| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 63.47% | 214.91% |
| Max Drawdown | -31.22% | -67.18% |
| Sharpe | 0.36 | 0.45 |
| Sortino | 0.56 | 0.65 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 27.21 | 3.6 |
| Outlier Loss Ratio | 4.18 | 3.49 |
| Volatility (ann.) | 11.68% | 26.11% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.49 | 0.58 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 39.49 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.7% |
| Expected Yearly % | 13.07% | 33.21% |
| Kelly Criterion | 1.87% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11370464:BTCUSD | 11370464:btcusd:triple_med_gx:lsma110_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -1.79 | 0.03 | + |
| 2023 | 155.54 | 50.41 | 0.32 | - |
| 2024 | 121.00 | 49.59 | 0.41 | - |
| 2025 | 27.10 | -26.02 | -0.96 | - |
| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| MTD | -2.09% | 10.71% |
| 3M | -5.58% | 41.88% |
| 6M | -23.95% | 22.91% |
| YTD | -26.02% | 27.1% |
| 1Y | -5.19% | 82.29% |
| 3Y (ann.) | 13.36% | 77.48% |
| 5Y (ann.) | 15.25% | 39.27% |
| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| Max Drawdown | -31.22% | -67.18% |
| Longest DD Days | 495.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.45% |
| Avg. Drawdown Days | 27.0 | 32.0 |
| Recovery Factor | 2.03 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -31.22 | 211 |
| 2022-04-21 | 2023-08-29 | -24.56 | 495 |
| 2022-03-02 | 2022-03-28 | -13.16 | 26 |
| 2023-08-29 | 2023-10-24 | -9.35 | 55 |
| 2024-04-01 | 2024-05-16 | -8.85 | 45 |
| 2024-07-01 | 2024-09-13 | -6.59 | 73 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-28 | -3.13 | 19 |
| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 16.48% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 21.39% | 43.77% |
| Worst Month | -19.48% | -37.12% |
| Best Year | 50.41% | 155.54% |
| Worst Year | -26.02% | -56.13% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.95% | 8.57% |
| Avg. Down Week | -2.57% | -3.35% |
| Avg. Up Month | 6.89% | 14.36% |
| Avg. Down Month | -4.59% | -11.97% |
| Win Days % | 48.58% | 51.28% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 41.58% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |