| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 21.96% | 233.23% |
| Max Drawdown | -22.23% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.35 | 0.67 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 51.2 | 3.19 |
| Outlier Loss Ratio | 4.35 | 3.18 |
| Volatility (ann.) | 7.68% | 26.12% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 0.62 |
| Skew | 2.66 | 0.2 |
| Kurtosis | 68.2 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.84% |
| Expected Yearly % | 5.09% | 35.11% |
| Kelly Criterion | 0.55% | 6.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.22% |
| Expected Shortfall (cVaR) | -0.66% | -2.22% |
| Year | 11380731:BTCUSD | 11380731:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 35.95 | -0.66 | + |
| 2023 | 155.54 | -16.28 | -0.10 | - |
| 2024 | 121.00 | 13.44 | 0.11 | - |
| 2025 | 30.14 | -5.53 | -0.18 | - |
| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| MTD | 1.04% | 13.36% |
| 3M | 12.34% | 45.08% |
| 6M | -4.17% | 28.47% |
| YTD | -5.53% | 30.14% |
| 1Y | 3.16% | 105.13% |
| 3Y (ann.) | -1.31% | 81.7% |
| 5Y (ann.) | 5.91% | 41.6% |
| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| Max Drawdown | -22.23% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.05% |
| Avg. Drawdown Days | 70.0 | 31.0 |
| Recovery Factor | 0.99 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -22.23 | 904 |
| 2022-04-28 | 2022-06-07 | -7.80 | 39 |
| 2022-07-25 | 2023-01-04 | -6.97 | 162 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-07 | 2022-07-14 | -4.03 | 7 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-09 | 2022-04-28 | -2.98 | 49 |
| 2022-06-08 | 2022-06-30 | -2.22 | 22 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-13 | 2022-02-14 | -1.84 | 1 |
| Metric | 11380731:btcusd:triple_med_gx:lsma110_65 | 11380731:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 10.65% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 10.54% | 43.77% |
| Worst Month | -7.33% | -37.12% |
| Best Year | 35.95% | 155.54% |
| Worst Year | -16.28% | -54.66% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.02% | 5.98% |
| Avg. Down Week | -2.45% | -5.0% |
| Avg. Up Month | 3.76% | 17.52% |
| Avg. Down Month | -3.39% | -12.05% |
| Win Days % | 47.51% | 51.3% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 51.14% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |