| Metric | 11374300:btcusd:triple_med_gx:lsma110_35 | 11374300:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -11.41% | 233.23% |
| Max Drawdown | -33.67% | -67.18% |
| Sharpe | -0.03 | 0.46 |
| Sortino | -0.04 | 0.67 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 31.12 | 3.42 |
| Outlier Loss Ratio | 4.4 | 3.49 |
| Volatility (ann.) | 10.87% | 26.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.1 | 0.62 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 40.42 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.28% | 2.84% |
| Expected Yearly % | -2.98% | 35.11% |
| Kelly Criterion | -4.59% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11374300:BTCUSD | 11374300:btcusd:triple_med_gx:lsma110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -5.39 | 0.10 | + |
| 2023 | 155.54 | 13.60 | 0.09 | - |
| 2024 | 121.00 | -10.61 | -0.09 | - |
| 2025 | 30.14 | -7.79 | -0.26 | - |
| Metric | 11374300:btcusd:triple_med_gx:lsma110_35 | 11374300:BTCUSD |
|---|---|---|
| MTD | 6.87% | 13.36% |
| 3M | 6.43% | 45.08% |
| 6M | -5.37% | 28.47% |
| YTD | -7.79% | 30.14% |
| 1Y | -12.81% | 105.13% |
| 3Y (ann.) | -1.28% | 81.7% |
| 5Y (ann.) | -3.44% | 41.6% |
| Metric | 11374300:btcusd:triple_med_gx:lsma110_35 | 11374300:BTCUSD |
|---|---|---|
| Max Drawdown | -33.67% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -6.77% | -6.05% |
| Avg. Drawdown Days | 104.0 | 31.0 |
| Recovery Factor | -0.34 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -33.67 | 469 |
| 2022-02-05 | 2023-10-23 | -20.45 | 625 |
| 2023-11-01 | 2024-03-04 | -8.37 | 124 |
| 2024-03-05 | 2024-03-11 | -6.30 | 6 |
| 2022-02-01 | 2022-02-04 | -5.41 | 2 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| 2024-03-11 | 2024-03-28 | -1.07 | 16 |
| 2023-10-30 | 2023-10-31 | -1.01 | 1 |
| 2023-10-29 | 2023-10-30 | -0.88 | 0 |
| 2024-03-30 | 2024-03-31 | -0.85 | 0 |
| Metric | 11374300:btcusd:triple_med_gx:lsma110_35 | 11374300:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -12.16% | -29.64% |
| Best Month | 14.2% | 43.77% |
| Worst Month | -14.83% | -37.12% |
| Best Year | 13.6% | 155.54% |
| Worst Year | -10.61% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.98% | 5.56% |
| Avg. Down Week | -3.13% | -4.31% |
| Avg. Up Month | 4.71% | 15.52% |
| Avg. Down Month | -6.88% | -12.53% |
| Win Days % | 45.29% | 51.3% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 47.32% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |