| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 86.25% | 233.23% |
| Max Drawdown | -22.8% | -67.18% |
| Sharpe | 0.52 | 0.46 |
| Sortino | 0.8 | 0.67 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 2.27 | 1.08 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.85 | 1.0 |
| Outlier Win Ratio | 37.45 | 3.43 |
| Outlier Loss Ratio | 4.1 | 3.3 |
| Volatility (ann.) | 9.61% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.86 | 0.62 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 49.01 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.84% |
| Expected Yearly % | 16.82% | 35.11% |
| Kelly Criterion | 5.8% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11380954:BTCUSD | 11380954:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 36.02 | -0.66 | + |
| 2023 | 155.54 | -7.59 | -0.05 | - |
| 2024 | 121.00 | 48.49 | 0.40 | - |
| 2025 | 30.14 | -0.21 | -0.01 | - |
| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 4.97% | 45.08% |
| 6M | 0.21% | 28.47% |
| YTD | -0.21% | 30.14% |
| 1Y | 13.77% | 105.13% |
| 3Y (ann.) | 16.09% | 81.7% |
| 5Y (ann.) | 19.69% | 41.6% |
| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -67.18% |
| Longest DD Days | 580.0 | 683.0 |
| Avg. Drawdown | -2.59% | -6.05% |
| Avg. Drawdown Days | 27.0 | 31.0 |
| Recovery Factor | 3.78 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -22.80 | 233 |
| 2022-09-05 | 2024-04-07 | -21.73 | 580 |
| 2022-03-09 | 2022-05-30 | -10.07 | 82 |
| 2022-02-16 | 2022-03-09 | -6.66 | 21 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2024-05-27 | 2024-07-14 | -4.01 | 47 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-05-03 | 2024-05-18 | -3.10 | 15 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-06-11 | 2022-07-04 | -3.03 | 23 |
| Metric | 11380954:btcusd:triple_med_gx:lsma110_65 | 11380954:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -12.98% | -29.64% |
| Best Month | 41.71% | 43.77% |
| Worst Month | -12.98% | -37.12% |
| Best Year | 48.49% | 155.54% |
| Worst Year | -7.59% | -54.66% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.7% | 6.31% |
| Avg. Down Week | -2.77% | -5.56% |
| Avg. Up Month | 7.04% | 16.21% |
| Avg. Down Month | -5.28% | -9.74% |
| Win Days % | 49.01% | 51.3% |
| Win Month % | 52.5% | 62.79% |
| Win Week % | 54.95% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |