| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 43.83% | 199.65% |
| Max Drawdown | -21.7% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.6 | 0.64 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 0.7 | 0.99 |
| Outlier Win Ratio | 54.16 | 3.19 |
| Outlier Loss Ratio | 4.17 | 3.11 |
| Volatility (ann.) | 7.76% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.52 | 0.57 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 80.95 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.65% |
| Expected Yearly % | 9.51% | 31.57% |
| Kelly Criterion | 3.4% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11383271:BTCUSD | 11383271:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 53.11 | -0.97 | + |
| 2023 | 155.54 | -13.26 | -0.09 | - |
| 2024 | 121.00 | 35.70 | 0.30 | - |
| 2025 | 17.02 | -20.19 | -1.19 | - |
| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.26% | 31.76% |
| 6M | -15.04% | 12.25% |
| YTD | -20.19% | 17.02% |
| 1Y | -0.09% | 57.19% |
| 3Y (ann.) | 7.65% | 55.42% |
| 5Y (ann.) | 11.39% | 38.5% |
| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| Max Drawdown | -21.7% | -67.18% |
| Longest DD Days | 547.0 | 683.0 |
| Avg. Drawdown | -3.01% | -6.29% |
| Avg. Drawdown Days | 37.0 | 31.0 |
| Recovery Factor | 2.02 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -21.70 | 149 |
| 2023-03-27 | 2024-09-24 | -20.48 | 547 |
| 2022-03-09 | 2022-05-30 | -12.18 | 82 |
| 2022-09-17 | 2023-01-26 | -6.26 | 130 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-09-28 | 2024-11-21 | -3.68 | 53 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-05-31 | 2022-07-04 | -2.37 | 34 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11383271:btcusd:triple_med_gx:lsma110_75 | 11383271:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.73% | 35.75% |
| Worst Week | -7.88% | -29.64% |
| Best Month | 29.57% | 43.77% |
| Worst Month | -8.55% | -37.12% |
| Best Year | 53.11% | 155.54% |
| Worst Year | -20.19% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 4.51% | 5.45% |
| Avg. Down Week | -2.0% | -4.42% |
| Avg. Up Month | 5.75% | 17.67% |
| Avg. Down Month | -3.22% | -12.42% |
| Win Days % | 47.72% | 51.27% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 47.95% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |