| Metric | 11378374:btcusd:triple_med_gx:lsma110_55 | 11378374:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 53.35% | 233.23% |
| Max Drawdown | -24.13% | -67.18% |
| Sharpe | 0.38 | 0.46 |
| Sortino | 0.57 | 0.67 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 2.06 | 1.08 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.76 | 1.0 |
| Outlier Win Ratio | 39.13 | 3.27 |
| Outlier Loss Ratio | 4.27 | 3.29 |
| Volatility (ann.) | 9.2% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.55 | 0.62 |
| Skew | 0.89 | 0.2 |
| Kurtosis | 58.47 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.84% |
| Expected Yearly % | 11.28% | 35.11% |
| Kelly Criterion | 3.24% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11378374:BTCUSD | 11378374:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 39.02 | -0.71 | + |
| 2023 | 155.54 | -16.58 | -0.11 | - |
| 2024 | 121.00 | 29.09 | 0.24 | - |
| 2025 | 30.14 | 2.43 | 0.08 | - |
| Metric | 11378374:btcusd:triple_med_gx:lsma110_55 | 11378374:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 8.87% | 45.08% |
| 6M | 0.58% | 28.47% |
| YTD | 2.43% | 30.14% |
| 1Y | 12.41% | 105.13% |
| 3Y (ann.) | 7.58% | 81.7% |
| 5Y (ann.) | 13.15% | 41.6% |
| Metric | 11378374:btcusd:triple_med_gx:lsma110_55 | 11378374:BTCUSD |
|---|---|---|
| Max Drawdown | -24.13% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.05% |
| Avg. Drawdown Days | 49.0 | 31.0 |
| Recovery Factor | 2.21 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-09-26 | -24.13 | 613 |
| 2022-06-06 | 2022-10-26 | -14.46 | 141 |
| 2025-01-24 | 2025-07-14 | -13.36 | 170 |
| 2022-04-26 | 2022-05-29 | -7.26 | 33 |
| 2024-09-28 | 2024-11-20 | -6.08 | 53 |
| 2022-02-05 | 2022-03-25 | -5.20 | 47 |
| 2024-12-20 | 2025-01-23 | -4.88 | 34 |
| 2022-04-02 | 2022-04-25 | -2.30 | 23 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2022-12-09 | 2023-01-20 | -1.77 | 42 |
| Metric | 11378374:btcusd:triple_med_gx:lsma110_55 | 11378374:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -6.68% | -37.12% |
| Best Year | 39.02% | 155.54% |
| Worst Year | -16.58% | -54.66% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.83% | 5.15% |
| Avg. Down Week | -2.26% | -4.25% |
| Avg. Up Month | 4.67% | 15.52% |
| Avg. Down Month | -3.24% | -12.88% |
| Win Days % | 49.42% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 49.48% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |