| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 9.13% | 233.23% |
| Max Drawdown | -28.92% | -67.18% |
| Sharpe | 0.11 | 0.46 |
| Sortino | 0.17 | 0.67 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 40.44 | 3.24 |
| Outlier Loss Ratio | 4.33 | 3.27 |
| Volatility (ann.) | 9.18% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.09 | 0.62 |
| Skew | 0.41 | 0.2 |
| Kurtosis | 59.38 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.84% |
| Expected Yearly % | 2.21% | 35.11% |
| Kelly Criterion | -1.55% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11378207:BTCUSD | 11378207:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 24.45 | -0.45 | + |
| 2023 | 155.54 | -14.53 | -0.09 | - |
| 2024 | 121.00 | 5.46 | 0.05 | - |
| 2025 | 30.14 | -2.71 | -0.09 | - |
| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 7.59% | 45.08% |
| 6M | -0.82% | 28.47% |
| YTD | -2.71% | 30.14% |
| 1Y | -5.46% | 105.13% |
| 3Y (ann.) | 2.17% | 81.7% |
| 5Y (ann.) | 2.56% | 41.6% |
| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| Max Drawdown | -28.92% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.75% | -6.05% |
| Avg. Drawdown Days | 124.0 | 31.0 |
| Recovery Factor | 0.32 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.92 | 904 |
| 2022-02-05 | 2022-09-09 | -13.44 | 216 |
| 2022-10-08 | 2022-11-23 | -5.02 | 46 |
| 2022-09-14 | 2022-10-04 | -4.13 | 20 |
| 2022-12-05 | 2023-01-20 | -3.19 | 46 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-24 | 2022-11-30 | -0.87 | 5 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-12-04 | 2022-12-04 | -0.18 | 0 |
| 2022-02-03 | 2022-02-03 | -0.18 | 0 |
| Metric | 11378207:btcusd:triple_med_gx:lsma110_55 | 11378207:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -6.72% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -9.83% | -37.12% |
| Best Year | 24.45% | 155.54% |
| Worst Year | -14.53% | -54.66% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.7% | 5.07% |
| Avg. Down Week | -2.6% | -4.9% |
| Avg. Up Month | 4.73% | 18.69% |
| Avg. Down Month | -3.02% | -13.04% |
| Win Days % | 46.92% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 44.79% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |