| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 50.56% | 222.44% |
| Max Drawdown | -34.79% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.47 | 0.66 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 27.18 | 3.57 |
| Outlier Loss Ratio | 4.13 | 3.52 |
| Volatility (ann.) | 11.73% | 26.13% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.36 | 0.6 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 39.09 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.76% |
| Expected Yearly % | 10.77% | 34.0% |
| Kelly Criterion | 1.67% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.22% |
| Expected Shortfall (cVaR) | -1.0% | -2.22% |
| Year | 11371183:BTCUSD | 11371183:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -5.38 | 0.10 | + |
| 2023 | 155.54 | 55.75 | 0.36 | - |
| 2024 | 121.00 | 45.16 | 0.37 | - |
| 2025 | 30.14 | -29.62 | -0.98 | - |
| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -5.24% | 45.08% |
| 6M | -26.89% | 28.47% |
| YTD | -29.62% | 30.14% |
| 1Y | -8.37% | 105.13% |
| 3Y (ann.) | 12.01% | 81.7% |
| 5Y (ann.) | 12.57% | 40.34% |
| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| Max Drawdown | -34.79% | -67.18% |
| Longest DD Days | 495.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.36% |
| Avg. Drawdown Days | 35.0 | 32.0 |
| Recovery Factor | 1.45 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -34.79 | 208 |
| 2022-04-21 | 2023-08-29 | -26.23 | 495 |
| 2022-02-27 | 2022-04-20 | -13.72 | 51 |
| 2024-03-05 | 2024-09-13 | -9.80 | 192 |
| 2023-08-29 | 2023-10-24 | -8.76 | 55 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2023-11-21 | 2023-12-02 | -3.28 | 11 |
| 2024-01-09 | 2024-01-28 | -3.13 | 19 |
| 2024-09-19 | 2024-10-14 | -2.11 | 24 |
| Metric | 11371183:btcusd:triple_med_gx:lsma110_15 | 11371183:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 18.21% | 35.75% |
| Worst Week | -13.13% | -29.64% |
| Best Month | 18.21% | 43.77% |
| Worst Month | -18.57% | -37.12% |
| Best Year | 55.75% | 155.54% |
| Worst Year | -29.62% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.77% | 8.09% |
| Avg. Down Week | -2.88% | -3.41% |
| Avg. Up Month | 6.74% | 14.53% |
| Avg. Down Month | -4.52% | -11.97% |
| Win Days % | 48.82% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 42.86% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |