| Metric | 11376604:btcusd:triple_med_gx:lsma110_45 | 11376604:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 20.32% | 222.44% |
| Max Drawdown | -30.4% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.27 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 34.0 | 3.51 |
| Outlier Loss Ratio | 4.05 | 3.39 |
| Volatility (ann.) | 10.47% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.18 | 0.6 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 41.21 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.76% |
| Expected Yearly % | 4.73% | 34.0% |
| Kelly Criterion | -0.07% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11376604:BTCUSD | 11376604:btcusd:triple_med_gx:lsma110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 5.11 | -0.09 | + |
| 2023 | 155.54 | 39.49 | 0.25 | - |
| 2024 | 121.00 | 9.25 | 0.08 | - |
| 2025 | 30.14 | -24.88 | -0.83 | - |
| Metric | 11376604:btcusd:triple_med_gx:lsma110_45 | 11376604:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -4.65% | 45.08% |
| 6M | -21.58% | 28.47% |
| YTD | -24.88% | 30.14% |
| 1Y | -11.96% | 105.13% |
| 3Y (ann.) | 4.29% | 81.7% |
| 5Y (ann.) | 5.5% | 40.34% |
| Metric | 11376604:btcusd:triple_med_gx:lsma110_45 | 11376604:BTCUSD |
|---|---|---|
| Max Drawdown | -30.4% | -67.18% |
| Longest DD Days | 495.0 | 683.0 |
| Avg. Drawdown | -6.0% | -6.36% |
| Avg. Drawdown Days | 64.0 | 32.0 |
| Recovery Factor | 0.67 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -30.40 | 208 |
| 2022-04-21 | 2023-08-29 | -21.03 | 495 |
| 2024-03-05 | 2024-11-11 | -18.61 | 251 |
| 2022-03-01 | 2022-04-21 | -14.58 | 50 |
| 2023-08-29 | 2023-10-24 | -9.51 | 55 |
| 2024-01-09 | 2024-01-31 | -3.81 | 22 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2023-12-06 | 2024-01-08 | -0.90 | 33 |
| Metric | 11376604:btcusd:triple_med_gx:lsma110_45 | 11376604:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.65% | 35.75% |
| Worst Week | -12.03% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -14.13% | -37.12% |
| Best Year | 39.49% | 155.54% |
| Worst Year | -24.88% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.28% | 8.67% |
| Avg. Down Week | -3.26% | -3.85% |
| Avg. Up Month | 6.23% | 16.74% |
| Avg. Down Month | -5.43% | -14.52% |
| Win Days % | 48.25% | 51.29% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 40.45% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |