| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 34.65% | 222.44% |
| Max Drawdown | -23.25% | -67.18% |
| Sharpe | 0.26 | 0.45 |
| Sortino | 0.39 | 0.66 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.46 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 34.34 | 3.5 |
| Outlier Loss Ratio | 3.99 | 3.41 |
| Volatility (ann.) | 10.37% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.39 | 0.6 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 38.3 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.76% |
| Expected Yearly % | 7.72% | 34.0% |
| Kelly Criterion | 1.41% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11378809:BTCUSD | 11378809:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 7.34 | -0.13 | + |
| 2023 | 155.54 | 36.02 | 0.23 | - |
| 2024 | 121.00 | 11.34 | 0.09 | - |
| 2025 | 30.14 | -17.17 | -0.57 | - |
| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -4.64% | 45.08% |
| 6M | -13.57% | 28.47% |
| YTD | -17.17% | 30.14% |
| 1Y | -7.86% | 105.13% |
| 3Y (ann.) | 10.61% | 81.7% |
| 5Y (ann.) | 8.99% | 40.34% |
| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| Max Drawdown | -23.25% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -4.41% | -6.36% |
| Avg. Drawdown Days | 45.0 | 32.0 |
| Recovery Factor | 1.49 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -23.25 | 208 |
| 2022-04-21 | 2023-06-21 | -20.59 | 426 |
| 2024-04-01 | 2024-11-11 | -16.28 | 224 |
| 2022-03-03 | 2022-03-28 | -13.41 | 25 |
| 2023-08-08 | 2023-10-24 | -10.61 | 76 |
| 2024-03-05 | 2024-03-30 | -6.30 | 25 |
| 2024-01-09 | 2024-01-31 | -3.81 | 22 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2023-06-23 | 2023-08-08 | -2.89 | 45 |
| 2023-06-22 | 2023-06-23 | -1.34 | 1 |
| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.21% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 36.02% | 155.54% |
| Worst Year | -17.17% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.76% | 8.98% |
| Avg. Down Week | -3.76% | -3.89% |
| Avg. Up Month | 5.05% | 15.05% |
| Avg. Down Month | -4.71% | -12.68% |
| Win Days % | 49.5% | 51.29% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 43.02% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |