| Metric | 11381536:btcusd:triple_med_gx:lsma110_65 | 11381536:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 62.3% | 156.76% |
| Max Drawdown | -12.95% | -67.18% |
| Sharpe | 0.56 | 0.4 |
| Sortino | 0.89 | 0.58 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | inf | 1.06 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 62.62 | 3.16 |
| Outlier Loss Ratio | 4.09 | 2.99 |
| Volatility (ann.) | 6.96% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.21 | 0.49 |
| Skew | 1.46 | 0.18 |
| Kurtosis | 63.8 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.19% | 2.33% |
| Expected Yearly % | 12.87% | 26.58% |
| Kelly Criterion | 10.72% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11381536:BTCUSD | 11381536:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 14.87 | -0.24 | + |
| 2023 | 155.54 | 16.30 | 0.10 | - |
| 2024 | 121.00 | 17.64 | 0.15 | - |
| 2025 | 17.02 | 3.27 | 0.19 | - |
| Metric | 11381536:btcusd:triple_med_gx:lsma110_65 | 11381536:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.0% | 31.76% |
| 6M | 3.27% | 12.25% |
| YTD | 3.27% | 17.02% |
| 1Y | 26.71% | 57.19% |
| 3Y (ann.) | 15.81% | 55.42% |
| 5Y (ann.) | 15.7% | 32.84% |
| Metric | 11381536:btcusd:triple_med_gx:lsma110_65 | 11381536:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -67.18% |
| Longest DD Days | 225.0 | 683.0 |
| Avg. Drawdown | -2.99% | -7.23% |
| Avg. Drawdown Days | 38.0 | 38.0 |
| Recovery Factor | 4.81 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-04-22 | -12.95 | 183 |
| 2024-01-11 | 2024-08-23 | -11.43 | 225 |
| 2023-03-18 | 2023-06-21 | -9.63 | 95 |
| 2022-12-01 | 2023-03-17 | -6.42 | 106 |
| 2022-06-29 | 2022-07-04 | -5.47 | 5 |
| 2022-10-05 | 2022-11-30 | -5.36 | 56 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2023-06-21 | 2023-09-07 | -2.65 | 78 |
| Metric | 11381536:btcusd:triple_med_gx:lsma110_65 | 11381536:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 11.12% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 12.14% | 43.77% |
| Worst Month | -6.94% | -37.12% |
| Best Year | 17.64% | 155.54% |
| Worst Year | 3.27% | -61.15% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 4.17% | 9.61% |
| Avg. Down Week | -3.43% | -4.06% |
| Avg. Up Month | 3.99% | 15.63% |
| Avg. Down Month | -2.22% | -14.78% |
| Win Days % | 50.21% | 51.27% |
| Win Month % | 72.0% | 60.98% |
| Win Week % | 58.54% | 50.28% |
| Win Quarter % | 75.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |