| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 15.8% | 215.41% |
| Max Drawdown | -21.73% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.22 | 0.65 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 32.04 | 3.42 |
| Outlier Loss Ratio | 3.98 | 3.43 |
| Volatility (ann.) | 10.66% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.2 | 0.59 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 40.05 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.77% |
| Expected Yearly % | 3.74% | 33.27% |
| Kelly Criterion | -0.65% | 3.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11371244:BTCUSD | 11371244:btcusd:triple_med_gx:lsma110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -5.63 | 0.10 | + |
| 2023 | 155.54 | 20.18 | 0.13 | - |
| 2024 | 121.00 | 19.94 | 0.16 | - |
| 2025 | 30.14 | -14.87 | -0.49 | - |
| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| MTD | 0.54% | 13.36% |
| 3M | -5.83% | 45.08% |
| 6M | -11.37% | 28.47% |
| YTD | -14.87% | 30.14% |
| 1Y | 7.72% | 105.13% |
| 3Y (ann.) | 10.89% | 81.7% |
| 5Y (ann.) | 4.35% | 39.55% |
| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| Max Drawdown | -21.73% | -67.18% |
| Longest DD Days | 381.0 | 683.0 |
| Avg. Drawdown | -5.53% | -6.6% |
| Avg. Drawdown Days | 57.0 | 34.0 |
| Recovery Factor | 0.73 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-18 | -21.73 | 381 |
| 2025-01-07 | 2025-07-14 | -20.73 | 188 |
| 2024-06-07 | 2024-11-09 | -18.24 | 155 |
| 2023-04-14 | 2023-08-29 | -13.79 | 137 |
| 2023-08-29 | 2023-12-05 | -10.89 | 97 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2023-12-06 | 2024-04-08 | -6.36 | 124 |
| 2024-04-08 | 2024-05-15 | -5.71 | 37 |
| 2023-03-18 | 2023-04-14 | -2.32 | 26 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11371244:btcusd:triple_med_gx:lsma110_15 | 11371244:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 16.67% | 43.77% |
| Worst Month | -8.09% | -37.12% |
| Best Year | 20.18% | 155.54% |
| Worst Year | -14.87% | -57.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.91% | 7.83% |
| Avg. Down Week | -3.0% | -3.5% |
| Avg. Up Month | 6.22% | 17.93% |
| Avg. Down Month | -3.44% | -12.59% |
| Win Days % | 48.81% | 51.34% |
| Win Month % | 41.46% | 61.9% |
| Win Week % | 43.82% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |