| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 53.48% | 215.74% |
| Max Drawdown | -19.03% | -67.18% |
| Sharpe | 0.36 | 0.45 |
| Sortino | 0.55 | 0.65 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 36.37 | 3.38 |
| Outlier Loss Ratio | 3.84 | 3.32 |
| Volatility (ann.) | 10.08% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.69 | 0.59 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 45.73 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.78% |
| Expected Yearly % | 11.3% | 33.3% |
| Kelly Criterion | 4.1% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11380021:BTCUSD | 11380021:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 17.92 | -0.31 | + |
| 2023 | 155.54 | 21.09 | 0.14 | - |
| 2024 | 121.00 | 14.25 | 0.12 | - |
| 2025 | 30.14 | -5.92 | -0.20 | - |
| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | 0.91% | 45.08% |
| 6M | -2.31% | 28.47% |
| YTD | -5.92% | 30.14% |
| 1Y | 8.47% | 105.13% |
| 3Y (ann.) | 14.91% | 81.7% |
| 5Y (ann.) | 13.22% | 39.56% |
| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| Max Drawdown | -19.03% | -67.18% |
| Longest DD Days | 208.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.45% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 2.81 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-10-26 | -19.03 | 183 |
| 2024-12-17 | 2025-07-14 | -18.36 | 208 |
| 2022-03-03 | 2022-03-24 | -12.60 | 21 |
| 2023-04-14 | 2023-06-21 | -11.76 | 68 |
| 2024-05-18 | 2024-11-10 | -11.70 | 175 |
| 2023-08-09 | 2023-12-05 | -10.25 | 118 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-04-26 | 2024-05-15 | -7.04 | 19 |
| 2022-10-26 | 2023-03-16 | -5.93 | 141 |
| 2023-12-06 | 2024-03-06 | -5.44 | 91 |
| Metric | 11380021:btcusd:triple_med_gx:lsma110_60 | 11380021:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 15.92% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 21.09% | 155.54% |
| Worst Year | -5.92% | -57.04% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.46% | 7.77% |
| Avg. Down Week | -3.22% | -4.58% |
| Avg. Up Month | 5.63% | 15.61% |
| Avg. Down Month | -3.71% | -13.41% |
| Win Days % | 49.83% | 51.33% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 48.65% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |