| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 36.81% | 215.74% |
| Max Drawdown | -26.65% | -67.18% |
| Sharpe | 0.26 | 0.45 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 30.68 | 3.51 |
| Outlier Loss Ratio | 4.1 | 3.46 |
| Volatility (ann.) | 11.2% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.36 | 0.59 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 45.5 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.78% |
| Expected Yearly % | 8.15% | 33.3% |
| Kelly Criterion | 0.69% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11370501:BTCUSD | 11370501:btcusd:triple_med_gx:lsma110_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -8.27 | 0.15 | + |
| 2023 | 155.54 | 39.03 | 0.25 | - |
| 2024 | 121.00 | 32.85 | 0.27 | - |
| 2025 | 30.14 | -19.25 | -0.64 | - |
| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| MTD | -2.41% | 13.36% |
| 3M | -1.51% | 45.08% |
| 6M | -16.71% | 28.47% |
| YTD | -19.25% | 30.14% |
| 1Y | 1.68% | 105.13% |
| 3Y (ann.) | 14.37% | 81.7% |
| 5Y (ann.) | 9.51% | 39.56% |
| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| Max Drawdown | -26.65% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.45% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 1.38 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -26.65 | 208 |
| 2022-04-21 | 2023-03-17 | -22.62 | 329 |
| 2024-07-01 | 2024-10-18 | -13.93 | 108 |
| 2023-04-14 | 2023-08-29 | -13.22 | 137 |
| 2022-03-02 | 2022-03-27 | -12.18 | 25 |
| 2023-08-29 | 2023-12-05 | -9.74 | 97 |
| 2024-03-07 | 2024-04-08 | -6.32 | 31 |
| 2023-12-06 | 2024-03-06 | -6.18 | 91 |
| 2024-04-23 | 2024-05-15 | -4.50 | 22 |
| 2024-11-12 | 2024-12-15 | -2.40 | 33 |
| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 24.3% | 43.77% |
| Worst Month | -17.19% | -37.12% |
| Best Year | 39.03% | 155.54% |
| Worst Year | -19.25% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.27% | 8.07% |
| Avg. Down Week | -2.89% | -3.4% |
| Avg. Up Month | 7.43% | 16.42% |
| Avg. Down Month | -4.78% | -11.29% |
| Win Days % | 48.49% | 51.33% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 48.35% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |