| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 58.02% | 189.95% |
| Max Drawdown | -23.28% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.63 | 0.63 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.96 | 1.06 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.67 | 0.99 |
| Outlier Win Ratio | 39.06 | 3.36 |
| Outlier Loss Ratio | 3.99 | 3.28 |
| Volatility (ann.) | 9.56% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.63 | 0.55 |
| Skew | 1.79 | 0.2 |
| Kurtosis | 45.37 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.57% |
| Expected Yearly % | 12.12% | 30.49% |
| Kelly Criterion | 3.18% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11383772:BTCUSD | 11383772:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -1.49 | 0.03 | + |
| 2023 | 155.54 | 28.80 | 0.19 | - |
| 2024 | 121.00 | 29.75 | 0.25 | - |
| 2025 | 17.02 | -4.02 | -0.24 | - |
| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -5.85% | 12.25% |
| YTD | -4.02% | 17.02% |
| 1Y | 6.87% | 57.19% |
| 3Y (ann.) | 10.82% | 55.42% |
| 5Y (ann.) | 14.57% | 37.22% |
| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| Max Drawdown | -23.28% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.63% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 2.49 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-12-05 | -23.28 | 561 |
| 2024-12-17 | 2025-06-11 | -15.06 | 175 |
| 2024-03-05 | 2024-05-15 | -10.48 | 71 |
| 2022-03-04 | 2022-03-27 | -9.79 | 23 |
| 2024-05-30 | 2024-09-19 | -7.30 | 111 |
| 2024-01-17 | 2024-03-04 | -4.94 | 47 |
| 2024-09-19 | 2024-11-10 | -3.17 | 51 |
| 2024-01-02 | 2024-01-16 | -3.11 | 14 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.84% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 18.32% | 43.77% |
| Worst Month | -11.6% | -37.12% |
| Best Year | 29.75% | 155.54% |
| Worst Year | -4.02% | -56.13% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.71% | 8.86% |
| Avg. Down Week | -2.98% | -5.29% |
| Avg. Up Month | 5.43% | 15.58% |
| Avg. Down Month | -4.34% | -13.1% |
| Win Days % | 47.89% | 51.26% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 43.75% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |