| Metric | 11372000:btcusd:triple_med_gx:lsma110_20 | 11372000:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 15.5% | 215.74% |
| Max Drawdown | -29.41% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.22 | 0.65 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 30.76 | 3.49 |
| Outlier Loss Ratio | 4.05 | 3.53 |
| Volatility (ann.) | 11.01% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.14 | 0.59 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 35.45 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.78% |
| Expected Yearly % | 3.67% | 33.3% |
| Kelly Criterion | -0.72% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11372000:BTCUSD | 11372000:btcusd:triple_med_gx:lsma110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.35 | -0.06 | + |
| 2023 | 155.54 | 20.31 | 0.13 | - |
| 2024 | 121.00 | 15.94 | 0.13 | - |
| 2025 | 30.14 | -19.88 | -0.66 | - |
| Metric | 11372000:btcusd:triple_med_gx:lsma110_20 | 11372000:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -4.22% | 45.08% |
| 6M | -16.13% | 28.47% |
| YTD | -19.88% | 30.14% |
| 1Y | -1.25% | 105.13% |
| 3Y (ann.) | 8.2% | 81.7% |
| 5Y (ann.) | 4.27% | 39.56% |
| Metric | 11372000:btcusd:triple_med_gx:lsma110_20 | 11372000:BTCUSD |
|---|---|---|
| Max Drawdown | -29.41% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -5.35% | -6.45% |
| Avg. Drawdown Days | 49.0 | 33.0 |
| Recovery Factor | 0.53 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -29.41 | 208 |
| 2022-04-21 | 2023-03-17 | -23.61 | 329 |
| 2024-06-07 | 2024-11-10 | -18.59 | 155 |
| 2023-04-14 | 2023-12-05 | -16.40 | 235 |
| 2022-03-02 | 2022-03-27 | -12.19 | 25 |
| 2024-03-07 | 2024-05-15 | -6.88 | 69 |
| 2023-12-06 | 2024-03-06 | -6.78 | 91 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11372000:btcusd:triple_med_gx:lsma110_20 | 11372000:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 16.54% | 43.77% |
| Worst Month | -13.0% | -37.12% |
| Best Year | 20.31% | 155.54% |
| Worst Year | -19.88% | -57.04% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.3% | 7.48% |
| Avg. Down Week | -3.76% | -3.38% |
| Avg. Up Month | 6.43% | 16.25% |
| Avg. Down Month | -5.44% | -12.21% |
| Win Days % | 48.72% | 51.33% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 47.73% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |