| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 40.26% | 183.63% |
| Max Drawdown | -17.1% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.24 | 1.25 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 65.21 | 3.05 |
| Outlier Loss Ratio | 3.84 | 2.98 |
| Volatility (ann.) | 7.25% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.62 | 0.54 |
| Skew | 4.81 | 0.2 |
| Kurtosis | 108.97 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.58% |
| Expected Yearly % | 8.83% | 29.77% |
| Kelly Criterion | 4.92% | 12.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11388007:BTCUSD | 11388007:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 40.96 | -0.72 | + |
| 2023 | 155.54 | 2.24 | 0.01 | - |
| 2024 | 121.00 | -3.29 | -0.03 | - |
| 2025 | 17.02 | 0.64 | 0.04 | - |
| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.86% | 31.76% |
| 6M | -12.52% | 12.25% |
| YTD | 0.64% | 17.02% |
| 1Y | -3.39% | 57.19% |
| 3Y (ann.) | 4.13% | 55.42% |
| 5Y (ann.) | 10.61% | 36.43% |
| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| Max Drawdown | -17.1% | -67.18% |
| Longest DD Days | 740.0 | 683.0 |
| Avg. Drawdown | -3.48% | -6.9% |
| Avg. Drawdown Days | 67.0 | 35.0 |
| Recovery Factor | 2.35 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -17.10 | 211 |
| 2022-09-10 | 2024-09-19 | -13.96 | 740 |
| 2022-07-20 | 2022-09-09 | -7.57 | 50 |
| 2022-07-01 | 2022-07-18 | -5.19 | 17 |
| 2022-05-25 | 2022-06-30 | -3.74 | 36 |
| 2024-09-20 | 2024-11-11 | -2.53 | 52 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-03-28 | 2022-04-27 | -1.20 | 29 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11388007:btcusd:triple_med_gx:lsma110_90 | 11388007:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 12.72% | 35.75% |
| Worst Week | -13.07% | -29.64% |
| Best Month | 15.9% | 43.77% |
| Worst Month | -13.07% | -37.12% |
| Best Year | 40.96% | 155.54% |
| Worst Year | -3.29% | -57.08% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 3.36% | 9.09% |
| Avg. Down Week | -2.54% | -4.65% |
| Avg. Up Month | 4.89% | 17.64% |
| Avg. Down Month | -4.02% | -9.76% |
| Win Days % | 47.38% | 51.32% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 51.61% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |