| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 154.16% | 172.11% |
| Max Drawdown | -20.48% | -67.18% |
| Sharpe | 0.71 | 0.42 |
| Sortino | 1.19 | 0.61 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 2.22 | 1.06 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 1.65 | 0.99 |
| Outlier Win Ratio | 35.48 | 3.61 |
| Outlier Loss Ratio | 3.88 | 3.3 |
| Volatility (ann.) | 10.72% | 26.02% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.59 | 0.53 |
| Skew | 2.95 | 0.2 |
| Kurtosis | 57.83 | 6.51 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.3% | 2.47% |
| Expected Yearly % | 26.26% | 28.44% |
| Kelly Criterion | 11.14% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11402519:BTCUSD | 11402519:btcusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 8.63 | -0.15 | + |
| 2023 | 155.54 | 27.07 | 0.17 | - |
| 2024 | 121.00 | 84.37 | 0.70 | - |
| 2025 | 11.80 | -0.14 | -0.01 | - |
| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 3.17% | 26.2% |
| 6M | -0.14% | -1.67% |
| YTD | -0.14% | 11.8% |
| 1Y | 68.66% | 56.98% |
| 3Y (ann.) | 34.53% | 72.09% |
| 5Y (ann.) | 32.53% | 35.28% |
| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| Max Drawdown | -20.48% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -2.57% | -6.76% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 7.53 | 2.56 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2023-06-19 | -20.48 | 370 |
| 2022-03-02 | 2022-06-14 | -12.19 | 104 |
| 2024-12-05 | 2025-05-22 | -10.40 | 167 |
| 2024-06-05 | 2024-08-08 | -6.98 | 63 |
| 2024-09-20 | 2024-10-11 | -5.32 | 21 |
| 2023-07-14 | 2023-10-16 | -5.25 | 94 |
| 2023-11-16 | 2024-03-11 | -4.69 | 116 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-23 | 2025-06-18 | -4.00 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 13.5% | 35.75% |
| Worst Week | -7.3% | -29.64% |
| Best Month | 16.87% | 43.77% |
| Worst Month | -5.63% | -37.12% |
| Best Year | 84.37% | 155.54% |
| Worst Year | -0.14% | -56.9% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.89% | 6.34% |
| Avg. Down Week | -1.83% | -5.4% |
| Avg. Up Month | 7.37% | 15.48% |
| Avg. Down Month | -2.9% | -13.95% |
| Win Days % | 50.55% | 51.28% |
| Win Month % | 61.29% | 58.54% |
| Win Week % | 61.54% | 50.85% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |