| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 147.4% | 140.9% |
| Max Drawdown | -26.86% | -67.18% |
| Sharpe | 0.62 | 0.36 |
| Sortino | 1.02 | 0.51 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 2.0 | 1.04 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 36.27 | 3.66 |
| Outlier Loss Ratio | 3.73 | 3.27 |
| Volatility (ann.) | 10.5% | 25.28% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.0 | 0.39 |
| Skew | 2.7 | 0.17 |
| Kurtosis | 57.79 | 6.65 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.95% | 1.89% |
| Expected Yearly % | 25.42% | 24.58% |
| Kelly Criterion | 9.5% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.15% |
| Expected Shortfall (cVaR) | -0.89% | -2.15% |
| Year | 11402463:BTCUSD | 11402463:btcusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -1.69 | 0.03 | + |
| 2023 | 155.54 | 21.13 | 0.14 | - |
| 2024 | 121.00 | 99.86 | 0.83 | - |
| 2025 | -1.03 | 3.95 | -3.86 | + |
| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 0.72% | -17.17% |
| 6M | -3.17% | -16.23% |
| YTD | 3.95% | -1.03% |
| 1Y | 3.95% | -5.06% |
| 3Y (ann.) | 35.13% | 75.28% |
| 5Y (ann.) | 26.98% | 26.1% |
| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| Max Drawdown | -26.86% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.35% | -7.42% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 5.49 | 2.1 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -26.86 | 476 |
| 2024-12-05 | 2025-04-21 | -12.72 | 136 |
| 2025-10-06 | 2025-12-10 | -11.64 | 64 |
| 2025-05-23 | 2025-10-05 | -8.76 | 135 |
| 2023-11-16 | 2024-02-27 | -7.61 | 103 |
| 2024-08-09 | 2024-09-10 | -6.46 | 32 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2023-07-14 | 2023-10-16 | -5.38 | 94 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 15.24% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 28.12% | 43.77% |
| Worst Month | -12.55% | -37.12% |
| Best Year | 99.86% | 155.54% |
| Worst Year | -1.69% | -56.9% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.71% | 6.54% |
| Avg. Down Week | -2.55% | -5.76% |
| Avg. Up Month | 7.9% | 15.39% |
| Avg. Down Month | -3.15% | -11.94% |
| Win Days % | 50.0% | 51.43% |
| Win Month % | 57.89% | 59.57% |
| Win Week % | 52.05% | 50.5% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |