| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 37.35% | 222.44% |
| Max Drawdown | -25.18% | -67.18% |
| Sharpe | 0.26 | 0.45 |
| Sortino | 0.4 | 0.66 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 29.48 | 3.55 |
| Outlier Loss Ratio | 4.13 | 3.48 |
| Volatility (ann.) | 11.08% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.38 | 0.6 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 34.29 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.76% |
| Expected Yearly % | 8.26% | 34.0% |
| Kelly Criterion | 1.28% | 5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11372789:BTCUSD | 11372789:btcusd:triple_med_gx:lsma110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 4.04 | -0.07 | + |
| 2023 | 155.54 | 33.61 | 0.22 | - |
| 2024 | 121.00 | 22.36 | 0.18 | - |
| 2025 | 30.14 | -19.25 | -0.64 | - |
| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -6.15% | 45.08% |
| 6M | -17.36% | 28.47% |
| YTD | -19.25% | 30.14% |
| 1Y | -3.45% | 105.13% |
| 3Y (ann.) | 8.32% | 81.7% |
| 5Y (ann.) | 9.62% | 40.34% |
| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789:BTCUSD |
|---|---|---|
| Max Drawdown | -25.18% | -67.18% |
| Longest DD Days | 591.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.36% |
| Avg. Drawdown Days | 45.0 | 32.0 |
| Recovery Factor | 1.48 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -25.18 | 208 |
| 2022-04-21 | 2023-12-04 | -23.29 | 591 |
| 2022-03-02 | 2022-03-28 | -13.68 | 26 |
| 2024-04-01 | 2024-09-19 | -11.34 | 171 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2023-12-06 | 2024-01-30 | -5.16 | 55 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-12-09 | 2024-12-15 | -2.55 | 6 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| Metric | 11372789:btcusd:triple_med_gx:lsma110_25 | 11372789: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 | -12.69% | -37.12% |
| Best Year | 33.61% | 155.54% |
| Worst Year | -19.25% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.5% | 8.42% |
| Avg. Down Week | -2.69% | -3.65% |
| Avg. Up Month | 6.86% | 16.7% |
| Avg. Down Month | -4.29% | -12.31% |
| Win Days % | 48.75% | 51.29% |
| Win Month % | 45.0% | 62.79% |
| Win Week % | 37.89% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |