| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 54.19% | 233.23% |
| Max Drawdown | -24.95% | -67.18% |
| Sharpe | 0.37 | 0.46 |
| Sortino | 0.57 | 0.67 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.61 | 1.08 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 35.71 | 3.33 |
| Outlier Loss Ratio | 4.36 | 3.32 |
| Volatility (ann.) | 9.77% | 26.12% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.53 | 0.62 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 53.91 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.84% |
| Expected Yearly % | 11.43% | 35.11% |
| Kelly Criterion | 1.97% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11377351:BTCUSD | 11377351:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 43.62 | -0.80 | + |
| 2023 | 155.54 | -13.01 | -0.08 | - |
| 2024 | 121.00 | 21.47 | 0.18 | - |
| 2025 | 30.14 | 1.60 | 0.05 | - |
| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 8.94% | 45.08% |
| 6M | 0.26% | 28.47% |
| YTD | 1.6% | 30.14% |
| 1Y | 15.97% | 105.13% |
| 3Y (ann.) | 5.73% | 81.7% |
| 5Y (ann.) | 13.33% | 41.6% |
| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| Max Drawdown | -24.95% | -67.18% |
| Longest DD Days | 733.0 | 683.0 |
| Avg. Drawdown | -3.71% | -6.05% |
| Avg. Drawdown Days | 58.0 | 31.0 |
| Recovery Factor | 2.17 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-01-24 | -24.95 | 733 |
| 2025-01-24 | 2025-07-14 | -15.46 | 170 |
| 2022-04-26 | 2022-10-04 | -14.94 | 161 |
| 2022-10-06 | 2022-11-22 | -4.26 | 47 |
| 2022-03-06 | 2022-03-09 | -3.98 | 3 |
| 2022-04-02 | 2022-04-25 | -3.50 | 23 |
| 2022-12-09 | 2023-01-20 | -1.77 | 42 |
| 2022-11-24 | 2022-12-02 | -1.77 | 8 |
| 2022-02-13 | 2022-02-14 | -1.66 | 1 |
| 2022-03-09 | 2022-03-25 | -1.33 | 15 |
| Metric | 11377351:btcusd:triple_med_gx:lsma110_50 | 11377351:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 16.73% | 43.77% |
| Worst Month | -6.56% | -37.12% |
| Best Year | 43.62% | 155.54% |
| Worst Year | -13.01% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.1% | 5.38% |
| Avg. Down Week | -2.55% | -4.62% |
| Avg. Up Month | 5.4% | 16.33% |
| Avg. Down Month | -3.42% | -15.18% |
| Win Days % | 48.11% | 51.3% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 51.0% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |