| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 16.58% | 233.23% |
| Max Drawdown | -25.54% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.25 | 0.67 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 39.34 | 3.27 |
| Outlier Loss Ratio | 4.36 | 3.32 |
| Volatility (ann.) | 9.14% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.18 | 0.62 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 49.42 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.84% |
| Expected Yearly % | 3.91% | 35.11% |
| Kelly Criterion | -0.59% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11377241:BTCUSD | 11377241:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 27.46 | -0.50 | + |
| 2023 | 155.54 | -4.36 | -0.03 | - |
| 2024 | 121.00 | 4.93 | 0.04 | - |
| 2025 | 30.14 | -8.86 | -0.29 | - |
| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| MTD | 3.87% | 13.36% |
| 3M | 8.6% | 45.08% |
| 6M | -7.85% | 28.47% |
| YTD | -8.86% | 30.14% |
| 1Y | -3.68% | 105.13% |
| 3Y (ann.) | 1.03% | 81.7% |
| 5Y (ann.) | 4.53% | 41.6% |
| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| Max Drawdown | -25.54% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.78% | -6.05% |
| Avg. Drawdown Days | 82.0 | 31.0 |
| Recovery Factor | 0.65 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -25.54 | 904 |
| 2022-06-05 | 2022-09-09 | -9.52 | 95 |
| 2022-04-26 | 2022-06-05 | -9.00 | 40 |
| 2022-02-05 | 2022-03-24 | -6.48 | 47 |
| 2022-09-15 | 2022-10-04 | -4.04 | 19 |
| 2022-10-31 | 2022-11-23 | -3.80 | 22 |
| 2022-11-24 | 2023-01-20 | -2.94 | 57 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-10-09 | 2022-10-25 | -2.53 | 16 |
| 2022-04-02 | 2022-04-25 | -2.34 | 23 |
| Metric | 11377241:btcusd:triple_med_gx:lsma110_50 | 11377241:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 10.06% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 27.46% | 155.54% |
| Worst Year | -8.86% | -54.66% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.21% | 5.41% |
| Avg. Down Week | -2.3% | -4.59% |
| Avg. Up Month | 5.53% | 16.59% |
| Avg. Down Month | -3.81% | -13.49% |
| Win Days % | 47.59% | 51.3% |
| Win Month % | 42.5% | 62.79% |
| Win Week % | 46.81% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |