| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 87.91% | 130.84% |
| Max Drawdown | -42.15% | -67.18% |
| Sharpe | 0.37 | 0.38 |
| Sortino | 0.55 | 0.55 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 14.38 | 4.24 |
| Outlier Loss Ratio | 4.33 | 4.13 |
| Volatility (ann.) | 17.94% | 26.68% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.53 | 0.45 |
| Skew | 0.64 | 0.18 |
| Kurtosis | 19.42 | 6.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 2.17% |
| Expected Yearly % | 17.08% | 23.26% |
| Kelly Criterion | 2.64% | 3.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.27% |
| Expected Shortfall (cVaR) | -1.53% | -2.27% |
| Year | 11433572:BTCUSD | 11433572:btcusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -19.13 | 0.34 | + |
| 2023 | 155.54 | 75.97 | 0.49 | - |
| 2024 | 121.00 | 46.39 | 0.38 | - |
| 2025 | -6.21 | -9.80 | 1.58 | - |
| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| MTD | -9.26% | 3.86% |
| 3M | -14.75% | -7.61% |
| 6M | 9.14% | 38.23% |
| YTD | -9.8% | -6.21% |
| 1Y | -3.29% | 25.27% |
| 3Y (ann.) | 18.86% | 25.44% |
| 5Y (ann.) | 22.17% | 30.41% |
| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| Max Drawdown | -42.15% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.75% | -6.48% |
| Avg. Drawdown Days | 24.0 | 32.0 |
| Recovery Factor | 2.09 | 1.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -42.15 | 420 |
| 2024-05-30 | 2024-12-04 | -33.31 | 188 |
| 2024-12-17 | 2025-03-26 | -26.28 | 98 |
| 2023-08-29 | 2023-12-04 | -11.67 | 96 |
| 2023-05-06 | 2023-07-13 | -11.66 | 68 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-01 | 2024-05-04 | -8.87 | 33 |
| 2023-07-14 | 2023-08-29 | -7.97 | 46 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -16.66% | -29.64% |
| Best Month | 29.84% | 43.77% |
| Worst Month | -17.56% | -37.12% |
| Best Year | 75.97% | 155.54% |
| Worst Year | -19.13% | -56.42% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 5.35% | 7.16% |
| Avg. Down Week | -2.69% | -4.36% |
| Avg. Up Month | 10.42% | 14.65% |
| Avg. Down Month | -5.54% | -11.82% |
| Win Days % | 49.95% | 51.11% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 42.28% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |