| Metric | 11377130:btcusd:triple_med_gx:lsma110_50 | 11377130:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.87% | 233.23% |
| Max Drawdown | -36.12% | -67.18% |
| Sharpe | -0.02 | 0.46 |
| Sortino | -0.03 | 0.67 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 40.46 | 3.26 |
| Outlier Loss Ratio | 4.45 | 3.3 |
| Volatility (ann.) | 9.16% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.06 | 0.62 |
| Skew | 0.51 | 0.2 |
| Kurtosis | 53.57 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.84% |
| Expected Yearly % | -2.03% | 35.11% |
| Kelly Criterion | -4.51% | 3.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11377130:BTCUSD | 11377130:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 25.53 | -0.47 | + |
| 2023 | 155.54 | -15.87 | -0.10 | - |
| 2024 | 121.00 | -3.70 | -0.03 | - |
| 2025 | 30.14 | -9.41 | -0.31 | - |
| Metric | 11377130:btcusd:triple_med_gx:lsma110_50 | 11377130:BTCUSD |
|---|---|---|
| MTD | 2.62% | 13.36% |
| 3M | 3.52% | 45.08% |
| 6M | -6.59% | 28.47% |
| YTD | -9.41% | 30.14% |
| 1Y | -12.21% | 105.13% |
| 3Y (ann.) | -5.47% | 81.7% |
| 5Y (ann.) | -2.34% | 41.6% |
| Metric | 11377130:btcusd:triple_med_gx:lsma110_50 | 11377130:BTCUSD |
|---|---|---|
| Max Drawdown | -36.12% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.14% | -6.05% |
| Avg. Drawdown Days | 77.0 | 31.0 |
| Recovery Factor | -0.22 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -36.12 | 904 |
| 2022-06-04 | 2022-10-04 | -15.04 | 122 |
| 2022-10-08 | 2022-11-30 | -6.55 | 53 |
| 2022-04-26 | 2022-05-26 | -6.09 | 30 |
| 2022-02-11 | 2022-04-25 | -6.01 | 73 |
| 2022-05-26 | 2022-05-30 | -4.32 | 3 |
| 2022-12-09 | 2023-01-20 | -3.25 | 42 |
| 2022-12-07 | 2022-12-08 | -1.74 | 1 |
| 2022-12-05 | 2022-12-06 | -0.73 | 1 |
| 2022-02-05 | 2022-02-11 | -0.68 | 6 |
| Metric | 11377130:btcusd:triple_med_gx:lsma110_50 | 11377130:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -7.49% | -29.64% |
| Best Month | 15.39% | 43.77% |
| Worst Month | -10.64% | -37.12% |
| Best Year | 25.53% | 155.54% |
| Worst Year | -15.87% | -54.66% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.4% | 5.1% |
| Avg. Down Week | -2.71% | -4.91% |
| Avg. Up Month | 4.45% | 17.14% |
| Avg. Down Month | -3.75% | -13.05% |
| Win Days % | 45.85% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 44.44% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |