| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 68.03% | 188.04% |
| Max Drawdown | -20.67% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.67 | 0.63 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 35.99 | 3.39 |
| Outlier Loss Ratio | 3.84 | 3.29 |
| Volatility (ann.) | 10.01% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.81 | 0.55 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 40.66 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.55% |
| Expected Yearly % | 13.85% | 30.28% |
| Kelly Criterion | 4.34% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11381219:BTCUSD | 11381219:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 14.80 | -0.26 | + |
| 2023 | 155.54 | 22.57 | 0.15 | - |
| 2024 | 121.00 | 20.65 | 0.17 | - |
| 2025 | 17.02 | -1.02 | -0.06 | - |
| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.16% | 31.76% |
| 6M | -2.09% | 12.25% |
| YTD | -1.02% | 17.02% |
| 1Y | 22.56% | 57.19% |
| 3Y (ann.) | 12.51% | 55.42% |
| 5Y (ann.) | 16.69% | 36.99% |
| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| Max Drawdown | -20.67% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.61% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 3.29 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -20.67 | 325 |
| 2023-12-06 | 2024-09-19 | -18.23 | 288 |
| 2024-12-17 | 2025-06-11 | -12.41 | 175 |
| 2023-03-17 | 2023-06-22 | -11.95 | 96 |
| 2022-03-03 | 2022-03-27 | -10.67 | 24 |
| 2023-08-31 | 2023-12-05 | -8.98 | 96 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2023-06-23 | 2023-08-08 | -2.31 | 45 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2023-06-22 | 2023-06-23 | -1.34 | 1 |
| Metric | 11381219:btcusd:triple_med_gx:lsma110_65 | 11381219:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.29% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -8.6% | -29.64% |
| Best Month | 18.32% | 43.77% |
| Worst Month | -10.52% | -37.12% |
| Best Year | 22.57% | 155.54% |
| Worst Year | -1.02% | -56.42% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.3% | 9.01% |
| Avg. Down Week | -2.74% | -5.1% |
| Avg. Up Month | 6.73% | 16.81% |
| Avg. Down Month | -3.77% | -14.09% |
| Win Days % | 49.34% | 51.3% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 46.67% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |