| Metric | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 57.69% | 214.91% |
| Max Drawdown | -33.13% | -67.18% |
| Sharpe | 0.35 | 0.45 |
| Sortino | 0.53 | 0.65 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 28.18 | 3.58 |
| Outlier Loss Ratio | 4.15 | 3.49 |
| Volatility (ann.) | 11.28% | 26.11% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.42 | 0.58 |
| Skew | 1.22 | 0.2 |
| Kurtosis | 32.63 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.7% |
| Expected Yearly % | 12.06% | 33.21% |
| Kelly Criterion | 2.43% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11371963:BTCUSD | 11371963:btcusd:triple_med_gx:lsma110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 15.52 | -0.28 | + |
| 2023 | 155.54 | 33.74 | 0.22 | - |
| 2024 | 121.00 | 41.40 | 0.34 | - |
| 2025 | 27.10 | -27.82 | -1.03 | - |
| Metric | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| MTD | -0.54% | 10.71% |
| 3M | -4.47% | 41.88% |
| 6M | -24.15% | 22.91% |
| YTD | -27.82% | 27.1% |
| 1Y | -7.23% | 82.29% |
| 3Y (ann.) | 10.97% | 77.48% |
| 5Y (ann.) | 14.06% | 39.27% |
| Metric | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| Max Drawdown | -33.13% | -67.18% |
| Longest DD Days | 357.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.45% |
| Avg. Drawdown Days | 32.0 | 32.0 |
| Recovery Factor | 1.74 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -33.13 | 211 |
| 2022-04-21 | 2023-04-14 | -18.40 | 357 |
| 2023-04-14 | 2023-08-29 | -13.85 | 137 |
| 2022-03-02 | 2022-03-27 | -12.31 | 25 |
| 2024-04-01 | 2024-09-13 | -10.65 | 165 |
| 2023-08-29 | 2023-10-24 | -8.76 | 55 |
| 2024-03-05 | 2024-03-28 | -6.30 | 23 |
| 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 | 11371963:btcusd:triple_med_gx:lsma110_20 | 11371963:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.37% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 21.39% | 43.77% |
| Worst Month | -16.79% | -37.12% |
| Best Year | 41.4% | 155.54% |
| Worst Year | -27.82% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.9% | 8.35% |
| Avg. Down Week | -2.87% | -3.64% |
| Avg. Up Month | 6.32% | 14.53% |
| Avg. Down Month | -4.21% | -12.6% |
| Win Days % | 49.21% | 51.28% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 41.24% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |