| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 41.25% | 158.34% |
| Max Drawdown | -13.28% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.62 | 0.58 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 0.75 | 0.99 |
| Outlier Win Ratio | 64.28 | 3.15 |
| Outlier Loss Ratio | 3.98 | 3.0 |
| Volatility (ann.) | 6.94% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.82 | 0.49 |
| Skew | 0.46 | 0.18 |
| Kurtosis | 75.12 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.34% |
| Expected Yearly % | 9.02% | 26.78% |
| Kelly Criterion | 6.97% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11381504:BTCUSD | 11381504:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | -2.66 | 0.04 | + |
| 2023 | 155.54 | 16.21 | 0.10 | - |
| 2024 | 121.00 | 18.77 | 0.16 | - |
| 2025 | 17.02 | 5.13 | 0.30 | - |
| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.68% | 31.76% |
| 6M | 5.13% | 12.25% |
| YTD | 5.13% | 17.02% |
| 1Y | 21.27% | 57.19% |
| 3Y (ann.) | 15.32% | 55.42% |
| 5Y (ann.) | 10.95% | 33.06% |
| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| Max Drawdown | -13.28% | -67.18% |
| Longest DD Days | 372.0 | 683.0 |
| Avg. Drawdown | -2.71% | -6.83% |
| Avg. Drawdown Days | 42.0 | 36.0 |
| Recovery Factor | 3.11 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-03-17 | -13.28 | 372 |
| 2024-10-21 | 2025-04-22 | -12.15 | 183 |
| 2023-05-06 | 2023-09-07 | -9.60 | 124 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-01-11 | 2024-02-01 | -2.38 | 21 |
| 2023-12-06 | 2024-01-10 | -2.23 | 35 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2023-09-08 | 2023-12-05 | -1.86 | 88 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.76 | 28 |
| Metric | 11381504:btcusd:triple_med_gx:lsma110_65 | 11381504:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 15.43% | 43.77% |
| Worst Month | -8.75% | -37.12% |
| Best Year | 18.77% | 155.54% |
| Worst Year | -2.66% | -60.91% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.76% | 8.82% |
| Avg. Down Week | -3.64% | -4.36% |
| Avg. Up Month | 4.43% | 16.77% |
| Avg. Down Month | -2.5% | -14.78% |
| Win Days % | 49.69% | 51.26% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 58.54% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |