| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 23.48% | 233.23% |
| Max Drawdown | -25.34% | -67.18% |
| Sharpe | 0.22 | 0.46 |
| Sortino | 0.33 | 0.67 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.71 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 42.68 | 3.24 |
| Outlier Loss Ratio | 4.21 | 3.28 |
| Volatility (ann.) | 8.79% | 26.12% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.25 | 0.62 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 61.36 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.84% |
| Expected Yearly % | 5.42% | 35.11% |
| Kelly Criterion | 0.38% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11379611:BTCUSD | 11379611:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 27.49 | -0.50 | + |
| 2023 | 155.54 | -13.18 | -0.08 | - |
| 2024 | 121.00 | 25.50 | 0.21 | - |
| 2025 | 30.14 | -11.11 | -0.37 | - |
| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| MTD | 1.8% | 13.36% |
| 3M | 11.48% | 45.08% |
| 6M | -9.83% | 28.47% |
| YTD | -11.11% | 30.14% |
| 1Y | 2.49% | 105.13% |
| 3Y (ann.) | 2.82% | 81.7% |
| 5Y (ann.) | 6.29% | 41.6% |
| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| Max Drawdown | -25.34% | -67.18% |
| Longest DD Days | 856.0 | 683.0 |
| Avg. Drawdown | -4.62% | -6.05% |
| Avg. Drawdown Days | 76.0 | 31.0 |
| Recovery Factor | 0.93 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-11-22 | -25.34 | 856 |
| 2024-12-16 | 2025-07-14 | -22.23 | 209 |
| 2022-03-09 | 2022-07-16 | -14.26 | 128 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.1% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 15.23% | 43.77% |
| Worst Month | -12.47% | -37.12% |
| Best Year | 27.49% | 155.54% |
| Worst Year | -13.18% | -54.66% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.21% | 5.68% |
| Avg. Down Week | -2.66% | -5.08% |
| Avg. Up Month | 6.4% | 18.79% |
| Avg. Down Month | -2.87% | -10.6% |
| Win Days % | 48.54% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 48.39% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |