| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 60.95% | 183.63% |
| Max Drawdown | -18.36% | -67.18% |
| Sharpe | 0.48 | 0.43 |
| Sortino | 0.8 | 0.62 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 55.21 | 3.14 |
| Outlier Loss Ratio | 3.73 | 3.03 |
| Volatility (ann.) | 8.03% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.83 | 0.54 |
| Skew | 3.55 | 0.2 |
| Kurtosis | 87.35 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.58% |
| Expected Yearly % | 12.63% | 29.77% |
| Kelly Criterion | 7.98% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11386572:BTCUSD | 11386572:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 38.12 | -0.67 | + |
| 2023 | 155.54 | 5.15 | 0.03 | - |
| 2024 | 121.00 | 13.33 | 0.11 | - |
| 2025 | 17.02 | -2.22 | -0.13 | - |
| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.72% | 31.76% |
| 6M | -13.05% | 12.25% |
| YTD | -2.22% | 17.02% |
| 1Y | -1.56% | 57.19% |
| 3Y (ann.) | 8.88% | 55.42% |
| 5Y (ann.) | 15.23% | 36.43% |
| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -67.18% |
| Longest DD Days | 387.0 | 683.0 |
| Avg. Drawdown | -2.65% | -6.9% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 3.32 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.36 | 175 |
| 2023-03-18 | 2024-04-08 | -12.95 | 387 |
| 2022-09-10 | 2023-03-17 | -8.31 | 188 |
| 2022-03-28 | 2022-07-18 | -6.93 | 112 |
| 2024-06-02 | 2024-08-20 | -6.28 | 79 |
| 2022-07-20 | 2022-09-09 | -5.09 | 50 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-20 | 2024-11-11 | -3.02 | 52 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-12 | 2024-12-16 | -2.08 | 34 |
| Metric | 11386572:btcusd:triple_med_gx:lsma110_85 | 11386572:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.72% | 35.75% |
| Worst Week | -11.08% | -29.64% |
| Best Month | 21.33% | 43.77% |
| Worst Month | -11.08% | -37.12% |
| Best Year | 38.12% | 155.54% |
| Worst Year | -2.22% | -57.08% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.97% | 8.65% |
| Avg. Down Week | -2.26% | -4.63% |
| Avg. Up Month | 6.74% | 17.8% |
| Avg. Down Month | -3.11% | -10.77% |
| Win Days % | 50.29% | 51.32% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 47.62% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |