| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 58.81% | 222.44% |
| Max Drawdown | -19.74% | -67.18% |
| Sharpe | 0.38 | 0.45 |
| Sortino | 0.58 | 0.66 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 34.63 | 3.5 |
| Outlier Loss Ratio | 4.11 | 3.39 |
| Volatility (ann.) | 10.16% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.73 | 0.6 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 39.6 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.76% |
| Expected Yearly % | 12.26% | 34.0% |
| Kelly Criterion | 3.21% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11379979:BTCUSD | 11379979:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 10.57 | -0.19 | + |
| 2023 | 155.54 | 31.28 | 0.20 | - |
| 2024 | 121.00 | 22.37 | 0.18 | - |
| 2025 | 30.14 | -10.60 | -0.35 | - |
| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -1.16% | 45.08% |
| 6M | -6.67% | 28.47% |
| YTD | -10.6% | 30.14% |
| 1Y | 6.52% | 105.13% |
| 3Y (ann.) | 15.89% | 81.7% |
| 5Y (ann.) | 14.33% | 40.34% |
| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| Max Drawdown | -19.74% | -67.18% |
| Longest DD Days | 396.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.36% |
| Avg. Drawdown Days | 45.0 | 32.0 |
| Recovery Factor | 2.98 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-06-23 | -19.74 | 396 |
| 2024-12-17 | 2025-07-14 | -17.57 | 208 |
| 2024-04-01 | 2024-10-15 | -12.83 | 197 |
| 2022-03-03 | 2022-03-27 | -12.42 | 24 |
| 2023-08-08 | 2023-10-24 | -9.79 | 76 |
| 2022-04-21 | 2022-05-22 | -6.73 | 31 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.47 | 20 |
| 2023-06-23 | 2023-08-08 | -2.76 | 45 |
| Metric | 11379979:btcusd:triple_med_gx:lsma110_60 | 11379979:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.99% | 35.75% |
| Worst Week | -10.34% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -10.72% | -37.12% |
| Best Year | 31.28% | 155.54% |
| Worst Year | -10.6% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.94% | 8.66% |
| Avg. Down Week | -3.18% | -4.84% |
| Avg. Up Month | 5.45% | 15.7% |
| Avg. Down Month | -4.13% | -13.03% |
| Win Days % | 49.49% | 51.29% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 44.05% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |