| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 29.28% | 233.23% |
| Max Drawdown | -23.6% | -67.18% |
| Sharpe | 0.25 | 0.46 |
| Sortino | 0.37 | 0.67 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.8 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.63 | 1.0 |
| Outlier Win Ratio | 40.36 | 3.29 |
| Outlier Loss Ratio | 4.25 | 3.29 |
| Volatility (ann.) | 9.02% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 0.62 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 55.2 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.84% |
| Expected Yearly % | 6.63% | 35.11% |
| Kelly Criterion | 0.1% | 6.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11379667:BTCUSD | 11379667:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 21.46 | -0.39 | + |
| 2023 | 155.54 | -14.36 | -0.09 | - |
| 2024 | 121.00 | 32.25 | 0.27 | - |
| 2025 | 30.14 | -6.02 | -0.20 | - |
| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.23% | 45.08% |
| 6M | -6.64% | 28.47% |
| YTD | -6.02% | 30.14% |
| 1Y | 13.11% | 105.13% |
| 3Y (ann.) | 4.49% | 81.7% |
| 5Y (ann.) | 7.7% | 41.6% |
| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| Max Drawdown | -23.6% | -67.18% |
| Longest DD Days | 854.0 | 683.0 |
| Avg. Drawdown | -4.11% | -6.05% |
| Avg. Drawdown Days | 73.0 | 31.0 |
| Recovery Factor | 1.24 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-11-21 | -23.60 | 854 |
| 2022-03-09 | 2022-07-17 | -16.90 | 129 |
| 2024-12-17 | 2025-07-14 | -14.20 | 208 |
| 2022-02-16 | 2022-03-09 | -3.42 | 21 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-11-23 | 2024-12-15 | -1.31 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11379667:btcusd:triple_med_gx:lsma110_60 | 11379667:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -10.21% | -29.64% |
| Best Month | 27.55% | 43.77% |
| Worst Month | -9.69% | -37.12% |
| Best Year | 32.25% | 155.54% |
| Worst Year | -14.36% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 4.18% | 6.48% |
| Avg. Down Week | -2.64% | -5.42% |
| Avg. Up Month | 4.95% | 14.87% |
| Avg. Down Month | -3.05% | -12.63% |
| Win Days % | 47.05% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.15% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |