| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 60.04% | 188.04% |
| Max Drawdown | -22.23% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.66 | 0.63 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 2.24 | 1.06 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.88 | 0.99 |
| Outlier Win Ratio | 40.61 | 3.34 |
| Outlier Loss Ratio | 3.86 | 3.26 |
| Volatility (ann.) | 9.39% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.68 | 0.55 |
| Skew | 1.82 | 0.2 |
| Kurtosis | 48.19 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 2.55% |
| Expected Yearly % | 12.48% | 30.28% |
| Kelly Criterion | 4.43% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11383791:BTCUSD | 11383791:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 15.07 | -0.27 | + |
| 2023 | 155.54 | 22.14 | 0.14 | - |
| 2024 | 121.00 | 19.52 | 0.16 | - |
| 2025 | 17.02 | -4.73 | -0.28 | - |
| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.3% | 31.76% |
| 6M | -3.76% | 12.25% |
| YTD | -4.73% | 17.02% |
| 1Y | 15.17% | 57.19% |
| 3Y (ann.) | 10.47% | 55.42% |
| 5Y (ann.) | 15.01% | 36.99% |
| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| Max Drawdown | -22.23% | -67.18% |
| Longest DD Days | 510.0 | 683.0 |
| Avg. Drawdown | -3.4% | -6.61% |
| Avg. Drawdown Days | 46.0 | 33.0 |
| Recovery Factor | 2.7 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-09-18 | -22.23 | 510 |
| 2023-12-06 | 2024-05-30 | -16.51 | 176 |
| 2024-12-17 | 2025-06-11 | -13.83 | 175 |
| 2024-05-30 | 2024-10-18 | -10.66 | 140 |
| 2023-09-19 | 2023-12-04 | -5.61 | 75 |
| 2022-03-06 | 2022-03-24 | -3.87 | 18 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2023-09-18 | 2023-09-19 | -1.59 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-18 | 2024-11-10 | -1.17 | 22 |
| Metric | 11383791:btcusd:triple_med_gx:lsma110_75 | 11383791:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.29% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 18.32% | 43.77% |
| Worst Month | -9.22% | -37.12% |
| Best Year | 22.14% | 155.54% |
| Worst Year | -4.73% | -56.42% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 5.07% | 9.64% |
| Avg. Down Week | -2.38% | -5.04% |
| Avg. Up Month | 6.98% | 16.84% |
| Avg. Down Month | -4.16% | -15.54% |
| Win Days % | 48.57% | 51.3% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 43.66% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |