| Metric | 11405949:btcusd:triple_med_gx:lsma220_145 | 11405949:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 136.64% | 172.11% |
| Max Drawdown | -23.31% | -67.18% |
| Sharpe | 0.73 | 0.42 |
| Sortino | 1.23 | 0.61 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | 2.56 | 1.06 |
| CPC Index | 0.9 | 0.63 |
| Tail Ratio | 1.84 | 0.99 |
| Outlier Win Ratio | 41.79 | 3.46 |
| Outlier Loss Ratio | 3.66 | 3.13 |
| Volatility (ann.) | 9.57% | 26.02% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.27 | 0.53 |
| Skew | 3.31 | 0.2 |
| Kurtosis | 70.87 | 6.51 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.12% | 2.47% |
| Expected Yearly % | 24.03% | 28.44% |
| Kelly Criterion | 13.55% | 8.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.21% |
| Expected Shortfall (cVaR) | -0.81% | -2.21% |
| Year | 11405949:BTCUSD | 11405949:btcusd:triple_med_gx:lsma220_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 11.09 | -0.19 | + |
| 2023 | 155.54 | 19.70 | 0.13 | - |
| 2024 | 121.00 | 53.67 | 0.44 | - |
| 2025 | 11.80 | 15.81 | 1.34 | + |
| Metric | 11405949:btcusd:triple_med_gx:lsma220_145 | 11405949:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.16% | 26.2% |
| 6M | 15.81% | -1.67% |
| YTD | 15.81% | 11.8% |
| 1Y | 81.47% | 56.98% |
| 3Y (ann.) | 32.52% | 72.09% |
| 5Y (ann.) | 29.7% | 35.28% |
| Metric | 11405949:btcusd:triple_med_gx:lsma220_145 | 11405949:BTCUSD |
|---|---|---|
| Max Drawdown | -23.31% | -67.18% |
| Longest DD Days | 444.0 | 683.0 |
| Avg. Drawdown | -2.82% | -6.76% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 5.86 | 2.56 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-16 | -23.31 | 444 |
| 2023-11-16 | 2024-08-08 | -8.81 | 266 |
| 2024-12-05 | 2025-04-21 | -8.48 | 136 |
| 2022-03-02 | 2022-03-28 | -6.90 | 26 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2023-07-14 | 2023-10-16 | -5.40 | 94 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-10-18 | 2023-11-15 | -4.04 | 28 |
| 2025-05-23 | 2025-06-18 | -3.97 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| Metric | 11405949:btcusd:triple_med_gx:lsma220_145 | 11405949:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.88% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 16.59% | 43.77% |
| Worst Month | -6.99% | -37.12% |
| Best Year | 53.67% | 155.54% |
| Worst Year | 11.09% | -56.9% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.76% | -0.84% |
| Avg. Up Week | 4.67% | 5.73% |
| Avg. Down Week | -2.83% | -6.5% |
| Avg. Up Month | 7.58% | 14.01% |
| Avg. Down Month | -3.18% | -12.88% |
| Win Days % | 52.24% | 51.28% |
| Win Month % | 65.38% | 58.54% |
| Win Week % | 64.0% | 50.85% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |