| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 48.51% | 220.31% |
| Max Drawdown | -31.8% | -67.18% |
| Sharpe | 0.3 | 0.45 |
| Sortino | 0.46 | 0.66 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 27.85 | 3.54 |
| Outlier Loss Ratio | 4.09 | 3.58 |
| Volatility (ann.) | 11.69% | 26.14% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.38 | 0.6 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 40.08 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.74% |
| Expected Yearly % | 10.39% | 33.78% |
| Kelly Criterion | 1.52% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.22% |
| Expected Shortfall (cVaR) | -1.0% | -2.22% |
| Year | 11371201:BTCUSD | 11371201:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 4.00 | -0.07 | + |
| 2023 | 155.54 | 46.21 | 0.30 | - |
| 2024 | 121.00 | 31.65 | 0.26 | - |
| 2025 | 30.14 | -25.82 | -0.86 | - |
| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| MTD | 1.6% | 13.36% |
| 3M | -3.23% | 45.08% |
| 6M | -22.94% | 28.47% |
| YTD | -25.82% | 30.14% |
| 1Y | 6.01% | 105.13% |
| 3Y (ann.) | 14.07% | 81.7% |
| 5Y (ann.) | 12.14% | 40.11% |
| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| Max Drawdown | -31.8% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.18% | -6.34% |
| Avg. Drawdown Days | 37.0 | 32.0 |
| Recovery Factor | 1.53 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.80 | 188 |
| 2022-04-21 | 2023-03-17 | -23.13 | 329 |
| 2023-12-06 | 2024-10-14 | -14.54 | 313 |
| 2022-03-02 | 2022-03-27 | -12.31 | 25 |
| 2023-08-29 | 2023-12-05 | -10.52 | 97 |
| 2023-04-30 | 2023-06-21 | -9.50 | 51 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2023-06-23 | 2023-08-29 | -5.15 | 66 |
| 2023-03-17 | 2023-04-14 | -2.46 | 27 |
| 2023-04-14 | 2023-04-30 | -1.95 | 16 |
| Metric | 11371201:btcusd:triple_med_gx:lsma110_15 | 11371201:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 19.32% | 35.75% |
| Worst Week | -12.99% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -18.64% | -37.12% |
| Best Year | 46.21% | 155.54% |
| Worst Year | -25.82% | -56.42% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.45% | 7.73% |
| Avg. Down Week | -2.81% | -3.18% |
| Avg. Up Month | 7.25% | 15.7% |
| Avg. Down Month | -4.53% | -13.32% |
| Win Days % | 49.15% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.81% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |