| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 4.92% | 233.23% |
| Max Drawdown | -28.43% | -67.18% |
| Sharpe | 0.08 | 0.46 |
| Sortino | 0.13 | 0.67 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.1 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 36.18 | 3.35 |
| Outlier Loss Ratio | 4.43 | 3.33 |
| Volatility (ann.) | 9.91% | 26.12% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.05 | 0.62 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 50.39 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.84% |
| Expected Yearly % | 1.21% | 35.11% |
| Kelly Criterion | -1.98% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11376098:BTCUSD | 11376098:btcusd:triple_med_gx:lsma110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 14.78 | -0.27 | + |
| 2023 | 155.54 | -7.50 | -0.05 | - |
| 2024 | 121.00 | 11.43 | 0.09 | - |
| 2025 | 30.14 | -11.31 | -0.38 | - |
| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 2.89% | 45.08% |
| 6M | -7.21% | 28.47% |
| YTD | -11.31% | 30.14% |
| 1Y | -14.33% | 105.13% |
| 3Y (ann.) | 0.16% | 81.7% |
| 5Y (ann.) | 1.4% | 41.6% |
| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| Max Drawdown | -28.43% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.45% | -6.05% |
| Avg. Drawdown Days | 72.0 | 31.0 |
| Recovery Factor | 0.17 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -28.43 | 469 |
| 2023-01-21 | 2024-03-04 | -17.36 | 407 |
| 2022-06-03 | 2023-01-20 | -14.51 | 231 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2022-02-05 | 2022-03-22 | -4.48 | 45 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 18.96% | 43.77% |
| Worst Month | -12.56% | -37.12% |
| Best Year | 14.78% | 155.54% |
| Worst Year | -11.31% | -54.66% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 3.09% | 5.84% |
| Avg. Down Week | -2.81% | -4.34% |
| Avg. Up Month | 4.98% | 16.75% |
| Avg. Down Month | -4.94% | -11.73% |
| Win Days % | 46.18% | 51.3% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 46.79% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |