| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 33.58% | 233.23% |
| Max Drawdown | -28.27% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.46 | 0.67 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.71 | 1.08 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.5 | 1.0 |
| Outlier Win Ratio | 47.33 | 3.23 |
| Outlier Loss Ratio | 4.28 | 3.21 |
| Volatility (ann.) | 8.2% | 26.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.31 | 0.62 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 68.75 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.84% |
| Expected Yearly % | 7.51% | 35.11% |
| Kelly Criterion | 2.04% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.22% |
| Expected Shortfall (cVaR) | -0.7% | -2.22% |
| Year | 11380786:BTCUSD | 11380786:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 51.18 | -0.94 | + |
| 2023 | 155.54 | -20.31 | -0.13 | - |
| 2024 | 121.00 | 20.15 | 0.17 | - |
| 2025 | 30.14 | -7.71 | -0.26 | - |
| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| MTD | 2.56% | 13.36% |
| 3M | 11.54% | 45.08% |
| 6M | -7.76% | 28.47% |
| YTD | -7.71% | 30.14% |
| 1Y | 9.56% | 105.13% |
| 3Y (ann.) | 1.81% | 81.7% |
| 5Y (ann.) | 8.73% | 41.6% |
| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| Max Drawdown | -28.27% | -67.18% |
| Longest DD Days | 900.0 | 683.0 |
| Avg. Drawdown | -3.29% | -6.05% |
| Avg. Drawdown Days | 57.0 | 31.0 |
| Recovery Factor | 1.19 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2025-07-14 | -28.27 | 900 |
| 2022-03-09 | 2022-07-04 | -9.04 | 116 |
| 2022-07-19 | 2022-11-04 | -7.93 | 108 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-11-05 | 2022-12-14 | -2.63 | 39 |
| 2023-01-24 | 2023-01-26 | -2.37 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-12-14 | 2023-01-23 | -1.96 | 39 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| Metric | 11380786:btcusd:triple_med_gx:lsma110_65 | 11380786:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 30.31% | 43.77% |
| Worst Month | -9.74% | -37.12% |
| Best Year | 51.18% | 155.54% |
| Worst Year | -20.31% | -54.66% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 4.6% | 5.85% |
| Avg. Down Week | -2.15% | -4.64% |
| Avg. Up Month | 6.1% | 16.86% |
| Avg. Down Month | -2.75% | -12.7% |
| Win Days % | 47.96% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 41.18% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |