| Metric | 11403936:btcusd:triple_med_gx:lsma210_140 | 11403936:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 50.66% | 190.36% |
| Max Drawdown | -20.44% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.72 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 47.87 | 3.28 |
| Outlier Loss Ratio | 3.46 | 3.11 |
| Volatility (ann.) | 9.72% | 26.21% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.65 | 0.57 |
| Skew | 1.01 | 0.19 |
| Kurtosis | 102.57 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.63% |
| Expected Yearly % | 10.79% | 30.54% |
| Kelly Criterion | 6.8% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11403936:BTCUSD | 11403936:btcusd:triple_med_gx:lsma210_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 5.71 | -0.10 | + |
| 2023 | 155.54 | 15.33 | 0.10 | - |
| 2024 | 121.00 | 15.20 | 0.13 | - |
| 2025 | 16.76 | 7.27 | 0.43 | - |
| Metric | 11403936:btcusd:triple_med_gx:lsma210_140 | 11403936:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.63% | 31.46% |
| 6M | 7.27% | 12.77% |
| YTD | 7.27% | 16.76% |
| 1Y | 14.41% | 56.84% |
| 3Y (ann.) | 12.31% | 55.31% |
| 5Y (ann.) | 13.22% | 38.11% |
| Metric | 11403936:btcusd:triple_med_gx:lsma210_140 | 11403936:BTCUSD |
|---|---|---|
| Max Drawdown | -20.44% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -2.92% | -6.7% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 2.48 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -20.44 | 155 |
| 2022-04-10 | 2023-06-21 | -18.23 | 436 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-01 | 2025-04-12 | -9.29 | 131 |
| 2023-07-14 | 2023-10-16 | -5.76 | 94 |
| 2023-11-12 | 2023-11-15 | -4.27 | 3 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-15 | 2025-05-18 | -2.59 | 33 |
| 2023-12-22 | 2024-03-20 | -1.81 | 89 |
| Metric | 11403936:btcusd:triple_med_gx:lsma210_140 | 11403936:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 20.82% | 43.77% |
| Worst Month | -13.61% | -37.12% |
| Best Year | 15.33% | 155.54% |
| Worst Year | 5.71% | -55.97% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.27% | 6.67% |
| Avg. Down Week | -3.44% | -5.85% |
| Avg. Up Month | 7.34% | 14.71% |
| Avg. Down Month | -4.83% | -13.56% |
| Win Days % | 51.5% | 51.33% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 54.35% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |