| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 32.31% | 222.44% |
| Max Drawdown | -33.9% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.37 | 0.66 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 32.76 | 3.49 |
| Outlier Loss Ratio | 4.06 | 3.39 |
| Volatility (ann.) | 10.49% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.25 | 0.6 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 40.44 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.76% |
| Expected Yearly % | 7.25% | 34.0% |
| Kelly Criterion | 1.18% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11375573:BTCUSD | 11375573:btcusd:triple_med_gx:lsma110_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 7.64 | -0.14 | + |
| 2023 | 155.54 | 44.84 | 0.29 | - |
| 2024 | 121.00 | 18.96 | 0.16 | - |
| 2025 | 30.14 | -28.66 | -0.95 | - |
| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -4.72% | 45.08% |
| 6M | -25.56% | 28.47% |
| YTD | -28.66% | 30.14% |
| 1Y | -15.65% | 105.13% |
| 3Y (ann.) | 6.44% | 81.7% |
| 5Y (ann.) | 8.44% | 40.34% |
| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| Max Drawdown | -33.9% | -67.18% |
| Longest DD Days | 428.0 | 683.0 |
| Avg. Drawdown | -4.74% | -6.36% |
| Avg. Drawdown Days | 46.0 | 32.0 |
| Recovery Factor | 0.95 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -33.90 | 208 |
| 2022-04-21 | 2023-06-23 | -20.22 | 428 |
| 2022-03-02 | 2022-04-21 | -14.43 | 50 |
| 2024-04-01 | 2024-11-10 | -13.54 | 223 |
| 2023-08-29 | 2023-10-24 | -8.76 | 55 |
| 2024-03-05 | 2024-03-28 | -6.30 | 23 |
| 2023-06-23 | 2023-08-29 | -4.38 | 66 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11375573:btcusd:triple_med_gx:lsma110_40 | 11375573:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.37% | 35.75% |
| Worst Week | -10.41% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -17.63% | -37.12% |
| Best Year | 44.84% | 155.54% |
| Worst Year | -28.66% | -56.13% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.36% | 9.13% |
| Avg. Down Week | -3.07% | -3.78% |
| Avg. Up Month | 6.15% | 15.18% |
| Avg. Down Month | -4.41% | -12.95% |
| Win Days % | 48.91% | 51.29% |
| Win Month % | 47.37% | 62.79% |
| Win Week % | 40.91% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |