Down Month | -5.11% | -13.68% |
| Win Days % | 51.32% | 51.31% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 56.36% | 51.14% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |