| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 17.11% | 233.23% |
| Max Drawdown | -23.81% | -67.18% |
| Sharpe | 0.18 | 0.46 |
| Sortino | 0.28 | 0.67 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 47.07 | 3.2 |
| Outlier Loss Ratio | 4.41 | 3.22 |
| Volatility (ann.) | 7.94% | 26.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.2 | 0.62 |
| Skew | 1.57 | 0.2 |
| Kurtosis | 55.78 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.84% |
| Expected Yearly % | 4.03% | 35.11% |
| Kelly Criterion | -1.02% | 2.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.22% |
| Expected Shortfall (cVaR) | -0.68% | -2.22% |
| Year | 11379555:BTCUSD | 11379555:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 19.25 | -0.35 | + |
| 2023 | 155.54 | -13.73 | -0.09 | - |
| 2024 | 121.00 | 14.45 | 0.12 | - |
| 2025 | 30.14 | -0.53 | -0.02 | - |
| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| MTD | -0.77% | 13.36% |
| 3M | 8.42% | 45.08% |
| 6M | -0.59% | 28.47% |
| YTD | -0.53% | 30.14% |
| 1Y | 5.57% | 105.13% |
| 3Y (ann.) | -2.61% | 81.7% |
| 5Y (ann.) | 4.67% | 41.6% |
| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| Max Drawdown | -23.81% | -67.18% |
| Longest DD Days | 1091.0 | 683.0 |
| Avg. Drawdown | -4.57% | -6.05% |
| Avg. Drawdown Days | 94.0 | 31.0 |
| Recovery Factor | 0.72 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2025-07-14 | -23.81 | 1091 |
| 2022-04-26 | 2022-06-07 | -10.04 | 42 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-06 | 2022-03-08 | -2.76 | 2 |
| 2022-02-04 | 2022-02-15 | -2.51 | 10 |
| 2022-07-14 | 2022-07-14 | -2.46 | 0 |
| 2022-06-08 | 2022-06-30 | -2.22 | 22 |
| 2022-04-02 | 2022-04-25 | -1.81 | 23 |
| 2022-07-07 | 2022-07-13 | -1.60 | 6 |
| Metric | 11379555:btcusd:triple_med_gx:lsma110_60 | 11379555:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -8.66% | -29.64% |
| Best Month | 12.79% | 43.77% |
| Worst Month | -7.11% | -37.12% |
| Best Year | 19.25% | 155.54% |
| Worst Year | -13.73% | -54.66% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.58% | 4.91% |
| Avg. Down Week | -2.34% | -5.07% |
| Avg. Up Month | 4.16% | 18.52% |
| Avg. Down Month | -2.96% | -12.7% |
| Win Days % | 47.77% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |