| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 52.3% | 214.91% |
| Max Drawdown | -27.51% | -67.18% |
| Sharpe | 0.41 | 0.45 |
| Sortino | 0.65 | 0.65 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 0.73 | 1.0 |
| Outlier Win Ratio | 49.89 | 3.28 |
| Outlier Loss Ratio | 4.06 | 3.18 |
| Volatility (ann.) | 8.26% | 26.11% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.47 | 0.58 |
| Skew | 2.27 | 0.2 |
| Kurtosis | 56.45 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.7% |
| Expected Yearly % | 11.09% | 33.21% |
| Kelly Criterion | 3.9% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.22% |
| Expected Shortfall (cVaR) | -0.7% | -2.22% |
| Year | 11386510:BTCUSD | 11386510:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -11.95 | 0.21 | + |
| 2023 | 155.54 | 33.21 | 0.21 | - |
| 2024 | 121.00 | 41.39 | 0.34 | - |
| 2025 | 27.10 | -8.17 | -0.30 | - |
| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| MTD | 0.16% | 10.71% |
| 3M | 2.38% | 41.88% |
| 6M | -1.5% | 22.91% |
| YTD | -8.17% | 27.1% |
| 1Y | 3.83% | 82.29% |
| 3Y (ann.) | 14.45% | 77.48% |
| 5Y (ann.) | 12.92% | 39.27% |
| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| Max Drawdown | -27.51% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -2.84% | -6.45% |
| Avg. Drawdown Days | 37.0 | 32.0 |
| Recovery Factor | 1.9 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2024-01-01 | -27.51 | 586 |
| 2024-12-17 | 2025-07-17 | -17.45 | 211 |
| 2024-01-02 | 2024-04-04 | -7.85 | 93 |
| 2024-05-30 | 2024-09-18 | -7.30 | 111 |
| 2022-03-06 | 2022-03-25 | -3.73 | 19 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-04-24 | 2022-04-25 | -2.14 | 1 |
| 2024-09-19 | 2024-11-10 | -2.09 | 51 |
| 2024-05-18 | 2024-05-30 | -2.02 | 12 |
| Metric | 11386510:btcusd:triple_med_gx:lsma110_85 | 11386510:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.27% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 13.85% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 41.39% | 155.54% |
| Worst Year | -11.95% | -56.13% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 4.12% | 8.57% |
| Avg. Down Week | -2.75% | -5.76% |
| Avg. Up Month | 5.86% | 16.85% |
| Avg. Down Month | -3.68% | -12.47% |
| Win Days % | 47.17% | 51.28% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 45.33% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |