| Metric | 11381309:btcusd:triple_med_gx:lsma110_65 | 11381309:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 33.41% | 162.58% |
| Max Drawdown | -21.97% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.43 | 0.59 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 46.05 | 3.27 |
| Outlier Loss Ratio | 3.79 | 3.18 |
| Volatility (ann.) | 8.88% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.41 | 0.5 |
| Skew | 1.27 | 0.18 |
| Kurtosis | 60.8 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.38% |
| Expected Yearly % | 7.47% | 27.3% |
| Kelly Criterion | 2.35% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11381309:BTCUSD | 11381309:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.99 | -0.15 | + |
| 2023 | 155.54 | 20.97 | 0.13 | - |
| 2024 | 121.00 | 7.97 | 0.07 | - |
| 2025 | 17.02 | -6.28 | -0.37 | - |
| Metric | 11381309:btcusd:triple_med_gx:lsma110_65 | 11381309:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.65% | 31.76% |
| 6M | -15.3% | 12.25% |
| YTD | -6.28% | 17.02% |
| 1Y | 2.53% | 57.19% |
| 3Y (ann.) | 9.9% | 55.42% |
| 5Y (ann.) | 8.99% | 33.42% |
| Metric | 11381309:btcusd:triple_med_gx:lsma110_65 | 11381309:BTCUSD |
|---|---|---|
| Max Drawdown | -21.97% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.97% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 1.52 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -21.97 | 211 |
| 2022-04-26 | 2023-01-09 | -17.01 | 257 |
| 2023-03-18 | 2023-06-21 | -10.30 | 95 |
| 2024-04-08 | 2024-09-19 | -9.68 | 164 |
| 2022-03-09 | 2022-03-27 | -7.69 | 18 |
| 2023-08-09 | 2023-12-05 | -6.74 | 118 |
| 2023-12-06 | 2024-04-04 | -4.89 | 120 |
| 2023-02-21 | 2023-03-17 | -4.81 | 24 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11381309:btcusd:triple_med_gx:lsma110_65 | 11381309:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -9.62% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -9.62% | -37.12% |
| Best Year | 20.97% | 155.54% |
| Worst Year | -6.28% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.47% | 8.17% |
| Avg. Down Week | -3.36% | -4.0% |
| Avg. Up Month | 6.66% | 20.04% |
| Avg. Down Month | -4.15% | -15.25% |
| Win Days % | 48.43% | 51.28% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 57.89% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |