| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 38.8% | 183.63% |
| Max Drawdown | -19.28% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.44 | 0.99 |
| Outlier Win Ratio | 41.78 | 3.32 |
| Outlier Loss Ratio | 3.73 | 3.21 |
| Volatility (ann.) | 9.5% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.53 | 0.54 |
| Skew | 1.8 | 0.2 |
| Kurtosis | 53.01 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.58% |
| Expected Yearly % | 8.54% | 29.77% |
| Kelly Criterion | 3.35% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11381262:BTCUSD | 11381262:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 25.64 | -0.45 | + |
| 2023 | 155.54 | 11.20 | 0.07 | - |
| 2024 | 121.00 | 1.22 | 0.01 | - |
| 2025 | 17.02 | -1.84 | -0.11 | - |
| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.64% | 31.76% |
| 6M | -13.78% | 12.25% |
| YTD | -1.84% | 17.02% |
| 1Y | -2.51% | 57.19% |
| 3Y (ann.) | 5.91% | 55.42% |
| 5Y (ann.) | 10.26% | 36.43% |
| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| Max Drawdown | -19.28% | -67.18% |
| Longest DD Days | 458.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.9% |
| Avg. Drawdown Days | 56.0 | 35.0 |
| Recovery Factor | 2.01 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.28 | 175 |
| 2022-05-23 | 2022-09-09 | -13.34 | 109 |
| 2023-08-09 | 2024-11-10 | -13.28 | 458 |
| 2023-03-18 | 2023-08-08 | -11.13 | 143 |
| 2022-03-04 | 2022-03-09 | -8.97 | 5 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-10-05 | 2023-03-17 | -4.93 | 163 |
| 2022-03-28 | 2022-04-25 | -3.33 | 28 |
| 2024-11-12 | 2024-12-17 | -3.26 | 35 |
| 2022-09-10 | 2022-10-03 | -2.29 | 23 |
| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -12.16% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 25.64% | 155.54% |
| Worst Year | -1.84% | -57.08% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.09% | 8.65% |
| Avg. Down Week | -3.42% | -4.14% |
| Avg. Up Month | 5.85% | 18.13% |
| Avg. Down Month | -3.12% | -13.02% |
| Win Days % | 48.9% | 51.32% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 50.77% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |