| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 74.31% | 188.04% |
| Max Drawdown | -21.23% | -67.18% |
| Sharpe | 0.54 | 0.43 |
| Sortino | 0.87 | 0.63 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 0.99 | 1.06 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | 0.77 | 0.99 |
| Outlier Win Ratio | 49.3 | 3.26 |
| Outlier Loss Ratio | 3.89 | 3.13 |
| Volatility (ann.) | 8.31% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.85 | 0.55 |
| Skew | 2.27 | 0.2 |
| Kurtosis | 55.29 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.55% |
| Expected Yearly % | 14.9% | 30.28% |
| Kelly Criterion | 7.67% | 11.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11386529:BTCUSD | 11386529:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.32 | 0.01 | + |
| 2023 | 155.54 | 26.97 | 0.17 | - |
| 2024 | 121.00 | 40.65 | 0.34 | - |
| 2025 | 17.02 | -2.09 | -0.12 | - |
| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.92% | 31.76% |
| 6M | -4.37% | 12.25% |
| YTD | -2.09% | 17.02% |
| 1Y | 18.47% | 57.19% |
| 3Y (ann.) | 15.69% | 55.42% |
| 5Y (ann.) | 17.98% | 36.99% |
| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| Max Drawdown | -21.23% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -2.65% | -6.61% |
| Avg. Drawdown Days | 43.0 | 33.0 |
| Recovery Factor | 3.5 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-12-05 | -21.23 | 588 |
| 2024-12-17 | 2025-06-11 | -11.46 | 175 |
| 2024-05-30 | 2024-09-18 | -10.06 | 111 |
| 2024-01-02 | 2024-04-07 | -9.36 | 96 |
| 2022-03-05 | 2022-03-24 | -3.89 | 19 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-12 | 2024-12-16 | -1.37 | 34 |
| 2024-09-19 | 2024-10-18 | -1.23 | 28 |
| 2023-12-06 | 2024-01-01 | -1.07 | 26 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11386529:btcusd:triple_med_gx:lsma110_85 | 11386529:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.29% | -9.32% |
| Best Week | 15.59% | 35.75% |
| Worst Week | -5.52% | -29.64% |
| Best Month | 15.59% | 43.77% |
| Worst Month | -6.64% | -37.12% |
| Best Year | 40.65% | 155.54% |
| Worst Year | -2.09% | -56.42% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.2% | 8.98% |
| Avg. Down Week | -2.29% | -5.78% |
| Avg. Up Month | 5.82% | 17.94% |
| Avg. Down Month | -4.22% | -13.85% |
| Win Days % | 48.36% | 51.3% |
| Win Month % | 59.46% | 61.9% |
| Win Week % | 51.47% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |