| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 70.92% | 183.93% |
| Max Drawdown | -19.85% | -67.18% |
| Sharpe | 0.46 | 0.43 |
| Sortino | 0.73 | 0.62 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.98 | 1.06 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.64 | 0.99 |
| Outlier Win Ratio | 38.39 | 3.35 |
| Outlier Loss Ratio | 3.89 | 3.27 |
| Volatility (ann.) | 9.75% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.87 | 0.54 |
| Skew | 2.04 | 0.2 |
| Kurtosis | 47.99 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.58% |
| Expected Yearly % | 14.34% | 29.81% |
| Kelly Criterion | 5.39% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11381239:BTCUSD | 11381239:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 19.74 | -0.35 | + |
| 2023 | 155.54 | 23.65 | 0.15 | - |
| 2024 | 121.00 | 9.44 | 0.08 | - |
| 2025 | 17.02 | 5.48 | 0.32 | - |
| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.96% | 31.76% |
| 6M | -2.53% | 12.25% |
| YTD | 5.48% | 17.02% |
| 1Y | 12.16% | 57.19% |
| 3Y (ann.) | 12.75% | 55.42% |
| 5Y (ann.) | 17.3% | 36.44% |
| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| Max Drawdown | -19.85% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.73% |
| Avg. Drawdown Days | 39.0 | 34.0 |
| Recovery Factor | 3.57 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-10-04 | -19.85 | 161 |
| 2024-12-17 | 2025-06-11 | -14.98 | 175 |
| 2023-12-06 | 2024-05-15 | -11.10 | 161 |
| 2023-08-09 | 2023-12-05 | -10.75 | 118 |
| 2024-05-18 | 2024-11-10 | -10.06 | 175 |
| 2023-04-15 | 2023-06-21 | -10.02 | 67 |
| 2022-03-04 | 2022-03-22 | -8.81 | 17 |
| 2022-10-05 | 2023-03-17 | -7.34 | 163 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11381239:btcusd:triple_med_gx:lsma110_65 | 11381239:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 15.92% | 43.77% |
| Worst Month | -8.76% | -37.12% |
| Best Year | 23.65% | 155.54% |
| Worst Year | 5.48% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.6% | 8.09% |
| Avg. Down Week | -3.23% | -5.17% |
| Avg. Up Month | 6.5% | 16.65% |
| Avg. Down Month | -3.95% | -13.76% |
| Win Days % | 49.23% | 51.31% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 51.39% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |