| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 31.88% | 215.74% |
| Max Drawdown | -25.14% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.35 | 0.65 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 30.03 | 3.49 |
| Outlier Loss Ratio | 4.1 | 3.57 |
| Volatility (ann.) | 11.11% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.33 | 0.59 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 36.4 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.78% |
| Expected Yearly % | 7.16% | 33.3% |
| Kelly Criterion | 0.58% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11371222:BTCUSD | 11371222:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -0.60 | 0.01 | + |
| 2023 | 155.54 | 24.06 | 0.15 | - |
| 2024 | 121.00 | 32.17 | 0.27 | - |
| 2025 | 30.14 | -19.08 | -0.63 | - |
| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -0.86% | 45.08% |
| 6M | -15.6% | 28.47% |
| YTD | -19.08% | 30.14% |
| 1Y | 8.06% | 105.13% |
| 3Y (ann.) | 13.88% | 81.7% |
| 5Y (ann.) | 8.35% | 39.56% |
| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| Max Drawdown | -25.14% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.45% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 1.27 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.14 | 188 |
| 2022-04-21 | 2023-03-17 | -22.97 | 329 |
| 2024-06-07 | 2024-10-18 | -18.92 | 133 |
| 2023-04-14 | 2023-08-29 | -13.95 | 137 |
| 2022-03-02 | 2022-03-28 | -12.51 | 26 |
| 2023-08-29 | 2023-12-05 | -10.20 | 97 |
| 2024-04-01 | 2024-04-22 | -7.09 | 21 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2023-12-06 | 2024-03-06 | -6.18 | 91 |
| 2024-04-23 | 2024-05-15 | -5.09 | 22 |
| Metric | 11371222:btcusd:triple_med_gx:lsma110_15 | 11371222:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -11.67% | -29.64% |
| Best Month | 18.33% | 43.77% |
| Worst Month | -14.78% | -37.12% |
| Best Year | 32.17% | 155.54% |
| Worst Year | -19.08% | -57.04% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.1% | 7.33% |
| Avg. Down Week | -3.47% | -3.29% |
| Avg. Up Month | 6.66% | 16.25% |
| Avg. Down Month | -5.26% | -12.96% |
| Win Days % | 49.23% | 51.33% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |