| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 50.22% | 233.23% |
| Max Drawdown | -30.02% | -67.18% |
| Sharpe | 0.36 | 0.46 |
| Sortino | 0.56 | 0.67 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.78 | 1.08 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.55 | 1.0 |
| Outlier Win Ratio | 37.14 | 3.3 |
| Outlier Loss Ratio | 4.31 | 3.29 |
| Volatility (ann.) | 9.46% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.42 | 0.62 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 59.04 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.84% |
| Expected Yearly % | 10.71% | 35.11% |
| Kelly Criterion | 2.63% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11378486:BTCUSD | 11378486:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 57.38 | -1.05 | + |
| 2023 | 155.54 | -21.17 | -0.14 | - |
| 2024 | 121.00 | 28.60 | 0.24 | - |
| 2025 | 30.14 | -5.84 | -0.19 | - |
| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 7.55% | 45.08% |
| 6M | -4.41% | 28.47% |
| YTD | -5.84% | 30.14% |
| 1Y | 9.81% | 105.13% |
| 3Y (ann.) | 5.23% | 81.7% |
| 5Y (ann.) | 12.48% | 41.6% |
| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| Max Drawdown | -30.02% | -67.18% |
| Longest DD Days | 952.0 | 683.0 |
| Avg. Drawdown | -3.15% | -6.05% |
| Avg. Drawdown Days | 55.0 | 31.0 |
| Recovery Factor | 1.67 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-05 | 2025-07-14 | -30.02 | 952 |
| 2022-03-09 | 2022-07-14 | -9.95 | 126 |
| 2022-07-25 | 2022-09-09 | -7.11 | 46 |
| 2022-09-10 | 2022-11-05 | -6.95 | 55 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-11-23 | 2022-11-25 | -1.19 | 1 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-11-26 | 2022-12-04 | -1.08 | 8 |
| Metric | 11378486:btcusd:triple_med_gx:lsma110_55 | 11378486:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.43% | 35.75% |
| Worst Week | -7.88% | -29.64% |
| Best Month | 16.7% | 43.77% |
| Worst Month | -12.54% | -37.12% |
| Best Year | 57.38% | 155.54% |
| Worst Year | -21.17% | -54.66% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.56% | 5.65% |
| Avg. Down Week | -2.74% | -5.21% |
| Avg. Up Month | 6.87% | 18.09% |
| Avg. Down Month | -3.05% | -12.28% |
| Win Days % | 48.37% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 52.08% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |