| Metric | 11377682:btcusd:triple_med_gx:lsma110_50 | 11377682:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 28.46% | 222.44% |
| Max Drawdown | -28.7% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.34 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 33.8 | 3.52 |
| Outlier Loss Ratio | 4.04 | 3.41 |
| Volatility (ann.) | 10.59% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.26 | 0.6 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 41.46 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.76% |
| Expected Yearly % | 6.46% | 34.0% |
| Kelly Criterion | 0.19% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11377682:BTCUSD | 11377682:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.63 | -0.12 | + |
| 2023 | 155.54 | 42.99 | 0.28 | - |
| 2024 | 121.00 | 9.49 | 0.08 | - |
| 2025 | 30.14 | -23.05 | -0.76 | - |
| Metric | 11377682:btcusd:triple_med_gx:lsma110_50 | 11377682:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -6.59% | 45.08% |
| 6M | -19.67% | 28.47% |
| YTD | -23.05% | 30.14% |
| 1Y | -11.67% | 105.13% |
| 3Y (ann.) | 8.55% | 81.7% |
| 5Y (ann.) | 7.52% | 40.34% |
| Metric | 11377682:btcusd:triple_med_gx:lsma110_50 | 11377682:BTCUSD |
|---|---|---|
| Max Drawdown | -28.7% | -67.18% |
| Longest DD Days | 428.0 | 683.0 |
| Avg. Drawdown | -5.58% | -6.36% |
| Avg. Drawdown Days | 59.0 | 32.0 |
| Recovery Factor | 0.99 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -28.70 | 208 |
| 2022-04-21 | 2023-06-23 | -20.68 | 428 |
| 2024-03-05 | 2024-12-15 | -19.59 | 285 |
| 2022-03-02 | 2022-04-21 | -14.31 | 50 |
| 2023-08-29 | 2023-10-24 | -10.74 | 55 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2023-06-23 | 2023-08-29 | -2.99 | 66 |
| 2024-01-30 | 2024-01-31 | -1.47 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11377682:btcusd:triple_med_gx:lsma110_50 | 11377682:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -13.03% | -37.12% |
| Best Year | 42.99% | 155.54% |
| Worst Year | -23.05% | -56.13% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.55% | 9.26% |
| Avg. Down Week | -3.49% | -3.75% |
| Avg. Up Month | 5.49% | 15.81% |
| Avg. Down Month | -4.64% | -13.09% |
| Win Days % | 48.38% | 51.29% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 40.91% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |