| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 30.1% | 233.23% |
| Max Drawdown | -28.14% | -67.18% |
| Sharpe | 0.25 | 0.46 |
| Sortino | 0.38 | 0.67 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 39.47 | 3.26 |
| Outlier Loss Ratio | 4.17 | 3.28 |
| Volatility (ann.) | 9.35% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.28 | 0.62 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 61.49 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.84% |
| Expected Yearly % | 6.8% | 35.11% |
| Kelly Criterion | 0.38% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11378430:BTCUSD | 11378430:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 41.68 | -0.76 | + |
| 2023 | 155.54 | -19.27 | -0.12 | - |
| 2024 | 121.00 | 17.19 | 0.14 | - |
| 2025 | 30.14 | -2.94 | -0.10 | - |
| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| MTD | -0.72% | 13.36% |
| 3M | 9.0% | 45.08% |
| 6M | -4.45% | 28.47% |
| YTD | -2.94% | 30.14% |
| 1Y | 10.11% | 105.13% |
| 3Y (ann.) | -0.89% | 81.7% |
| 5Y (ann.) | 7.9% | 41.6% |
| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| Max Drawdown | -28.14% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.67% | -6.05% |
| Avg. Drawdown Days | 63.0 | 31.0 |
| Recovery Factor | 1.07 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.14 | 904 |
| 2022-07-19 | 2022-11-23 | -14.48 | 127 |
| 2022-04-26 | 2022-07-14 | -10.59 | 79 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| 2022-02-05 | 2022-02-15 | -2.04 | 9 |
| 2022-03-09 | 2022-03-27 | -1.86 | 18 |
| 2022-12-09 | 2023-01-04 | -1.77 | 25 |
| 2022-11-24 | 2022-12-08 | -1.77 | 14 |
| 2022-04-02 | 2022-04-25 | -1.63 | 23 |
| 2022-07-18 | 2022-07-18 | -1.37 | 0 |
| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 15.06% | 43.77% |
| Worst Month | -9.99% | -37.12% |
| Best Year | 41.68% | 155.54% |
| Worst Year | -19.27% | -54.66% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.12% | 5.36% |
| Avg. Down Week | -2.57% | -4.62% |
| Avg. Up Month | 5.74% | 16.94% |
| Avg. Down Month | -4.26% | -15.18% |
| Win Days % | 48.5% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |