| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 7.88% | 233.23% |
| Max Drawdown | -29.5% | -67.18% |
| Sharpe | 0.1 | 0.46 |
| Sortino | 0.15 | 0.67 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 34.2 | 3.35 |
| Outlier Loss Ratio | 4.36 | 3.37 |
| Volatility (ann.) | 10.15% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.08 | 0.62 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 46.55 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.84% |
| Expected Yearly % | 1.92% | 35.11% |
| Kelly Criterion | -1.47% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11375172:BTCUSD | 11375172:btcusd:triple_med_gx:lsma110_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 11.14 | -0.20 | + |
| 2023 | 155.54 | 7.52 | 0.05 | - |
| 2024 | 121.00 | -4.92 | -0.04 | - |
| 2025 | 30.14 | -5.04 | -0.17 | - |
| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| MTD | 1.81% | 13.36% |
| 3M | 2.74% | 45.08% |
| 6M | -3.25% | 28.47% |
| YTD | -5.04% | 30.14% |
| 1Y | -0.97% | 105.13% |
| 3Y (ann.) | 1.07% | 81.7% |
| 5Y (ann.) | 2.22% | 41.6% |
| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| Max Drawdown | -29.5% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -5.53% | -6.05% |
| Avg. Drawdown Days | 65.0 | 31.0 |
| Recovery Factor | 0.27 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -29.50 | 489 |
| 2022-06-05 | 2023-01-21 | -21.13 | 230 |
| 2023-01-21 | 2023-09-12 | -11.94 | 233 |
| 2022-02-05 | 2022-05-22 | -10.95 | 106 |
| 2023-11-01 | 2024-03-04 | -8.73 | 124 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-09-19 | 2023-10-29 | -3.80 | 40 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11375172:btcusd:triple_med_gx:lsma110_40 | 11375172:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 13.77% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 14.63% | 43.77% |
| Worst Month | -13.61% | -37.12% |
| Best Year | 11.14% | 155.54% |
| Worst Year | -5.04% | -54.66% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 3.36% | 5.26% |
| Avg. Down Week | -2.58% | -4.46% |
| Avg. Up Month | 4.52% | 17.91% |
| Avg. Down Month | -5.2% | -12.51% |
| Win Days % | 46.66% | 51.3% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 48.51% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |