| Metric | 11372021:btcusd:triple_med_gx:lsma110_20 | 11372021:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 17.61% | 215.41% |
| Max Drawdown | -22.89% | -67.18% |
| Sharpe | 0.16 | 0.45 |
| Sortino | 0.24 | 0.65 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 32.15 | 3.46 |
| Outlier Loss Ratio | 3.97 | 3.42 |
| Volatility (ann.) | 10.65% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.21 | 0.59 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 37.71 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.77% |
| Expected Yearly % | 4.14% | 33.27% |
| Kelly Criterion | -0.24% | 3.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11372021:BTCUSD | 11372021:btcusd:triple_med_gx:lsma110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 6.36 | -0.11 | + |
| 2023 | 155.54 | 16.15 | 0.10 | - |
| 2024 | 121.00 | 9.48 | 0.08 | - |
| 2025 | 30.14 | -13.04 | -0.43 | - |
| Metric | 11372021:btcusd:triple_med_gx:lsma110_20 | 11372021:BTCUSD |
|---|---|---|
| MTD | 0.54% | 13.36% |
| 3M | -4.15% | 45.08% |
| 6M | -8.97% | 28.47% |
| YTD | -13.04% | 30.14% |
| 1Y | 2.73% | 105.13% |
| 3Y (ann.) | 9.77% | 81.7% |
| 5Y (ann.) | 4.82% | 39.55% |
| Metric | 11372021:btcusd:triple_med_gx:lsma110_20 | 11372021:BTCUSD |
|---|---|---|
| Max Drawdown | -22.89% | -67.18% |
| Longest DD Days | 360.0 | 683.0 |
| Avg. Drawdown | -5.85% | -6.6% |
| Avg. Drawdown Days | 61.0 | 34.0 |
| Recovery Factor | 0.77 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -22.89 | 208 |
| 2024-04-08 | 2024-11-10 | -18.73 | 215 |
| 2022-04-21 | 2022-10-26 | -18.19 | 188 |
| 2023-04-14 | 2024-04-08 | -17.62 | 360 |
| 2022-03-02 | 2022-04-21 | -12.69 | 50 |
| 2023-01-09 | 2023-02-21 | -5.60 | 42 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2022-10-26 | 2023-01-09 | -4.03 | 74 |
| 2024-11-12 | 2024-12-15 | -2.80 | 33 |
| 2023-02-21 | 2023-03-14 | -2.34 | 21 |
| Metric | 11372021:btcusd:triple_med_gx:lsma110_20 | 11372021:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -10.29% | -29.64% |
| Best Month | 14.91% | 43.77% |
| Worst Month | -11.43% | -37.12% |
| Best Year | 16.15% | 155.54% |
| Worst Year | -13.04% | -57.08% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.2% | 7.73% |
| Avg. Down Week | -3.0% | -3.45% |
| Avg. Up Month | 5.9% | 17.2% |
| Avg. Down Month | -4.16% | -12.21% |
| Win Days % | 48.57% | 51.34% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 42.53% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |