| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 23.0% | 215.74% |
| Max Drawdown | -26.24% | -67.18% |
| Sharpe | 0.19 | 0.45 |
| Sortino | 0.29 | 0.65 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 31.35 | 3.52 |
| Outlier Loss Ratio | 4.01 | 3.52 |
| Volatility (ann.) | 11.04% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.24 | 0.59 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 35.51 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.78% |
| Expected Yearly % | 5.31% | 33.3% |
| Kelly Criterion | 0.84% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11372828:BTCUSD | 11372828:btcusd:triple_med_gx:lsma110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.82 | -0.07 | + |
| 2023 | 155.54 | 22.02 | 0.14 | - |
| 2024 | 121.00 | 15.97 | 0.13 | - |
| 2025 | 30.14 | -16.28 | -0.54 | - |
| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -2.02% | 45.08% |
| 6M | -13.55% | 28.47% |
| YTD | -16.28% | 30.14% |
| 1Y | 4.04% | 105.13% |
| 3Y (ann.) | 9.37% | 81.7% |
| 5Y (ann.) | 6.19% | 39.56% |
| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| Max Drawdown | -26.24% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.7% | -6.45% |
| Avg. Drawdown Days | 43.0 | 33.0 |
| Recovery Factor | 0.88 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -26.24 | 208 |
| 2022-04-21 | 2023-03-17 | -20.81 | 329 |
| 2023-04-14 | 2023-12-05 | -17.78 | 235 |
| 2024-06-07 | 2024-11-10 | -16.84 | 155 |
| 2022-03-02 | 2022-03-28 | -13.68 | 26 |
| 2024-04-01 | 2024-05-15 | -8.31 | 44 |
| 2023-12-06 | 2024-03-06 | -6.48 | 91 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 17.87% | 43.77% |
| Worst Month | -13.35% | -37.12% |
| Best Year | 22.02% | 155.54% |
| Worst Year | -16.28% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.04% | 7.54% |
| Avg. Down Week | -3.3% | -3.38% |
| Avg. Up Month | 6.29% | 15.86% |
| Avg. Down Month | -5.12% | -12.21% |
| Win Days % | 48.97% | 51.33% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.19% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |