| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 88.39% | 183.63% |
| Max Drawdown | -22.39% | -67.18% |
| Sharpe | 0.6 | 0.43 |
| Sortino | 1.01 | 0.62 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 0.84 | 0.99 |
| Outlier Win Ratio | 49.18 | 3.26 |
| Outlier Loss Ratio | 3.87 | 3.07 |
| Volatility (ann.) | 8.55% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.93 | 0.54 |
| Skew | 3.45 | 0.2 |
| Kurtosis | 73.85 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.58% |
| Expected Yearly % | 17.16% | 29.77% |
| Kelly Criterion | 10.0% | 10.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11385182:BTCUSD | 11385182:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 42.14 | -0.74 | + |
| 2023 | 155.54 | 5.73 | 0.04 | - |
| 2024 | 121.00 | 33.73 | 0.28 | - |
| 2025 | 17.02 | -6.26 | -0.37 | - |
| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | -16.17% | 12.25% |
| YTD | -6.26% | 17.02% |
| 1Y | -4.48% | 57.19% |
| 3Y (ann.) | 13.88% | 55.42% |
| 5Y (ann.) | 20.77% | 36.43% |
| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| Max Drawdown | -22.39% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -2.54% | -6.9% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 3.95 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.39 | 175 |
| 2023-03-18 | 2024-04-04 | -14.75 | 383 |
| 2022-10-05 | 2023-03-17 | -8.16 | 163 |
| 2024-07-04 | 2024-09-19 | -8.01 | 76 |
| 2022-05-25 | 2022-07-18 | -7.09 | 54 |
| 2022-03-28 | 2022-05-25 | -6.84 | 57 |
| 2022-07-20 | 2022-09-09 | -5.30 | 50 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-09-20 | 2024-11-10 | -2.54 | 50 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11385182:btcusd:triple_med_gx:lsma110_80 | 11385182:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -10.56% | -29.64% |
| Best Month | 23.0% | 43.77% |
| Worst Month | -10.56% | -37.12% |
| Best Year | 42.14% | 155.54% |
| Worst Year | -6.26% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 4.4% | 8.62% |
| Avg. Down Week | -3.04% | -4.15% |
| Avg. Up Month | 6.7% | 17.54% |
| Avg. Down Month | -3.34% | -10.52% |
| Win Days % | 49.83% | 51.32% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 53.97% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |