| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 70.57% | 189.95% |
| Max Drawdown | -26.87% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.69 | 0.63 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.75 | 1.06 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.48 | 0.99 |
| Outlier Win Ratio | 35.52 | 3.45 |
| Outlier Loss Ratio | 4.0 | 3.31 |
| Volatility (ann.) | 10.1% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.64 | 0.55 |
| Skew | 1.56 | 0.2 |
| Kurtosis | 39.63 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.57% |
| Expected Yearly % | 14.28% | 30.49% |
| Kelly Criterion | 4.18% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11381200:BTCUSD | 11381200:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 1.35 | -0.02 | + |
| 2023 | 155.54 | 31.85 | 0.20 | - |
| 2024 | 121.00 | 32.35 | 0.27 | - |
| 2025 | 17.02 | -3.56 | -0.21 | - |
| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.57% | 31.76% |
| 6M | -5.09% | 12.25% |
| YTD | -3.56% | 17.02% |
| 1Y | 9.87% | 57.19% |
| 3Y (ann.) | 11.86% | 55.42% |
| 5Y (ann.) | 17.2% | 37.22% |
| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| Max Drawdown | -26.87% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.63% |
| Avg. Drawdown Days | 53.0 | 33.0 |
| Recovery Factor | 2.63 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-12-05 | -26.87 | 561 |
| 2024-12-17 | 2025-06-11 | -14.36 | 175 |
| 2024-04-01 | 2024-05-15 | -12.61 | 44 |
| 2022-03-03 | 2022-03-27 | -10.46 | 24 |
| 2024-05-18 | 2024-09-18 | -6.87 | 123 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-01-02 | 2024-03-04 | -4.91 | 61 |
| 2022-04-22 | 2022-05-22 | -4.69 | 30 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-19 | 2024-11-10 | -1.91 | 51 |
| Metric | 11381200:btcusd:triple_med_gx:lsma110_65 | 11381200:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -13.84% | -37.12% |
| Best Year | 32.35% | 155.54% |
| Worst Year | -3.56% | -56.13% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.86% | 8.7% |
| Avg. Down Week | -2.83% | -4.76% |
| Avg. Up Month | 6.14% | 15.48% |
| Avg. Down Month | -4.3% | -13.3% |
| Win Days % | 49.44% | 51.26% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 44.3% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |