| Metric | 11382483:btcusd:triple_med_gx:lsma110_70 | 11382483:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 57.77% | 188.04% |
| Max Drawdown | -23.53% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.62 | 0.63 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.85 | 1.06 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.58 | 0.99 |
| Outlier Win Ratio | 38.55 | 3.36 |
| Outlier Loss Ratio | 3.86 | 3.28 |
| Volatility (ann.) | 9.7% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.62 | 0.55 |
| Skew | 1.68 | 0.2 |
| Kurtosis | 44.68 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.55% |
| Expected Yearly % | 12.07% | 30.28% |
| Kelly Criterion | 4.35% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11382483:BTCUSD | 11382483:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 13.84 | -0.25 | + |
| 2023 | 155.54 | 19.12 | 0.12 | - |
| 2024 | 121.00 | 16.12 | 0.13 | - |
| 2025 | 17.02 | 0.19 | 0.01 | - |
| Metric | 11382483:btcusd:triple_med_gx:lsma110_70 | 11382483:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.19% | 31.76% |
| 6M | -0.89% | 12.25% |
| YTD | 0.19% | 17.02% |
| 1Y | 18.51% | 57.19% |
| 3Y (ann.) | 9.63% | 55.42% |
| 5Y (ann.) | 14.53% | 36.99% |
| Metric | 11382483:btcusd:triple_med_gx:lsma110_70 | 11382483:BTCUSD |
|---|---|---|
| Max Drawdown | -23.53% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.61% |
| Avg. Drawdown Days | 61.0 | 33.0 |
| Recovery Factor | 2.46 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-12-05 | -23.53 | 588 |
| 2023-12-06 | 2024-09-19 | -18.14 | 288 |
| 2024-12-17 | 2025-06-11 | -12.07 | 175 |
| 2022-03-04 | 2022-03-24 | -7.13 | 20 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2024-09-19 | 2024-10-18 | -1.86 | 28 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2024-10-18 | 2024-11-09 | -0.79 | 22 |
| Metric | 11382483:btcusd:triple_med_gx:lsma110_70 | 11382483:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.29% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 18.32% | 43.77% |
| Worst Month | -9.18% | -37.12% |
| Best Year | 19.12% | 155.54% |
| Worst Year | 0.19% | -56.42% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.86% | 9.56% |
| Avg. Down Week | -2.36% | -4.91% |
| Avg. Up Month | 6.95% | 16.66% |
| Avg. Down Month | -4.21% | -14.17% |
| Win Days % | 48.59% | 51.3% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 43.24% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |