| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 32.01% | 215.41% |
| Max Drawdown | -24.33% | -67.18% |
| Sharpe | 0.26 | 0.45 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 38.53 | 3.35 |
| Outlier Loss Ratio | 3.81 | 3.3 |
| Volatility (ann.) | 9.75% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.34 | 0.59 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 47.68 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.77% |
| Expected Yearly % | 7.19% | 33.27% |
| Kelly Criterion | 2.26% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11380041:BTCUSD | 11380041:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 22.83 | -0.40 | + |
| 2023 | 155.54 | 14.78 | 0.10 | - |
| 2024 | 121.00 | 4.30 | 0.04 | - |
| 2025 | 30.14 | -10.23 | -0.34 | - |
| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| MTD | 0.54% | 13.36% |
| 3M | -10.18% | 45.08% |
| 6M | -6.48% | 28.47% |
| YTD | -10.23% | 30.14% |
| 1Y | -2.18% | 105.13% |
| 3Y (ann.) | 8.62% | 81.7% |
| 5Y (ann.) | 8.39% | 39.55% |
| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -67.18% |
| Longest DD Days | 407.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.6% |
| Avg. Drawdown Days | 45.0 | 34.0 |
| Recovery Factor | 1.32 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -24.33 | 208 |
| 2022-05-23 | 2022-09-09 | -14.62 | 109 |
| 2023-08-09 | 2024-09-19 | -12.72 | 407 |
| 2023-03-18 | 2023-06-21 | -11.40 | 95 |
| 2022-03-03 | 2022-03-24 | -10.53 | 20 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-10-05 | 2023-03-17 | -4.79 | 163 |
| 2022-03-28 | 2022-04-25 | -3.66 | 28 |
| 2022-09-10 | 2022-10-03 | -2.92 | 23 |
| 2024-11-12 | 2024-12-16 | -2.75 | 34 |
| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -11.69% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -11.69% | -37.12% |
| Best Year | 22.83% | 155.54% |
| Worst Year | -10.23% | -57.08% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.18% | 8.67% |
| Avg. Down Week | -3.5% | -3.89% |
| Avg. Up Month | 5.86% | 17.81% |
| Avg. Down Month | -4.2% | -14.92% |
| Win Days % | 49.29% | 51.34% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 47.89% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |