| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 107.94% | 190.36% |
| Max Drawdown | -27.87% | -67.18% |
| Sharpe | 0.58 | 0.44 |
| Sortino | 0.96 | 0.64 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.88 | 1.07 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 40.29 | 3.59 |
| Outlier Loss Ratio | 3.52 | 3.25 |
| Volatility (ann.) | 10.62% | 26.21% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.89 | 0.57 |
| Skew | 3.29 | 0.19 |
| Kurtosis | 64.8 | 6.55 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.63% |
| Expected Yearly % | 20.08% | 30.54% |
| Kelly Criterion | 8.98% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11404216:BTCUSD | 11404216:btcusd:triple_med_gx:lsma210_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 3.39 | -0.06 | + |
| 2023 | 155.54 | 18.77 | 0.12 | - |
| 2024 | 121.00 | 56.49 | 0.47 | - |
| 2025 | 16.76 | 8.21 | 0.49 | - |
| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.74% | 31.46% |
| 6M | 8.21% | 12.77% |
| YTD | 8.21% | 16.76% |
| 1Y | 51.3% | 56.84% |
| 3Y (ann.) | 22.83% | 55.31% |
| 5Y (ann.) | 24.83% | 38.11% |
| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| Max Drawdown | -27.87% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.7% |
| Avg. Drawdown Days | 40.0 | 33.0 |
| Recovery Factor | 3.87 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -27.87 | 498 |
| 2024-12-05 | 2025-04-22 | -10.89 | 138 |
| 2023-11-16 | 2024-05-20 | -7.82 | 186 |
| 2024-09-17 | 2024-10-14 | -6.99 | 26 |
| 2024-06-05 | 2024-08-08 | -6.75 | 63 |
| 2024-08-09 | 2024-09-10 | -6.44 | 32 |
| 2023-07-14 | 2023-10-16 | -6.39 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-18 | 2023-11-15 | -4.19 | 28 |
| 2025-05-23 | 2025-06-11 | -4.10 | 19 |
| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -10.9% | -37.12% |
| Best Year | 56.49% | 155.54% |
| Worst Year | 3.39% | -55.97% |
| Avg. Up Day | 1.06% | 1.06% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 5.25% | 7.27% |
| Avg. Down Week | -2.42% | -5.67% |
| Avg. Up Month | 7.73% | 17.1% |
| Avg. Down Month | -2.91% | -12.89% |
| Win Days % | 49.48% | 51.33% |
| Win Month % | 56.67% | 60.98% |
| Win Week % | 52.94% | 51.14% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |