| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 56.34% | 233.23% |
| Max Drawdown | -22.13% | -67.18% |
| Sharpe | 0.39 | 0.46 |
| Sortino | 0.59 | 0.67 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.94 | 1.08 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | 1.67 | 1.0 |
| Outlier Win Ratio | 36.89 | 3.35 |
| Outlier Loss Ratio | 4.43 | 3.28 |
| Volatility (ann.) | 9.39% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.62 | 0.62 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 49.62 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.04% | 2.84% |
| Expected Yearly % | 11.82% | 35.11% |
| Kelly Criterion | 2.18% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11379723:BTCUSD | 11379723:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 23.74 | -0.43 | + |
| 2023 | 155.54 | -9.34 | -0.06 | - |
| 2024 | 121.00 | 35.65 | 0.29 | - |
| 2025 | 30.14 | 2.74 | 0.09 | - |
| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 11.54% | 45.08% |
| 6M | 5.25% | 28.47% |
| YTD | 2.74% | 30.14% |
| 1Y | 15.5% | 105.13% |
| 3Y (ann.) | 10.0% | 81.7% |
| 5Y (ann.) | 13.79% | 41.6% |
| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| Max Drawdown | -22.13% | -67.18% |
| Longest DD Days | 665.0 | 683.0 |
| Avg. Drawdown | -2.92% | -6.05% |
| Avg. Drawdown Days | 41.0 | 31.0 |
| Recovery Factor | 2.55 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-05-16 | -22.13 | 665 |
| 2024-11-23 | 2025-07-14 | -18.24 | 233 |
| 2022-03-09 | 2022-07-18 | -15.48 | 130 |
| 2024-08-22 | 2024-11-18 | -6.46 | 88 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-05-27 | 2024-07-14 | -3.47 | 47 |
| 2022-02-16 | 2022-03-08 | -2.47 | 20 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-07-27 | 2024-08-19 | -1.67 | 22 |
| Metric | 11379723:btcusd:triple_med_gx:lsma110_60 | 11379723:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.14% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 24.26% | 43.77% |
| Worst Month | -7.1% | -37.12% |
| Best Year | 35.65% | 155.54% |
| Worst Year | -9.34% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.76% | 6.6% |
| Avg. Down Week | -2.65% | -4.72% |
| Avg. Up Month | 6.17% | 14.74% |
| Avg. Down Month | -3.29% | -12.08% |
| Win Days % | 46.35% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |