| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.08% | 233.23% |
| Max Drawdown | -34.12% | -67.18% |
| Sharpe | 0.01 | 0.46 |
| Sortino | 0.02 | 0.67 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 34.39 | 3.36 |
| Outlier Loss Ratio | 4.31 | 3.4 |
| Volatility (ann.) | 10.19% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.04 | 0.62 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 46.46 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.84% |
| Expected Yearly % | -1.3% | 35.11% |
| Kelly Criterion | -3.55% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11375229:BTCUSD | 11375229:btcusd:triple_med_gx:lsma110_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 7.08 | -0.13 | + |
| 2023 | 155.54 | 10.12 | 0.07 | - |
| 2024 | 121.00 | -13.95 | -0.12 | - |
| 2025 | 30.14 | -6.46 | -0.21 | - |
| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| MTD | 5.61% | 13.36% |
| 3M | 6.41% | 45.08% |
| 6M | -5.38% | 28.47% |
| YTD | -6.46% | 30.14% |
| 1Y | -6.07% | 105.13% |
| 3Y (ann.) | -1.31% | 81.7% |
| 5Y (ann.) | -1.5% | 41.6% |
| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| Max Drawdown | -34.12% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -6.34% | -6.05% |
| Avg. Drawdown Days | 73.0 | 31.0 |
| Recovery Factor | -0.15 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -34.12 | 489 |
| 2022-06-05 | 2023-01-20 | -19.23 | 228 |
| 2023-01-21 | 2023-09-03 | -11.12 | 225 |
| 2022-02-05 | 2022-05-30 | -9.78 | 114 |
| 2023-09-04 | 2023-10-23 | -7.90 | 49 |
| 2023-11-01 | 2024-03-04 | -7.76 | 124 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-03-08 | 2024-03-11 | -2.22 | 2 |
| 2023-10-30 | 2023-10-31 | -1.01 | 1 |
| Metric | 11375229:btcusd:triple_med_gx:lsma110_40 | 11375229:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.5% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 10.86% | 43.77% |
| Worst Month | -14.05% | -37.12% |
| Best Year | 10.12% | 155.54% |
| Worst Year | -13.95% | -54.66% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.97% | 5.4% |
| Avg. Down Week | -2.46% | -4.11% |
| Avg. Up Month | 5.14% | 18.01% |
| Avg. Down Month | -4.94% | -12.69% |
| Win Days % | 46.1% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 43.93% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |