| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 51.32% | 233.23% |
| Max Drawdown | -26.6% | -67.18% |
| Sharpe | 0.36 | 0.46 |
| Sortino | 0.54 | 0.67 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.8 | 1.08 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.56 | 1.0 |
| Outlier Win Ratio | 36.92 | 3.28 |
| Outlier Loss Ratio | 4.3 | 3.31 |
| Volatility (ann.) | 9.47% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.48 | 0.62 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 53.84 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.84% |
| Expected Yearly % | 10.91% | 35.11% |
| Kelly Criterion | 3.55% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11377295:BTCUSD | 11377295:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 41.76 | -0.76 | + |
| 2023 | 155.54 | -17.70 | -0.11 | - |
| 2024 | 121.00 | 27.67 | 0.23 | - |
| 2025 | 30.14 | 1.59 | 0.05 | - |
| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 12.46% | 45.08% |
| 6M | 0.53% | 28.47% |
| YTD | 1.59% | 30.14% |
| 1Y | 10.73% | 105.13% |
| 3Y (ann.) | 8.38% | 81.7% |
| 5Y (ann.) | 12.72% | 41.6% |
| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| Max Drawdown | -26.6% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -3.95% | -6.05% |
| Avg. Drawdown Days | 54.0 | 31.0 |
| Recovery Factor | 1.93 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-09-26 | -26.60 | 613 |
| 2024-09-28 | 2025-07-14 | -17.20 | 289 |
| 2022-06-06 | 2022-09-09 | -12.35 | 94 |
| 2022-04-26 | 2022-06-06 | -11.17 | 40 |
| 2022-02-12 | 2022-03-24 | -4.53 | 40 |
| 2022-10-05 | 2022-10-25 | -3.36 | 20 |
| 2022-10-25 | 2022-11-22 | -2.54 | 28 |
| 2022-04-02 | 2022-04-25 | -2.39 | 23 |
| 2022-09-16 | 2022-10-03 | -2.14 | 17 |
| 2022-12-09 | 2023-01-20 | -1.98 | 42 |
| Metric | 11377295:btcusd:triple_med_gx:lsma110_50 | 11377295:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -7.48% | -29.64% |
| Best Month | 14.3% | 43.77% |
| Worst Month | -7.48% | -37.12% |
| Best Year | 41.76% | 155.54% |
| Worst Year | -17.7% | -54.66% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 4.16% | 5.3% |
| Avg. Down Week | -2.25% | -4.25% |
| Avg. Up Month | 5.23% | 16.98% |
| Avg. Down Month | -2.83% | -12.88% |
| Win Days % | 49.02% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 44.33% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |