| Metric | 11370480:btcusd:triple_med_gx:lsma110_10 | 11370480:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 32.87% | 220.31% |
| Max Drawdown | -26.79% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.35 | 0.66 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 28.62 | 3.55 |
| Outlier Loss Ratio | 4.11 | 3.51 |
| Volatility (ann.) | 11.58% | 26.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.32 | 0.6 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 41.35 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.74% |
| Expected Yearly % | 7.36% | 33.78% |
| Kelly Criterion | -0.74% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11370480:BTCUSD | 11370480:btcusd:triple_med_gx:lsma110_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -2.29 | 0.04 | + |
| 2023 | 155.54 | 39.08 | 0.25 | - |
| 2024 | 121.00 | 24.19 | 0.20 | - |
| 2025 | 30.14 | -21.26 | -0.71 | - |
| Metric | 11370480:btcusd:triple_med_gx:lsma110_10 | 11370480:BTCUSD |
|---|---|---|
| MTD | -1.14% | 13.36% |
| 3M | -2.55% | 45.08% |
| 6M | -19.21% | 28.47% |
| YTD | -21.26% | 30.14% |
| 1Y | 3.49% | 105.13% |
| 3Y (ann.) | 10.68% | 81.7% |
| 5Y (ann.) | 8.58% | 40.11% |
| Metric | 11370480:btcusd:triple_med_gx:lsma110_10 | 11370480:BTCUSD |
|---|---|---|
| Max Drawdown | -26.79% | -67.18% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.34% |
| Avg. Drawdown Days | 42.0 | 32.0 |
| Recovery Factor | 1.23 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -26.79 | 208 |
| 2022-04-21 | 2023-04-27 | -25.10 | 371 |
| 2023-12-06 | 2024-10-15 | -13.86 | 314 |
| 2023-04-30 | 2023-06-23 | -13.69 | 53 |
| 2022-03-02 | 2022-03-28 | -12.62 | 26 |
| 2023-08-29 | 2023-12-05 | -10.75 | 97 |
| 2023-06-23 | 2023-08-29 | -5.72 | 66 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11370480:btcusd:triple_med_gx:lsma110_10 | 11370480:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 19.32% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -19.85% | -37.12% |
| Best Year | 39.08% | 155.54% |
| Worst Year | -21.26% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.19% | 7.98% |
| Avg. Down Week | -2.65% | -3.15% |
| Avg. Up Month | 7.6% | 14.87% |
| Avg. Down Month | -5.15% | -13.01% |
| Win Days % | 48.16% | 51.32% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 45.92% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |