| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 38.24% | 233.23% |
| Max Drawdown | -19.91% | -67.18% |
| Sharpe | 0.31 | 0.46 |
| Sortino | 0.47 | 0.67 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.77 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.56 | 1.0 |
| Outlier Win Ratio | 40.28 | 3.26 |
| Outlier Loss Ratio | 4.4 | 3.3 |
| Volatility (ann.) | 8.92% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.49 | 0.62 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 53.02 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.84% |
| Expected Yearly % | 8.43% | 35.11% |
| Kelly Criterion | 2.12% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11378318:BTCUSD | 11378318:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 18.29 | -0.33 | + |
| 2023 | 155.54 | -9.92 | -0.06 | - |
| 2024 | 121.00 | 25.35 | 0.21 | - |
| 2025 | 30.14 | 3.51 | 0.12 | - |
| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| MTD | 2.99% | 13.36% |
| 3M | 10.36% | 45.08% |
| 6M | 3.97% | 28.47% |
| YTD | 3.51% | 30.14% |
| 1Y | 7.79% | 105.13% |
| 3Y (ann.) | 8.23% | 81.7% |
| 5Y (ann.) | 9.81% | 41.6% |
| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| Max Drawdown | -19.91% | -67.18% |
| Longest DD Days | 414.0 | 683.0 |
| Avg. Drawdown | -4.02% | -6.05% |
| Avg. Drawdown Days | 54.0 | 31.0 |
| Recovery Factor | 1.92 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-03-11 | -19.91 | 414 |
| 2024-09-28 | 2025-07-14 | -15.66 | 289 |
| 2022-04-26 | 2022-10-25 | -13.74 | 182 |
| 2024-03-11 | 2024-08-16 | -11.80 | 157 |
| 2022-02-05 | 2022-04-01 | -5.43 | 54 |
| 2024-08-20 | 2024-09-19 | -4.42 | 30 |
| 2022-11-01 | 2022-11-23 | -3.95 | 22 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2022-04-02 | 2022-04-25 | -2.73 | 23 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| Metric | 11378318:btcusd:triple_med_gx:lsma110_55 | 11378318:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -8.5% | -29.64% |
| Best Month | 11.43% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 25.35% | 155.54% |
| Worst Year | -9.92% | -54.66% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 4.05% | 5.26% |
| Avg. Down Week | -2.35% | -4.91% |
| Avg. Up Month | 5.96% | 16.01% |
| Avg. Down Month | -3.76% | -15.33% |
| Win Days % | 47.91% | 51.3% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 45.05% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |