| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 28.94% | 222.44% |
| Max Drawdown | -29.87% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.34 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 30.94 | 3.54 |
| Outlier Loss Ratio | 4.07 | 3.46 |
| Volatility (ann.) | 10.95% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.26 | 0.6 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 35.92 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.76% |
| Expected Yearly % | 6.56% | 34.0% |
| Kelly Criterion | 0.56% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11373666:BTCUSD | 11373666:btcusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 5.74 | -0.10 | + |
| 2023 | 155.54 | 33.71 | 0.22 | - |
| 2024 | 121.00 | 20.49 | 0.17 | - |
| 2025 | 30.14 | -24.31 | -0.81 | - |
| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -5.79% | 45.08% |
| 6M | -22.16% | 28.47% |
| YTD | -24.31% | 30.14% |
| 1Y | -10.93% | 105.13% |
| 3Y (ann.) | 5.97% | 81.7% |
| 5Y (ann.) | 7.63% | 40.34% |
| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| Max Drawdown | -29.87% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.36% |
| Avg. Drawdown Days | 51.0 | 32.0 |
| Recovery Factor | 0.97 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -29.87 | 208 |
| 2022-04-21 | 2023-12-02 | -20.51 | 590 |
| 2022-03-02 | 2022-04-20 | -14.43 | 49 |
| 2024-04-01 | 2024-10-15 | -11.77 | 197 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2023-12-06 | 2024-01-08 | -2.10 | 33 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-10-16 | 2024-11-10 | -1.72 | 24 |
| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -12.71% | -37.12% |
| Best Year | 33.71% | 155.54% |
| Worst Year | -24.31% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.49% | 8.79% |
| Avg. Down Week | -3.14% | -3.75% |
| Avg. Up Month | 6.63% | 16.07% |
| Avg. Down Month | -4.45% | -11.82% |
| Win Days % | 48.65% | 51.29% |
| Win Month % | 45.0% | 62.79% |
| Win Week % | 41.3% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |