| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 28.25% | 233.23% |
| Max Drawdown | -21.44% | -67.18% |
| Sharpe | 0.26 | 0.46 |
| Sortino | 0.38 | 0.67 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.71 | 1.08 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.54 | 1.0 |
| Outlier Win Ratio | 45.96 | 3.24 |
| Outlier Loss Ratio | 4.4 | 3.21 |
| Volatility (ann.) | 8.34% | 26.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.35 | 0.62 |
| Skew | 1.13 | 0.2 |
| Kurtosis | 55.18 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.84% |
| Expected Yearly % | 6.42% | 35.11% |
| Kelly Criterion | 0.85% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.22% |
| Expected Shortfall (cVaR) | -0.71% | -2.22% |
| Year | 11379443:BTCUSD | 11379443:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 8.56 | -0.16 | + |
| 2023 | 155.54 | -12.88 | -0.08 | - |
| 2024 | 121.00 | 28.54 | 0.24 | - |
| 2025 | 30.14 | 5.49 | 0.18 | - |
| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443:BTCUSD |
|---|---|---|
| MTD | 5.07% | 13.36% |
| 3M | 15.48% | 45.08% |
| 6M | 4.82% | 28.47% |
| YTD | 5.49% | 30.14% |
| 1Y | 8.17% | 105.13% |
| 3Y (ann.) | 7.78% | 81.7% |
| 5Y (ann.) | 7.46% | 41.6% |
| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443:BTCUSD |
|---|---|---|
| Max Drawdown | -21.44% | -67.18% |
| Longest DD Days | 574.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.05% |
| Avg. Drawdown Days | 75.0 | 31.0 |
| Recovery Factor | 1.32 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-08-18 | -21.44 | 574 |
| 2024-09-28 | 2025-07-10 | -13.59 | 285 |
| 2022-04-26 | 2022-10-04 | -11.11 | 161 |
| 2022-11-02 | 2023-01-20 | -5.99 | 79 |
| 2022-02-12 | 2022-04-25 | -5.48 | 71 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2022-10-09 | 2022-10-25 | -2.35 | 15 |
| 2024-09-21 | 2024-09-26 | -2.00 | 5 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11379443:btcusd:triple_med_gx:lsma110_60 | 11379443:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.61% | -29.64% |
| Best Month | 9.71% | 43.77% |
| Worst Month | -5.84% | -37.12% |
| Best Year | 28.54% | 155.54% |
| Worst Year | -12.88% | -54.66% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.59% | 5.57% |
| Avg. Down Week | -2.43% | -4.96% |
| Avg. Up Month | 4.76% | 15.7% |
| Avg. Down Month | -3.29% | -14.09% |
| Win Days % | 47.31% | 51.3% |
| Win Month % | 46.15% | 62.79% |
| Win Week % | 48.89% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |