| Metric | 11378849:btcusd:triple_med_gx:lsma110_55 | 11378849:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 38.63% | 215.74% |
| Max Drawdown | -20.37% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.43 | 0.65 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.48 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 35.9 | 3.37 |
| Outlier Loss Ratio | 3.85 | 3.37 |
| Volatility (ann.) | 10.09% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.49 | 0.59 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 44.69 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.78% |
| Expected Yearly % | 8.51% | 33.3% |
| Kelly Criterion | 3.3% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11378849:BTCUSD | 11378849:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 15.67 | -0.27 | + |
| 2023 | 155.54 | 19.64 | 0.13 | - |
| 2024 | 121.00 | 8.49 | 0.07 | - |
| 2025 | 30.14 | -7.66 | -0.25 | - |
| Metric | 11378849:btcusd:triple_med_gx:lsma110_55 | 11378849:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -0.0% | 45.08% |
| 6M | -4.28% | 28.47% |
| YTD | -7.66% | 30.14% |
| 1Y | 10.29% | 105.13% |
| 3Y (ann.) | 12.27% | 81.7% |
| 5Y (ann.) | 9.93% | 39.56% |
| Metric | 11378849:btcusd:triple_med_gx:lsma110_55 | 11378849:BTCUSD |
|---|---|---|
| Max Drawdown | -20.37% | -67.18% |
| Longest DD Days | 223.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.45% |
| Avg. Drawdown Days | 48.0 | 33.0 |
| Recovery Factor | 1.9 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -20.37 | 208 |
| 2022-04-22 | 2022-10-04 | -18.75 | 165 |
| 2022-03-02 | 2022-03-24 | -13.63 | 21 |
| 2024-04-01 | 2024-11-10 | -13.42 | 223 |
| 2023-08-09 | 2024-03-07 | -11.22 | 211 |
| 2023-05-06 | 2023-06-21 | -10.49 | 46 |
| 2022-10-05 | 2023-02-20 | -5.07 | 138 |
| 2023-04-14 | 2023-05-05 | -2.95 | 21 |
| 2023-02-20 | 2023-03-16 | -2.66 | 24 |
| 2024-03-07 | 2024-03-31 | -2.13 | 24 |
| Metric | 11378849:btcusd:triple_med_gx:lsma110_55 | 11378849:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 15.92% | 43.77% |
| Worst Month | -9.4% | -37.12% |
| Best Year | 19.64% | 155.54% |
| Worst Year | -7.66% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.26% | 7.82% |
| Avg. Down Week | -3.73% | -3.68% |
| Avg. Up Month | 5.22% | 15.61% |
| Avg. Down Month | -4.63% | -13.62% |
| Win Days % | 49.78% | 51.33% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 52.7% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |